CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 23-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2008 |
23-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
714.5 |
703.2 |
-11.3 |
-1.6% |
683.9 |
| High |
717.1 |
711.4 |
-5.7 |
-0.8% |
724.4 |
| Low |
696.9 |
701.0 |
4.1 |
0.6% |
683.4 |
| Close |
706.6 |
705.9 |
-0.7 |
-0.1% |
717.9 |
| Range |
20.2 |
10.4 |
-9.8 |
-48.5% |
41.0 |
| ATR |
14.1 |
13.8 |
-0.3 |
-1.9% |
0.0 |
| Volume |
18 |
96 |
78 |
433.3% |
6,027 |
|
| Daily Pivots for day following 23-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
737.3 |
732.0 |
711.6 |
|
| R3 |
726.9 |
721.6 |
708.8 |
|
| R2 |
716.5 |
716.5 |
707.8 |
|
| R1 |
711.2 |
711.2 |
706.9 |
713.9 |
| PP |
706.1 |
706.1 |
706.1 |
707.4 |
| S1 |
700.8 |
700.8 |
704.9 |
703.5 |
| S2 |
695.7 |
695.7 |
704.0 |
|
| S3 |
685.3 |
690.4 |
703.0 |
|
| S4 |
674.9 |
680.0 |
700.2 |
|
|
| 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 |
755.6 |
|
2.618 |
738.6 |
|
1.618 |
728.2 |
|
1.000 |
721.8 |
|
0.618 |
717.8 |
|
HIGH |
711.4 |
|
0.618 |
707.4 |
|
0.500 |
706.2 |
|
0.382 |
705.0 |
|
LOW |
701.0 |
|
0.618 |
694.6 |
|
1.000 |
690.6 |
|
1.618 |
684.2 |
|
2.618 |
673.8 |
|
4.250 |
656.8 |
|
|
| Fisher Pivots for day following 23-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
706.2 |
708.6 |
| PP |
706.1 |
707.7 |
| S1 |
706.0 |
706.8 |
|