CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 10-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2008 |
10-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
712.7 |
700.0 |
-12.7 |
-1.8% |
688.7 |
| High |
715.5 |
710.5 |
-5.0 |
-0.7% |
720.1 |
| Low |
694.8 |
695.4 |
0.6 |
0.1% |
680.8 |
| Close |
700.2 |
707.4 |
7.2 |
1.0% |
713.8 |
| Range |
20.7 |
15.1 |
-5.6 |
-27.1% |
39.3 |
| ATR |
0.0 |
13.9 |
13.9 |
|
0.0 |
| Volume |
16 |
83 |
67 |
418.8% |
804 |
|
| Daily Pivots for day following 10-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
749.7 |
743.7 |
715.7 |
|
| R3 |
734.6 |
728.6 |
711.6 |
|
| R2 |
719.5 |
719.5 |
710.2 |
|
| R1 |
713.5 |
713.5 |
708.8 |
716.5 |
| PP |
704.4 |
704.4 |
704.4 |
706.0 |
| S1 |
698.4 |
698.4 |
706.0 |
701.4 |
| S2 |
689.3 |
689.3 |
704.6 |
|
| S3 |
674.2 |
683.3 |
703.2 |
|
| S4 |
659.1 |
668.2 |
699.1 |
|
|
| 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 |
774.7 |
|
2.618 |
750.0 |
|
1.618 |
734.9 |
|
1.000 |
725.6 |
|
0.618 |
719.8 |
|
HIGH |
710.5 |
|
0.618 |
704.7 |
|
0.500 |
703.0 |
|
0.382 |
701.2 |
|
LOW |
695.4 |
|
0.618 |
686.1 |
|
1.000 |
680.3 |
|
1.618 |
671.0 |
|
2.618 |
655.9 |
|
4.250 |
631.2 |
|
|
| Fisher Pivots for day following 10-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
705.9 |
706.7 |
| PP |
704.4 |
705.9 |
| S1 |
703.0 |
705.2 |
|