CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 16-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2008 |
16-May-2008 |
Change |
Change % |
Previous Week |
| Open |
733.3 |
742.0 |
8.7 |
1.2% |
721.9 |
| High |
743.7 |
745.9 |
2.2 |
0.3% |
745.9 |
| Low |
732.3 |
732.0 |
-0.3 |
0.0% |
719.0 |
| Close |
742.6 |
740.7 |
-1.9 |
-0.3% |
740.7 |
| Range |
11.4 |
13.9 |
2.5 |
21.9% |
26.9 |
| ATR |
12.7 |
12.8 |
0.1 |
0.7% |
0.0 |
| Volume |
236 |
206 |
-30 |
-12.7% |
1,106 |
|
| Daily Pivots for day following 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
781.2 |
774.9 |
748.3 |
|
| R3 |
767.3 |
761.0 |
744.5 |
|
| R2 |
753.4 |
753.4 |
743.2 |
|
| R1 |
747.1 |
747.1 |
742.0 |
743.3 |
| PP |
739.5 |
739.5 |
739.5 |
737.7 |
| S1 |
733.2 |
733.2 |
739.4 |
729.4 |
| S2 |
725.6 |
725.6 |
738.2 |
|
| S3 |
711.7 |
719.3 |
736.9 |
|
| S4 |
697.8 |
705.4 |
733.1 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
815.9 |
805.2 |
755.5 |
|
| R3 |
789.0 |
778.3 |
748.1 |
|
| R2 |
762.1 |
762.1 |
745.6 |
|
| R1 |
751.4 |
751.4 |
743.2 |
756.8 |
| PP |
735.2 |
735.2 |
735.2 |
737.9 |
| S1 |
724.5 |
724.5 |
738.2 |
729.9 |
| S2 |
708.3 |
708.3 |
735.8 |
|
| S3 |
681.4 |
697.6 |
733.3 |
|
| S4 |
654.5 |
670.7 |
725.9 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
805.0 |
|
2.618 |
782.3 |
|
1.618 |
768.4 |
|
1.000 |
759.8 |
|
0.618 |
754.5 |
|
HIGH |
745.9 |
|
0.618 |
740.6 |
|
0.500 |
739.0 |
|
0.382 |
737.3 |
|
LOW |
732.0 |
|
0.618 |
723.4 |
|
1.000 |
718.1 |
|
1.618 |
709.5 |
|
2.618 |
695.6 |
|
4.250 |
672.9 |
|
|
| Fisher Pivots for day following 16-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
740.1 |
740.1 |
| PP |
739.5 |
739.5 |
| S1 |
739.0 |
739.0 |
|