CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 09-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2008 |
09-May-2008 |
Change |
Change % |
Previous Week |
| Open |
717.4 |
714.8 |
-2.6 |
-0.4% |
726.2 |
| High |
720.5 |
721.6 |
1.1 |
0.2% |
733.4 |
| Low |
713.2 |
711.3 |
-1.9 |
-0.3% |
711.3 |
| Close |
716.0 |
718.9 |
2.9 |
0.4% |
718.9 |
| Range |
7.3 |
10.3 |
3.0 |
41.1% |
22.1 |
| ATR |
13.4 |
13.1 |
-0.2 |
-1.6% |
0.0 |
| Volume |
271 |
225 |
-46 |
-17.0% |
1,148 |
|
| Daily Pivots for day following 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
748.2 |
743.8 |
724.6 |
|
| R3 |
737.9 |
733.5 |
721.7 |
|
| R2 |
727.6 |
727.6 |
720.8 |
|
| R1 |
723.2 |
723.2 |
719.8 |
725.4 |
| PP |
717.3 |
717.3 |
717.3 |
718.4 |
| S1 |
712.9 |
712.9 |
718.0 |
715.1 |
| S2 |
707.0 |
707.0 |
717.0 |
|
| S3 |
696.7 |
702.6 |
716.1 |
|
| S4 |
686.4 |
692.3 |
713.2 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
787.5 |
775.3 |
731.1 |
|
| R3 |
765.4 |
753.2 |
725.0 |
|
| R2 |
743.3 |
743.3 |
723.0 |
|
| R1 |
731.1 |
731.1 |
720.9 |
726.2 |
| PP |
721.2 |
721.2 |
721.2 |
718.7 |
| S1 |
709.0 |
709.0 |
716.9 |
704.1 |
| S2 |
699.1 |
699.1 |
714.8 |
|
| S3 |
677.0 |
686.9 |
712.8 |
|
| S4 |
654.9 |
664.8 |
706.7 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
765.4 |
|
2.618 |
748.6 |
|
1.618 |
738.3 |
|
1.000 |
731.9 |
|
0.618 |
728.0 |
|
HIGH |
721.6 |
|
0.618 |
717.7 |
|
0.500 |
716.5 |
|
0.382 |
715.2 |
|
LOW |
711.3 |
|
0.618 |
704.9 |
|
1.000 |
701.0 |
|
1.618 |
694.6 |
|
2.618 |
684.3 |
|
4.250 |
667.5 |
|
|
| Fisher Pivots for day following 09-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
718.1 |
722.4 |
| PP |
717.3 |
721.2 |
| S1 |
716.5 |
720.1 |
|