CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 11-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2008 |
11-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
700.0 |
711.2 |
11.2 |
1.6% |
720.5 |
| High |
710.5 |
711.2 |
0.7 |
0.1% |
720.5 |
| Low |
695.4 |
686.0 |
-9.4 |
-1.4% |
686.0 |
| Close |
707.4 |
688.2 |
-19.2 |
-2.7% |
688.2 |
| Range |
15.1 |
25.2 |
10.1 |
66.9% |
34.5 |
| ATR |
13.9 |
14.7 |
0.8 |
5.8% |
0.0 |
| Volume |
83 |
51 |
-32 |
-38.6% |
207 |
|
| Daily Pivots for day following 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
770.7 |
754.7 |
702.1 |
|
| R3 |
745.5 |
729.5 |
695.1 |
|
| R2 |
720.3 |
720.3 |
692.8 |
|
| R1 |
704.3 |
704.3 |
690.5 |
699.7 |
| PP |
695.1 |
695.1 |
695.1 |
692.9 |
| S1 |
679.1 |
679.1 |
685.9 |
674.5 |
| S2 |
669.9 |
669.9 |
683.6 |
|
| S3 |
644.7 |
653.9 |
681.3 |
|
| S4 |
619.5 |
628.7 |
674.3 |
|
|
| Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
801.7 |
779.5 |
707.2 |
|
| R3 |
767.2 |
745.0 |
697.7 |
|
| R2 |
732.7 |
732.7 |
694.5 |
|
| R1 |
710.5 |
710.5 |
691.4 |
704.4 |
| PP |
698.2 |
698.2 |
698.2 |
695.2 |
| S1 |
676.0 |
676.0 |
685.0 |
669.9 |
| S2 |
663.7 |
663.7 |
681.9 |
|
| S3 |
629.2 |
641.5 |
678.7 |
|
| S4 |
594.7 |
607.0 |
669.2 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
818.3 |
|
2.618 |
777.2 |
|
1.618 |
752.0 |
|
1.000 |
736.4 |
|
0.618 |
726.8 |
|
HIGH |
711.2 |
|
0.618 |
701.6 |
|
0.500 |
698.6 |
|
0.382 |
695.6 |
|
LOW |
686.0 |
|
0.618 |
670.4 |
|
1.000 |
660.8 |
|
1.618 |
645.2 |
|
2.618 |
620.0 |
|
4.250 |
578.9 |
|
|
| Fisher Pivots for day following 11-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
698.6 |
700.8 |
| PP |
695.1 |
696.6 |
| S1 |
691.7 |
692.4 |
|