CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 09-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2008 |
09-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
709.5 |
712.7 |
3.2 |
0.5% |
688.7 |
| High |
714.2 |
715.5 |
1.3 |
0.2% |
720.1 |
| Low |
706.4 |
694.8 |
-11.6 |
-1.6% |
680.8 |
| Close |
713.6 |
700.2 |
-13.4 |
-1.9% |
713.8 |
| Range |
7.8 |
20.7 |
12.9 |
165.4% |
39.3 |
| ATR |
|
|
|
|
|
| Volume |
7 |
16 |
9 |
128.6% |
804 |
|
| Daily Pivots for day following 09-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
765.6 |
753.6 |
711.6 |
|
| R3 |
744.9 |
732.9 |
705.9 |
|
| R2 |
724.2 |
724.2 |
704.0 |
|
| R1 |
712.2 |
712.2 |
702.1 |
707.9 |
| PP |
703.5 |
703.5 |
703.5 |
701.3 |
| S1 |
691.5 |
691.5 |
698.3 |
687.2 |
| S2 |
682.8 |
682.8 |
696.4 |
|
| S3 |
662.1 |
670.8 |
694.5 |
|
| S4 |
641.4 |
650.1 |
688.8 |
|
|
| Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
822.8 |
807.6 |
735.4 |
|
| R3 |
783.5 |
768.3 |
724.6 |
|
| R2 |
744.2 |
744.2 |
721.0 |
|
| R1 |
729.0 |
729.0 |
717.4 |
736.6 |
| PP |
704.9 |
704.9 |
704.9 |
708.7 |
| S1 |
689.7 |
689.7 |
710.2 |
697.3 |
| S2 |
665.6 |
665.6 |
706.6 |
|
| S3 |
626.3 |
650.4 |
703.0 |
|
| S4 |
587.0 |
611.1 |
692.2 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
803.5 |
|
2.618 |
769.7 |
|
1.618 |
749.0 |
|
1.000 |
736.2 |
|
0.618 |
728.3 |
|
HIGH |
715.5 |
|
0.618 |
707.6 |
|
0.500 |
705.2 |
|
0.382 |
702.7 |
|
LOW |
694.8 |
|
0.618 |
682.0 |
|
1.000 |
674.1 |
|
1.618 |
661.3 |
|
2.618 |
640.6 |
|
4.250 |
606.8 |
|
|
| Fisher Pivots for day following 09-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
705.2 |
707.7 |
| PP |
703.5 |
705.2 |
| S1 |
701.9 |
702.7 |
|