CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 16-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2008 |
16-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
690.0 |
695.4 |
5.4 |
0.8% |
720.5 |
| High |
691.7 |
714.4 |
22.7 |
3.3% |
720.5 |
| Low |
684.2 |
694.4 |
10.2 |
1.5% |
686.0 |
| Close |
691.5 |
713.6 |
22.1 |
3.2% |
688.2 |
| Range |
7.5 |
20.0 |
12.5 |
166.7% |
34.5 |
| ATR |
13.9 |
14.5 |
0.6 |
4.7% |
0.0 |
| Volume |
128 |
95 |
-33 |
-25.8% |
207 |
|
| Daily Pivots for day following 16-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
767.5 |
760.5 |
724.6 |
|
| R3 |
747.5 |
740.5 |
719.1 |
|
| R2 |
727.5 |
727.5 |
717.3 |
|
| R1 |
720.5 |
720.5 |
715.4 |
724.0 |
| PP |
707.5 |
707.5 |
707.5 |
709.2 |
| S1 |
700.5 |
700.5 |
711.8 |
704.0 |
| S2 |
687.5 |
687.5 |
709.9 |
|
| S3 |
667.5 |
680.5 |
708.1 |
|
| S4 |
647.5 |
660.5 |
702.6 |
|
|
| 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 |
799.4 |
|
2.618 |
766.8 |
|
1.618 |
746.8 |
|
1.000 |
734.4 |
|
0.618 |
726.8 |
|
HIGH |
714.4 |
|
0.618 |
706.8 |
|
0.500 |
704.4 |
|
0.382 |
702.0 |
|
LOW |
694.4 |
|
0.618 |
682.0 |
|
1.000 |
674.4 |
|
1.618 |
662.0 |
|
2.618 |
642.0 |
|
4.250 |
609.4 |
|
|
| Fisher Pivots for day following 16-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
710.5 |
708.7 |
| PP |
707.5 |
703.8 |
| S1 |
704.4 |
698.9 |
|