CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 06-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2008 |
06-May-2008 |
Change |
Change % |
Previous Week |
| Open |
726.2 |
724.6 |
-1.6 |
-0.2% |
720.2 |
| High |
728.6 |
732.1 |
3.5 |
0.5% |
737.5 |
| Low |
720.3 |
718.6 |
-1.7 |
-0.2% |
714.2 |
| Close |
724.1 |
730.2 |
6.1 |
0.8% |
727.8 |
| Range |
8.3 |
13.5 |
5.2 |
62.7% |
23.3 |
| ATR |
13.4 |
13.4 |
0.0 |
0.1% |
0.0 |
| Volume |
122 |
157 |
35 |
28.7% |
457 |
|
| Daily Pivots for day following 06-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
767.5 |
762.3 |
737.6 |
|
| R3 |
754.0 |
748.8 |
733.9 |
|
| R2 |
740.5 |
740.5 |
732.7 |
|
| R1 |
735.3 |
735.3 |
731.4 |
737.9 |
| PP |
727.0 |
727.0 |
727.0 |
728.3 |
| S1 |
721.8 |
721.8 |
729.0 |
724.4 |
| S2 |
713.5 |
713.5 |
727.7 |
|
| S3 |
700.0 |
708.3 |
726.5 |
|
| S4 |
686.5 |
694.8 |
722.8 |
|
|
| 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 |
789.5 |
|
2.618 |
767.4 |
|
1.618 |
753.9 |
|
1.000 |
745.6 |
|
0.618 |
740.4 |
|
HIGH |
732.1 |
|
0.618 |
726.9 |
|
0.500 |
725.4 |
|
0.382 |
723.8 |
|
LOW |
718.6 |
|
0.618 |
710.3 |
|
1.000 |
705.1 |
|
1.618 |
696.8 |
|
2.618 |
683.3 |
|
4.250 |
661.2 |
|
|
| Fisher Pivots for day following 06-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
728.6 |
729.5 |
| PP |
727.0 |
728.8 |
| S1 |
725.4 |
728.1 |
|