CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 28-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2008 |
28-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
711.5 |
720.2 |
8.7 |
1.2% |
717.0 |
| High |
724.7 |
729.0 |
4.3 |
0.6% |
724.7 |
| Low |
710.0 |
718.3 |
8.3 |
1.2% |
696.9 |
| Close |
720.4 |
725.9 |
5.5 |
0.8% |
720.4 |
| Range |
14.7 |
10.7 |
-4.0 |
-27.2% |
27.8 |
| ATR |
14.5 |
14.3 |
-0.3 |
-1.9% |
0.0 |
| Volume |
259 |
138 |
-121 |
-46.7% |
678 |
|
| Daily Pivots for day following 28-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
756.5 |
751.9 |
731.8 |
|
| R3 |
745.8 |
741.2 |
728.8 |
|
| R2 |
735.1 |
735.1 |
727.9 |
|
| R1 |
730.5 |
730.5 |
726.9 |
732.8 |
| PP |
724.4 |
724.4 |
724.4 |
725.6 |
| S1 |
719.8 |
719.8 |
724.9 |
722.1 |
| S2 |
713.7 |
713.7 |
723.9 |
|
| S3 |
703.0 |
709.1 |
723.0 |
|
| S4 |
692.3 |
698.4 |
720.0 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
797.4 |
786.7 |
735.7 |
|
| R3 |
769.6 |
758.9 |
728.0 |
|
| R2 |
741.8 |
741.8 |
725.5 |
|
| R1 |
731.1 |
731.1 |
722.9 |
736.5 |
| PP |
714.0 |
714.0 |
714.0 |
716.7 |
| S1 |
703.3 |
703.3 |
717.9 |
708.7 |
| S2 |
686.2 |
686.2 |
715.3 |
|
| S3 |
658.4 |
675.5 |
712.8 |
|
| S4 |
630.6 |
647.7 |
705.1 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
774.5 |
|
2.618 |
757.0 |
|
1.618 |
746.3 |
|
1.000 |
739.7 |
|
0.618 |
735.6 |
|
HIGH |
729.0 |
|
0.618 |
724.9 |
|
0.500 |
723.7 |
|
0.382 |
722.4 |
|
LOW |
718.3 |
|
0.618 |
711.7 |
|
1.000 |
707.6 |
|
1.618 |
701.0 |
|
2.618 |
690.3 |
|
4.250 |
672.8 |
|
|
| Fisher Pivots for day following 28-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
725.2 |
721.8 |
| PP |
724.4 |
717.7 |
| S1 |
723.7 |
713.6 |
|