CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 29-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2008 |
29-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
720.2 |
724.4 |
4.2 |
0.6% |
717.0 |
| High |
729.0 |
724.4 |
-4.6 |
-0.6% |
724.7 |
| Low |
718.3 |
716.0 |
-2.3 |
-0.3% |
696.9 |
| Close |
725.9 |
719.6 |
-6.3 |
-0.9% |
720.4 |
| Range |
10.7 |
8.4 |
-2.3 |
-21.5% |
27.8 |
| ATR |
14.3 |
13.9 |
-0.3 |
-2.2% |
0.0 |
| Volume |
138 |
77 |
-61 |
-44.2% |
678 |
|
| Daily Pivots for day following 29-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
745.2 |
740.8 |
724.2 |
|
| R3 |
736.8 |
732.4 |
721.9 |
|
| R2 |
728.4 |
728.4 |
721.1 |
|
| R1 |
724.0 |
724.0 |
720.4 |
722.0 |
| PP |
720.0 |
720.0 |
720.0 |
719.0 |
| S1 |
715.6 |
715.6 |
718.8 |
713.6 |
| S2 |
711.6 |
711.6 |
718.1 |
|
| S3 |
703.2 |
707.2 |
717.3 |
|
| S4 |
694.8 |
698.8 |
715.0 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
797.4 |
786.7 |
735.7 |
|
| R3 |
769.6 |
758.9 |
728.0 |
|
| R2 |
741.8 |
741.8 |
725.5 |
|
| R1 |
731.1 |
731.1 |
722.9 |
736.5 |
| PP |
714.0 |
714.0 |
714.0 |
716.7 |
| S1 |
703.3 |
703.3 |
717.9 |
708.7 |
| S2 |
686.2 |
686.2 |
715.3 |
|
| S3 |
658.4 |
675.5 |
712.8 |
|
| S4 |
630.6 |
647.7 |
705.1 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
760.1 |
|
2.618 |
746.4 |
|
1.618 |
738.0 |
|
1.000 |
732.8 |
|
0.618 |
729.6 |
|
HIGH |
724.4 |
|
0.618 |
721.2 |
|
0.500 |
720.2 |
|
0.382 |
719.2 |
|
LOW |
716.0 |
|
0.618 |
710.8 |
|
1.000 |
707.6 |
|
1.618 |
702.4 |
|
2.618 |
694.0 |
|
4.250 |
680.3 |
|
|
| Fisher Pivots for day following 29-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
720.2 |
719.6 |
| PP |
720.0 |
719.5 |
| S1 |
719.8 |
719.5 |
|