CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 05-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2008 |
05-May-2008 |
Change |
Change % |
Previous Week |
| Open |
736.9 |
726.2 |
-10.7 |
-1.5% |
720.2 |
| High |
737.5 |
728.6 |
-8.9 |
-1.2% |
737.5 |
| Low |
724.4 |
720.3 |
-4.1 |
-0.6% |
714.2 |
| Close |
727.8 |
724.1 |
-3.7 |
-0.5% |
727.8 |
| Range |
13.1 |
8.3 |
-4.8 |
-36.6% |
23.3 |
| ATR |
13.8 |
13.4 |
-0.4 |
-2.8% |
0.0 |
| Volume |
109 |
122 |
13 |
11.9% |
457 |
|
| Daily Pivots for day following 05-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
749.2 |
745.0 |
728.7 |
|
| R3 |
740.9 |
736.7 |
726.4 |
|
| R2 |
732.6 |
732.6 |
725.6 |
|
| R1 |
728.4 |
728.4 |
724.9 |
726.4 |
| PP |
724.3 |
724.3 |
724.3 |
723.3 |
| S1 |
720.1 |
720.1 |
723.3 |
718.1 |
| S2 |
716.0 |
716.0 |
722.6 |
|
| S3 |
707.7 |
711.8 |
721.8 |
|
| S4 |
699.4 |
703.5 |
719.5 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
796.4 |
785.4 |
740.6 |
|
| R3 |
773.1 |
762.1 |
734.2 |
|
| R2 |
749.8 |
749.8 |
732.1 |
|
| R1 |
738.8 |
738.8 |
729.9 |
744.3 |
| PP |
726.5 |
726.5 |
726.5 |
729.3 |
| S1 |
715.5 |
715.5 |
725.7 |
721.0 |
| S2 |
703.2 |
703.2 |
723.5 |
|
| S3 |
679.9 |
692.2 |
721.4 |
|
| S4 |
656.6 |
668.9 |
715.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
763.9 |
|
2.618 |
750.3 |
|
1.618 |
742.0 |
|
1.000 |
736.9 |
|
0.618 |
733.7 |
|
HIGH |
728.6 |
|
0.618 |
725.4 |
|
0.500 |
724.5 |
|
0.382 |
723.5 |
|
LOW |
720.3 |
|
0.618 |
715.2 |
|
1.000 |
712.0 |
|
1.618 |
706.9 |
|
2.618 |
698.6 |
|
4.250 |
685.0 |
|
|
| Fisher Pivots for day following 05-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
724.5 |
725.9 |
| PP |
724.3 |
725.3 |
| S1 |
724.2 |
724.7 |
|