CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 15-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2008 |
15-May-2008 |
Change |
Change % |
Previous Week |
| Open |
736.3 |
733.3 |
-3.0 |
-0.4% |
726.2 |
| High |
744.6 |
743.7 |
-0.9 |
-0.1% |
733.4 |
| Low |
734.2 |
732.3 |
-1.9 |
-0.3% |
711.3 |
| Close |
735.0 |
742.6 |
7.6 |
1.0% |
718.9 |
| Range |
10.4 |
11.4 |
1.0 |
9.6% |
22.1 |
| ATR |
12.8 |
12.7 |
-0.1 |
-0.8% |
0.0 |
| Volume |
304 |
236 |
-68 |
-22.4% |
1,148 |
|
| Daily Pivots for day following 15-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
773.7 |
769.6 |
748.9 |
|
| R3 |
762.3 |
758.2 |
745.7 |
|
| R2 |
750.9 |
750.9 |
744.7 |
|
| R1 |
746.8 |
746.8 |
743.6 |
748.9 |
| PP |
739.5 |
739.5 |
739.5 |
740.6 |
| S1 |
735.4 |
735.4 |
741.6 |
737.5 |
| S2 |
728.1 |
728.1 |
740.5 |
|
| S3 |
716.7 |
724.0 |
739.5 |
|
| S4 |
705.3 |
712.6 |
736.3 |
|
|
| 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 |
792.2 |
|
2.618 |
773.5 |
|
1.618 |
762.1 |
|
1.000 |
755.1 |
|
0.618 |
750.7 |
|
HIGH |
743.7 |
|
0.618 |
739.3 |
|
0.500 |
738.0 |
|
0.382 |
736.7 |
|
LOW |
732.3 |
|
0.618 |
725.3 |
|
1.000 |
720.9 |
|
1.618 |
713.9 |
|
2.618 |
702.5 |
|
4.250 |
683.9 |
|
|
| Fisher Pivots for day following 15-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
741.1 |
740.6 |
| PP |
739.5 |
738.6 |
| S1 |
738.0 |
736.6 |
|