CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 07-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2008 |
07-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
718.3 |
720.5 |
2.2 |
0.3% |
688.7 |
| High |
720.1 |
720.5 |
0.4 |
0.1% |
720.1 |
| Low |
708.2 |
710.2 |
2.0 |
0.3% |
680.8 |
| Close |
713.8 |
711.3 |
-2.5 |
-0.4% |
713.8 |
| Range |
11.9 |
10.3 |
-1.6 |
-13.4% |
39.3 |
| ATR |
|
|
|
|
|
| Volume |
539 |
50 |
-489 |
-90.7% |
804 |
|
| Daily Pivots for day following 07-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
744.9 |
738.4 |
717.0 |
|
| R3 |
734.6 |
728.1 |
714.1 |
|
| R2 |
724.3 |
724.3 |
713.2 |
|
| R1 |
717.8 |
717.8 |
712.2 |
715.9 |
| PP |
714.0 |
714.0 |
714.0 |
713.1 |
| S1 |
707.5 |
707.5 |
710.4 |
705.6 |
| S2 |
703.7 |
703.7 |
709.4 |
|
| S3 |
693.4 |
697.2 |
708.5 |
|
| S4 |
683.1 |
686.9 |
705.6 |
|
|
| Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
822.8 |
807.6 |
735.4 |
|
| R3 |
783.5 |
768.3 |
724.6 |
|
| R2 |
744.2 |
744.2 |
721.0 |
|
| R1 |
729.0 |
729.0 |
717.4 |
736.6 |
| PP |
704.9 |
704.9 |
704.9 |
708.7 |
| S1 |
689.7 |
689.7 |
710.2 |
697.3 |
| S2 |
665.6 |
665.6 |
706.6 |
|
| S3 |
626.3 |
650.4 |
703.0 |
|
| S4 |
587.0 |
611.1 |
692.2 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
764.3 |
|
2.618 |
747.5 |
|
1.618 |
737.2 |
|
1.000 |
730.8 |
|
0.618 |
726.9 |
|
HIGH |
720.5 |
|
0.618 |
716.6 |
|
0.500 |
715.4 |
|
0.382 |
714.1 |
|
LOW |
710.2 |
|
0.618 |
703.8 |
|
1.000 |
699.9 |
|
1.618 |
693.5 |
|
2.618 |
683.2 |
|
4.250 |
666.4 |
|
|
| Fisher Pivots for day following 07-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
715.4 |
713.2 |
| PP |
714.0 |
712.6 |
| S1 |
712.7 |
711.9 |
|