CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 30-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2008 |
30-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
724.4 |
719.0 |
-5.4 |
-0.7% |
717.0 |
| High |
724.4 |
725.4 |
1.0 |
0.1% |
724.7 |
| Low |
716.0 |
715.3 |
-0.7 |
-0.1% |
696.9 |
| Close |
719.6 |
717.7 |
-1.9 |
-0.3% |
720.4 |
| Range |
8.4 |
10.1 |
1.7 |
20.2% |
27.8 |
| ATR |
13.9 |
13.7 |
-0.3 |
-2.0% |
0.0 |
| Volume |
77 |
39 |
-38 |
-49.4% |
678 |
|
| Daily Pivots for day following 30-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
749.8 |
743.8 |
723.3 |
|
| R3 |
739.7 |
733.7 |
720.5 |
|
| R2 |
729.6 |
729.6 |
719.6 |
|
| R1 |
723.6 |
723.6 |
718.6 |
721.6 |
| PP |
719.5 |
719.5 |
719.5 |
718.4 |
| S1 |
713.5 |
713.5 |
716.8 |
711.5 |
| S2 |
709.4 |
709.4 |
715.8 |
|
| S3 |
699.3 |
703.4 |
714.9 |
|
| S4 |
689.2 |
693.3 |
712.1 |
|
|
| 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 |
768.3 |
|
2.618 |
751.8 |
|
1.618 |
741.7 |
|
1.000 |
735.5 |
|
0.618 |
731.6 |
|
HIGH |
725.4 |
|
0.618 |
721.5 |
|
0.500 |
720.4 |
|
0.382 |
719.2 |
|
LOW |
715.3 |
|
0.618 |
709.1 |
|
1.000 |
705.2 |
|
1.618 |
699.0 |
|
2.618 |
688.9 |
|
4.250 |
672.4 |
|
|
| Fisher Pivots for day following 30-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
720.4 |
722.2 |
| PP |
719.5 |
720.7 |
| S1 |
718.6 |
719.2 |
|