CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 08-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2008 |
08-May-2008 |
Change |
Change % |
Previous Week |
| Open |
732.0 |
717.4 |
-14.6 |
-2.0% |
720.2 |
| High |
733.4 |
720.5 |
-12.9 |
-1.8% |
737.5 |
| Low |
713.7 |
713.2 |
-0.5 |
-0.1% |
714.2 |
| Close |
717.9 |
716.0 |
-1.9 |
-0.3% |
727.8 |
| Range |
19.7 |
7.3 |
-12.4 |
-62.9% |
23.3 |
| ATR |
13.8 |
13.4 |
-0.5 |
-3.4% |
0.0 |
| Volume |
373 |
271 |
-102 |
-27.3% |
457 |
|
| Daily Pivots for day following 08-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
738.5 |
734.5 |
720.0 |
|
| R3 |
731.2 |
727.2 |
718.0 |
|
| R2 |
723.9 |
723.9 |
717.3 |
|
| R1 |
719.9 |
719.9 |
716.7 |
718.3 |
| PP |
716.6 |
716.6 |
716.6 |
715.7 |
| S1 |
712.6 |
712.6 |
715.3 |
711.0 |
| S2 |
709.3 |
709.3 |
714.7 |
|
| S3 |
702.0 |
705.3 |
714.0 |
|
| S4 |
694.7 |
698.0 |
712.0 |
|
|
| 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 |
751.5 |
|
2.618 |
739.6 |
|
1.618 |
732.3 |
|
1.000 |
727.8 |
|
0.618 |
725.0 |
|
HIGH |
720.5 |
|
0.618 |
717.7 |
|
0.500 |
716.9 |
|
0.382 |
716.0 |
|
LOW |
713.2 |
|
0.618 |
708.7 |
|
1.000 |
705.9 |
|
1.618 |
701.4 |
|
2.618 |
694.1 |
|
4.250 |
682.2 |
|
|
| Fisher Pivots for day following 08-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
716.9 |
723.3 |
| PP |
716.6 |
720.9 |
| S1 |
716.3 |
718.4 |
|