CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 02-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2008 |
02-May-2008 |
Change |
Change % |
Previous Week |
| Open |
718.8 |
736.9 |
18.1 |
2.5% |
720.2 |
| High |
729.9 |
737.5 |
7.6 |
1.0% |
737.5 |
| Low |
714.2 |
724.4 |
10.2 |
1.4% |
714.2 |
| Close |
729.6 |
727.8 |
-1.8 |
-0.2% |
727.8 |
| Range |
15.7 |
13.1 |
-2.6 |
-16.6% |
23.3 |
| ATR |
13.8 |
13.8 |
-0.1 |
-0.4% |
0.0 |
| Volume |
94 |
109 |
15 |
16.0% |
457 |
|
| Daily Pivots for day following 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
769.2 |
761.6 |
735.0 |
|
| R3 |
756.1 |
748.5 |
731.4 |
|
| R2 |
743.0 |
743.0 |
730.2 |
|
| R1 |
735.4 |
735.4 |
729.0 |
732.7 |
| PP |
729.9 |
729.9 |
729.9 |
728.5 |
| S1 |
722.3 |
722.3 |
726.6 |
719.6 |
| S2 |
716.8 |
716.8 |
725.4 |
|
| S3 |
703.7 |
709.2 |
724.2 |
|
| S4 |
690.6 |
696.1 |
720.6 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
796.4 |
785.4 |
740.6 |
|
| R3 |
773.1 |
762.1 |
734.2 |
|
| R2 |
749.8 |
749.8 |
732.1 |
|
| R1 |
738.8 |
738.8 |
729.9 |
744.3 |
| PP |
726.5 |
726.5 |
726.5 |
729.3 |
| S1 |
715.5 |
715.5 |
725.7 |
721.0 |
| S2 |
703.2 |
703.2 |
723.5 |
|
| S3 |
679.9 |
692.2 |
721.4 |
|
| S4 |
656.6 |
668.9 |
715.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
793.2 |
|
2.618 |
771.8 |
|
1.618 |
758.7 |
|
1.000 |
750.6 |
|
0.618 |
745.6 |
|
HIGH |
737.5 |
|
0.618 |
732.5 |
|
0.500 |
731.0 |
|
0.382 |
729.4 |
|
LOW |
724.4 |
|
0.618 |
716.3 |
|
1.000 |
711.3 |
|
1.618 |
703.2 |
|
2.618 |
690.1 |
|
4.250 |
668.7 |
|
|
| Fisher Pivots for day following 02-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
731.0 |
727.2 |
| PP |
729.9 |
726.5 |
| S1 |
728.9 |
725.9 |
|