CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 17-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2008 |
17-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
695.4 |
709.0 |
13.6 |
2.0% |
720.5 |
| High |
714.4 |
714.2 |
-0.2 |
0.0% |
720.5 |
| Low |
694.4 |
703.4 |
9.0 |
1.3% |
686.0 |
| Close |
713.6 |
710.0 |
-3.6 |
-0.5% |
688.2 |
| Range |
20.0 |
10.8 |
-9.2 |
-46.0% |
34.5 |
| ATR |
14.5 |
14.2 |
-0.3 |
-1.8% |
0.0 |
| Volume |
95 |
2,796 |
2,701 |
2,843.2% |
207 |
|
| Daily Pivots for day following 17-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
741.6 |
736.6 |
715.9 |
|
| R3 |
730.8 |
725.8 |
713.0 |
|
| R2 |
720.0 |
720.0 |
712.0 |
|
| R1 |
715.0 |
715.0 |
711.0 |
717.5 |
| PP |
709.2 |
709.2 |
709.2 |
710.5 |
| S1 |
704.2 |
704.2 |
709.0 |
706.7 |
| S2 |
698.4 |
698.4 |
708.0 |
|
| S3 |
687.6 |
693.4 |
707.0 |
|
| S4 |
676.8 |
682.6 |
704.1 |
|
|
| Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
801.7 |
779.5 |
707.2 |
|
| R3 |
767.2 |
745.0 |
697.7 |
|
| R2 |
732.7 |
732.7 |
694.5 |
|
| R1 |
710.5 |
710.5 |
691.4 |
704.4 |
| PP |
698.2 |
698.2 |
698.2 |
695.2 |
| S1 |
676.0 |
676.0 |
685.0 |
669.9 |
| S2 |
663.7 |
663.7 |
681.9 |
|
| S3 |
629.2 |
641.5 |
678.7 |
|
| S4 |
594.7 |
607.0 |
669.2 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
760.1 |
|
2.618 |
742.5 |
|
1.618 |
731.7 |
|
1.000 |
725.0 |
|
0.618 |
720.9 |
|
HIGH |
714.2 |
|
0.618 |
710.1 |
|
0.500 |
708.8 |
|
0.382 |
707.5 |
|
LOW |
703.4 |
|
0.618 |
696.7 |
|
1.000 |
692.6 |
|
1.618 |
685.9 |
|
2.618 |
675.1 |
|
4.250 |
657.5 |
|
|
| Fisher Pivots for day following 17-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
709.6 |
706.4 |
| PP |
709.2 |
702.9 |
| S1 |
708.8 |
699.3 |
|