CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 01-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2008 |
01-May-2008 |
Change |
Change % |
Previous Week |
| Open |
719.0 |
718.8 |
-0.2 |
0.0% |
717.0 |
| High |
725.4 |
729.9 |
4.5 |
0.6% |
724.7 |
| Low |
715.3 |
714.2 |
-1.1 |
-0.2% |
696.9 |
| Close |
717.7 |
729.6 |
11.9 |
1.7% |
720.4 |
| Range |
10.1 |
15.7 |
5.6 |
55.4% |
27.8 |
| ATR |
13.7 |
13.8 |
0.1 |
1.1% |
0.0 |
| Volume |
39 |
94 |
55 |
141.0% |
678 |
|
| Daily Pivots for day following 01-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
771.7 |
766.3 |
738.2 |
|
| R3 |
756.0 |
750.6 |
733.9 |
|
| R2 |
740.3 |
740.3 |
732.5 |
|
| R1 |
734.9 |
734.9 |
731.0 |
737.6 |
| PP |
724.6 |
724.6 |
724.6 |
725.9 |
| S1 |
719.2 |
719.2 |
728.2 |
721.9 |
| S2 |
708.9 |
708.9 |
726.7 |
|
| S3 |
693.2 |
703.5 |
725.3 |
|
| S4 |
677.5 |
687.8 |
721.0 |
|
|
| 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 |
796.6 |
|
2.618 |
771.0 |
|
1.618 |
755.3 |
|
1.000 |
745.6 |
|
0.618 |
739.6 |
|
HIGH |
729.9 |
|
0.618 |
723.9 |
|
0.500 |
722.1 |
|
0.382 |
720.2 |
|
LOW |
714.2 |
|
0.618 |
704.5 |
|
1.000 |
698.5 |
|
1.618 |
688.8 |
|
2.618 |
673.1 |
|
4.250 |
647.5 |
|
|
| Fisher Pivots for day following 01-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
727.1 |
727.1 |
| PP |
724.6 |
724.6 |
| S1 |
722.1 |
722.1 |
|