CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 07-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2008 |
07-May-2008 |
Change |
Change % |
Previous Week |
| Open |
724.6 |
732.0 |
7.4 |
1.0% |
720.2 |
| High |
732.1 |
733.4 |
1.3 |
0.2% |
737.5 |
| Low |
718.6 |
713.7 |
-4.9 |
-0.7% |
714.2 |
| Close |
730.2 |
717.9 |
-12.3 |
-1.7% |
727.8 |
| Range |
13.5 |
19.7 |
6.2 |
45.9% |
23.3 |
| ATR |
13.4 |
13.8 |
0.5 |
3.4% |
0.0 |
| Volume |
157 |
373 |
216 |
137.6% |
457 |
|
| Daily Pivots for day following 07-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
780.8 |
769.0 |
728.7 |
|
| R3 |
761.1 |
749.3 |
723.3 |
|
| R2 |
741.4 |
741.4 |
721.5 |
|
| R1 |
729.6 |
729.6 |
719.7 |
725.7 |
| PP |
721.7 |
721.7 |
721.7 |
719.7 |
| S1 |
709.9 |
709.9 |
716.1 |
706.0 |
| S2 |
702.0 |
702.0 |
714.3 |
|
| S3 |
682.3 |
690.2 |
712.5 |
|
| S4 |
662.6 |
670.5 |
707.1 |
|
|
| 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 |
817.1 |
|
2.618 |
785.0 |
|
1.618 |
765.3 |
|
1.000 |
753.1 |
|
0.618 |
745.6 |
|
HIGH |
733.4 |
|
0.618 |
725.9 |
|
0.500 |
723.6 |
|
0.382 |
721.2 |
|
LOW |
713.7 |
|
0.618 |
701.5 |
|
1.000 |
694.0 |
|
1.618 |
681.8 |
|
2.618 |
662.1 |
|
4.250 |
630.0 |
|
|
| Fisher Pivots for day following 07-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
723.6 |
723.6 |
| PP |
721.7 |
721.7 |
| S1 |
719.8 |
719.8 |
|