CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 12-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2008 |
12-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
730.4 |
719.4 |
-11.0 |
-1.5% |
746.1 |
| High |
733.6 |
731.3 |
-2.3 |
-0.3% |
766.2 |
| Low |
718.0 |
716.7 |
-1.3 |
-0.2% |
731.1 |
| Close |
718.0 |
721.6 |
3.6 |
0.5% |
739.7 |
| Range |
15.6 |
14.6 |
-1.0 |
-6.4% |
35.1 |
| ATR |
14.6 |
14.6 |
0.0 |
0.0% |
0.0 |
| Volume |
20,133 |
47,865 |
27,732 |
137.7% |
7,236 |
|
| Daily Pivots for day following 12-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
767.0 |
758.9 |
729.6 |
|
| R3 |
752.4 |
744.3 |
725.6 |
|
| R2 |
737.8 |
737.8 |
724.3 |
|
| R1 |
729.7 |
729.7 |
722.9 |
733.8 |
| PP |
723.2 |
723.2 |
723.2 |
725.2 |
| S1 |
715.1 |
715.1 |
720.3 |
719.2 |
| S2 |
708.6 |
708.6 |
718.9 |
|
| S3 |
694.0 |
700.5 |
717.6 |
|
| S4 |
679.4 |
685.9 |
713.6 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
851.0 |
830.4 |
759.0 |
|
| R3 |
815.9 |
795.3 |
749.4 |
|
| R2 |
780.8 |
780.8 |
746.1 |
|
| R1 |
760.2 |
760.2 |
742.9 |
753.0 |
| PP |
745.7 |
745.7 |
745.7 |
742.0 |
| S1 |
725.1 |
725.1 |
736.5 |
717.9 |
| S2 |
710.6 |
710.6 |
733.3 |
|
| S3 |
675.5 |
690.0 |
730.0 |
|
| S4 |
640.4 |
654.9 |
720.4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
793.4 |
|
2.618 |
769.5 |
|
1.618 |
754.9 |
|
1.000 |
745.9 |
|
0.618 |
740.3 |
|
HIGH |
731.3 |
|
0.618 |
725.7 |
|
0.500 |
724.0 |
|
0.382 |
722.3 |
|
LOW |
716.7 |
|
0.618 |
707.7 |
|
1.000 |
702.1 |
|
1.618 |
693.1 |
|
2.618 |
678.5 |
|
4.250 |
654.7 |
|
|
| Fisher Pivots for day following 12-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
724.0 |
727.2 |
| PP |
723.2 |
725.3 |
| S1 |
722.4 |
723.5 |
|