CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 15-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2008 |
15-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
683.9 |
690.0 |
6.1 |
0.9% |
720.5 |
| High |
693.3 |
691.7 |
-1.6 |
-0.2% |
720.5 |
| Low |
683.4 |
684.2 |
0.8 |
0.1% |
686.0 |
| Close |
686.4 |
691.5 |
5.1 |
0.7% |
688.2 |
| Range |
9.9 |
7.5 |
-2.4 |
-24.2% |
34.5 |
| ATR |
14.4 |
13.9 |
-0.5 |
-3.4% |
0.0 |
| Volume |
1,864 |
128 |
-1,736 |
-93.1% |
207 |
|
| Daily Pivots for day following 15-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
711.6 |
709.1 |
695.6 |
|
| R3 |
704.1 |
701.6 |
693.6 |
|
| R2 |
696.6 |
696.6 |
692.9 |
|
| R1 |
694.1 |
694.1 |
692.2 |
695.4 |
| PP |
689.1 |
689.1 |
689.1 |
689.8 |
| S1 |
686.6 |
686.6 |
690.8 |
687.9 |
| S2 |
681.6 |
681.6 |
690.1 |
|
| S3 |
674.1 |
679.1 |
689.4 |
|
| S4 |
666.6 |
671.6 |
687.4 |
|
|
| 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 |
723.6 |
|
2.618 |
711.3 |
|
1.618 |
703.8 |
|
1.000 |
699.2 |
|
0.618 |
696.3 |
|
HIGH |
691.7 |
|
0.618 |
688.8 |
|
0.500 |
688.0 |
|
0.382 |
687.1 |
|
LOW |
684.2 |
|
0.618 |
679.6 |
|
1.000 |
676.7 |
|
1.618 |
672.1 |
|
2.618 |
664.6 |
|
4.250 |
652.3 |
|
|
| Fisher Pivots for day following 15-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
690.3 |
697.3 |
| PP |
689.1 |
695.4 |
| S1 |
688.0 |
693.4 |
|