CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 13-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2008 |
13-May-2008 |
Change |
Change % |
Previous Week |
| Open |
721.9 |
731.4 |
9.5 |
1.3% |
726.2 |
| High |
733.7 |
737.4 |
3.7 |
0.5% |
733.4 |
| Low |
719.0 |
728.5 |
9.5 |
1.3% |
711.3 |
| Close |
732.4 |
736.6 |
4.2 |
0.6% |
718.9 |
| Range |
14.7 |
8.9 |
-5.8 |
-39.5% |
22.1 |
| ATR |
13.3 |
13.0 |
-0.3 |
-2.4% |
0.0 |
| Volume |
212 |
148 |
-64 |
-30.2% |
1,148 |
|
| Daily Pivots for day following 13-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
760.9 |
757.6 |
741.5 |
|
| R3 |
752.0 |
748.7 |
739.0 |
|
| R2 |
743.1 |
743.1 |
738.2 |
|
| R1 |
739.8 |
739.8 |
737.4 |
741.5 |
| PP |
734.2 |
734.2 |
734.2 |
735.0 |
| S1 |
730.9 |
730.9 |
735.8 |
732.6 |
| S2 |
725.3 |
725.3 |
735.0 |
|
| S3 |
716.4 |
722.0 |
734.2 |
|
| S4 |
707.5 |
713.1 |
731.7 |
|
|
| 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 |
775.2 |
|
2.618 |
760.7 |
|
1.618 |
751.8 |
|
1.000 |
746.3 |
|
0.618 |
742.9 |
|
HIGH |
737.4 |
|
0.618 |
734.0 |
|
0.500 |
733.0 |
|
0.382 |
731.9 |
|
LOW |
728.5 |
|
0.618 |
723.0 |
|
1.000 |
719.6 |
|
1.618 |
714.1 |
|
2.618 |
705.2 |
|
4.250 |
690.7 |
|
|
| Fisher Pivots for day following 13-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
735.4 |
732.5 |
| PP |
734.2 |
728.4 |
| S1 |
733.0 |
724.4 |
|