CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 12-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2008 |
12-May-2008 |
Change |
Change % |
Previous Week |
| Open |
714.8 |
721.9 |
7.1 |
1.0% |
726.2 |
| High |
721.6 |
733.7 |
12.1 |
1.7% |
733.4 |
| Low |
711.3 |
719.0 |
7.7 |
1.1% |
711.3 |
| Close |
718.9 |
732.4 |
13.5 |
1.9% |
718.9 |
| Range |
10.3 |
14.7 |
4.4 |
42.7% |
22.1 |
| ATR |
13.1 |
13.3 |
0.1 |
0.9% |
0.0 |
| Volume |
225 |
212 |
-13 |
-5.8% |
1,148 |
|
| Daily Pivots for day following 12-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
772.5 |
767.1 |
740.5 |
|
| R3 |
757.8 |
752.4 |
736.4 |
|
| R2 |
743.1 |
743.1 |
735.1 |
|
| R1 |
737.7 |
737.7 |
733.7 |
740.4 |
| PP |
728.4 |
728.4 |
728.4 |
729.7 |
| S1 |
723.0 |
723.0 |
731.1 |
725.7 |
| S2 |
713.7 |
713.7 |
729.7 |
|
| S3 |
699.0 |
708.3 |
728.4 |
|
| S4 |
684.3 |
693.6 |
724.3 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
787.5 |
775.3 |
731.1 |
|
| R3 |
765.4 |
753.2 |
725.0 |
|
| R2 |
743.3 |
743.3 |
723.0 |
|
| R1 |
731.1 |
731.1 |
720.9 |
726.2 |
| PP |
721.2 |
721.2 |
721.2 |
718.7 |
| S1 |
709.0 |
709.0 |
716.9 |
704.1 |
| S2 |
699.1 |
699.1 |
714.8 |
|
| S3 |
677.0 |
686.9 |
712.8 |
|
| S4 |
654.9 |
664.8 |
706.7 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
796.2 |
|
2.618 |
772.2 |
|
1.618 |
757.5 |
|
1.000 |
748.4 |
|
0.618 |
742.8 |
|
HIGH |
733.7 |
|
0.618 |
728.1 |
|
0.500 |
726.4 |
|
0.382 |
724.6 |
|
LOW |
719.0 |
|
0.618 |
709.9 |
|
1.000 |
704.3 |
|
1.618 |
695.2 |
|
2.618 |
680.5 |
|
4.250 |
656.5 |
|
|
| Fisher Pivots for day following 12-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
730.4 |
729.1 |
| PP |
728.4 |
725.8 |
| S1 |
726.4 |
722.5 |
|