CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 18-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2008 |
18-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
709.0 |
713.4 |
4.4 |
0.6% |
683.9 |
| High |
714.2 |
724.4 |
10.2 |
1.4% |
724.4 |
| Low |
703.4 |
712.1 |
8.7 |
1.2% |
683.4 |
| Close |
710.0 |
717.9 |
7.9 |
1.1% |
717.9 |
| Range |
10.8 |
12.3 |
1.5 |
13.9% |
41.0 |
| ATR |
14.2 |
14.3 |
0.0 |
0.1% |
0.0 |
| Volume |
2,796 |
1,144 |
-1,652 |
-59.1% |
6,027 |
|
| Daily Pivots for day following 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
755.0 |
748.8 |
724.7 |
|
| R3 |
742.7 |
736.5 |
721.3 |
|
| R2 |
730.4 |
730.4 |
720.2 |
|
| R1 |
724.2 |
724.2 |
719.0 |
727.3 |
| PP |
718.1 |
718.1 |
718.1 |
719.7 |
| S1 |
711.9 |
711.9 |
716.8 |
715.0 |
| S2 |
705.8 |
705.8 |
715.6 |
|
| S3 |
693.5 |
699.6 |
714.5 |
|
| S4 |
681.2 |
687.3 |
711.1 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
831.6 |
815.7 |
740.5 |
|
| R3 |
790.6 |
774.7 |
729.2 |
|
| R2 |
749.6 |
749.6 |
725.4 |
|
| R1 |
733.7 |
733.7 |
721.7 |
741.7 |
| PP |
708.6 |
708.6 |
708.6 |
712.5 |
| S1 |
692.7 |
692.7 |
714.1 |
700.7 |
| S2 |
667.6 |
667.6 |
710.4 |
|
| S3 |
626.6 |
651.7 |
706.6 |
|
| S4 |
585.6 |
610.7 |
695.4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
776.7 |
|
2.618 |
756.6 |
|
1.618 |
744.3 |
|
1.000 |
736.7 |
|
0.618 |
732.0 |
|
HIGH |
724.4 |
|
0.618 |
719.7 |
|
0.500 |
718.3 |
|
0.382 |
716.8 |
|
LOW |
712.1 |
|
0.618 |
704.5 |
|
1.000 |
699.8 |
|
1.618 |
692.2 |
|
2.618 |
679.9 |
|
4.250 |
659.8 |
|
|
| Fisher Pivots for day following 18-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
718.3 |
715.1 |
| PP |
718.1 |
712.2 |
| S1 |
718.0 |
709.4 |
|