CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 13-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2008 |
13-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
719.4 |
721.2 |
1.8 |
0.3% |
739.4 |
| High |
731.3 |
734.7 |
3.4 |
0.5% |
744.1 |
| Low |
716.7 |
718.5 |
1.8 |
0.3% |
716.7 |
| Close |
721.6 |
733.9 |
12.3 |
1.7% |
733.9 |
| Range |
14.6 |
16.2 |
1.6 |
11.0% |
27.4 |
| ATR |
14.6 |
14.7 |
0.1 |
0.8% |
0.0 |
| Volume |
47,865 |
280,340 |
232,475 |
485.7% |
355,440 |
|
| Daily Pivots for day following 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
777.6 |
772.0 |
742.8 |
|
| R3 |
761.4 |
755.8 |
738.4 |
|
| R2 |
745.2 |
745.2 |
736.9 |
|
| R1 |
739.6 |
739.6 |
735.4 |
742.4 |
| PP |
729.0 |
729.0 |
729.0 |
730.5 |
| S1 |
723.4 |
723.4 |
732.4 |
726.2 |
| S2 |
712.8 |
712.8 |
730.9 |
|
| S3 |
696.6 |
707.2 |
729.4 |
|
| S4 |
680.4 |
691.0 |
725.0 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
813.8 |
801.2 |
749.0 |
|
| R3 |
786.4 |
773.8 |
741.4 |
|
| R2 |
759.0 |
759.0 |
738.9 |
|
| R1 |
746.4 |
746.4 |
736.4 |
739.0 |
| PP |
731.6 |
731.6 |
731.6 |
727.9 |
| S1 |
719.0 |
719.0 |
731.4 |
711.6 |
| S2 |
704.2 |
704.2 |
728.9 |
|
| S3 |
676.8 |
691.6 |
726.4 |
|
| S4 |
649.4 |
664.2 |
718.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
803.6 |
|
2.618 |
777.1 |
|
1.618 |
760.9 |
|
1.000 |
750.9 |
|
0.618 |
744.7 |
|
HIGH |
734.7 |
|
0.618 |
728.5 |
|
0.500 |
726.6 |
|
0.382 |
724.7 |
|
LOW |
718.5 |
|
0.618 |
708.5 |
|
1.000 |
702.3 |
|
1.618 |
692.3 |
|
2.618 |
676.1 |
|
4.250 |
649.7 |
|
|
| Fisher Pivots for day following 13-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
731.5 |
731.2 |
| PP |
729.0 |
728.4 |
| S1 |
726.6 |
725.7 |
|