CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 24-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2008 |
24-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
703.2 |
703.6 |
0.4 |
0.1% |
683.9 |
| High |
711.4 |
721.4 |
10.0 |
1.4% |
724.4 |
| Low |
701.0 |
698.2 |
-2.8 |
-0.4% |
683.4 |
| Close |
705.9 |
713.5 |
7.6 |
1.1% |
717.9 |
| Range |
10.4 |
23.2 |
12.8 |
123.1% |
41.0 |
| ATR |
13.8 |
14.5 |
0.7 |
4.8% |
0.0 |
| Volume |
96 |
285 |
189 |
196.9% |
6,027 |
|
| Daily Pivots for day following 24-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
780.6 |
770.3 |
726.3 |
|
| R3 |
757.4 |
747.1 |
719.9 |
|
| R2 |
734.2 |
734.2 |
717.8 |
|
| R1 |
723.9 |
723.9 |
715.6 |
729.1 |
| PP |
711.0 |
711.0 |
711.0 |
713.6 |
| S1 |
700.7 |
700.7 |
711.4 |
705.9 |
| S2 |
687.8 |
687.8 |
709.2 |
|
| S3 |
664.6 |
677.5 |
707.1 |
|
| S4 |
641.4 |
654.3 |
700.7 |
|
|
| 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 |
820.0 |
|
2.618 |
782.1 |
|
1.618 |
758.9 |
|
1.000 |
744.6 |
|
0.618 |
735.7 |
|
HIGH |
721.4 |
|
0.618 |
712.5 |
|
0.500 |
709.8 |
|
0.382 |
707.1 |
|
LOW |
698.2 |
|
0.618 |
683.9 |
|
1.000 |
675.0 |
|
1.618 |
660.7 |
|
2.618 |
637.5 |
|
4.250 |
599.6 |
|
|
| Fisher Pivots for day following 24-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
712.3 |
712.1 |
| PP |
711.0 |
710.6 |
| S1 |
709.8 |
709.2 |
|