CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 14-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2008 |
14-May-2008 |
Change |
Change % |
Previous Week |
| Open |
731.4 |
736.3 |
4.9 |
0.7% |
726.2 |
| High |
737.4 |
744.6 |
7.2 |
1.0% |
733.4 |
| Low |
728.5 |
734.2 |
5.7 |
0.8% |
711.3 |
| Close |
736.6 |
735.0 |
-1.6 |
-0.2% |
718.9 |
| Range |
8.9 |
10.4 |
1.5 |
16.9% |
22.1 |
| ATR |
13.0 |
12.8 |
-0.2 |
-1.4% |
0.0 |
| Volume |
148 |
304 |
156 |
105.4% |
1,148 |
|
| Daily Pivots for day following 14-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
769.1 |
762.5 |
740.7 |
|
| R3 |
758.7 |
752.1 |
737.9 |
|
| R2 |
748.3 |
748.3 |
736.9 |
|
| R1 |
741.7 |
741.7 |
736.0 |
739.8 |
| PP |
737.9 |
737.9 |
737.9 |
737.0 |
| S1 |
731.3 |
731.3 |
734.0 |
729.4 |
| S2 |
727.5 |
727.5 |
733.1 |
|
| S3 |
717.1 |
720.9 |
732.1 |
|
| S4 |
706.7 |
710.5 |
729.3 |
|
|
| 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 |
788.8 |
|
2.618 |
771.8 |
|
1.618 |
761.4 |
|
1.000 |
755.0 |
|
0.618 |
751.0 |
|
HIGH |
744.6 |
|
0.618 |
740.6 |
|
0.500 |
739.4 |
|
0.382 |
738.2 |
|
LOW |
734.2 |
|
0.618 |
727.8 |
|
1.000 |
723.8 |
|
1.618 |
717.4 |
|
2.618 |
707.0 |
|
4.250 |
690.0 |
|
|
| Fisher Pivots for day following 14-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
739.4 |
733.9 |
| PP |
737.9 |
732.9 |
| S1 |
736.5 |
731.8 |
|