CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 21-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2008 |
21-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
713.4 |
717.0 |
3.6 |
0.5% |
683.9 |
| High |
724.4 |
720.2 |
-4.2 |
-0.6% |
724.4 |
| Low |
712.1 |
714.5 |
2.4 |
0.3% |
683.4 |
| Close |
717.9 |
717.0 |
-0.9 |
-0.1% |
717.9 |
| Range |
12.3 |
5.7 |
-6.6 |
-53.7% |
41.0 |
| ATR |
14.3 |
13.6 |
-0.6 |
-4.3% |
0.0 |
| Volume |
1,144 |
20 |
-1,124 |
-98.3% |
6,027 |
|
| Daily Pivots for day following 21-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
734.3 |
731.4 |
720.1 |
|
| R3 |
728.6 |
725.7 |
718.6 |
|
| R2 |
722.9 |
722.9 |
718.0 |
|
| R1 |
720.0 |
720.0 |
717.5 |
719.9 |
| PP |
717.2 |
717.2 |
717.2 |
717.2 |
| S1 |
714.3 |
714.3 |
716.5 |
714.2 |
| S2 |
711.5 |
711.5 |
716.0 |
|
| S3 |
705.8 |
708.6 |
715.4 |
|
| S4 |
700.1 |
702.9 |
713.9 |
|
|
| 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 |
744.4 |
|
2.618 |
735.1 |
|
1.618 |
729.4 |
|
1.000 |
725.9 |
|
0.618 |
723.7 |
|
HIGH |
720.2 |
|
0.618 |
718.0 |
|
0.500 |
717.4 |
|
0.382 |
716.7 |
|
LOW |
714.5 |
|
0.618 |
711.0 |
|
1.000 |
708.8 |
|
1.618 |
705.3 |
|
2.618 |
699.6 |
|
4.250 |
690.3 |
|
|
| Fisher Pivots for day following 21-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
717.4 |
716.0 |
| PP |
717.2 |
714.9 |
| S1 |
717.1 |
713.9 |
|