CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 19-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2008 |
19-May-2008 |
Change |
Change % |
Previous Week |
| Open |
742.0 |
740.1 |
-1.9 |
-0.3% |
721.9 |
| High |
745.9 |
748.0 |
2.1 |
0.3% |
745.9 |
| Low |
732.0 |
735.8 |
3.8 |
0.5% |
719.0 |
| Close |
740.7 |
740.7 |
0.0 |
0.0% |
740.7 |
| Range |
13.9 |
12.2 |
-1.7 |
-12.2% |
26.9 |
| ATR |
12.8 |
12.7 |
0.0 |
-0.3% |
0.0 |
| Volume |
206 |
97 |
-109 |
-52.9% |
1,106 |
|
| Daily Pivots for day following 19-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
778.1 |
771.6 |
747.4 |
|
| R3 |
765.9 |
759.4 |
744.1 |
|
| R2 |
753.7 |
753.7 |
742.9 |
|
| R1 |
747.2 |
747.2 |
741.8 |
750.5 |
| PP |
741.5 |
741.5 |
741.5 |
743.1 |
| S1 |
735.0 |
735.0 |
739.6 |
738.3 |
| S2 |
729.3 |
729.3 |
738.5 |
|
| S3 |
717.1 |
722.8 |
737.3 |
|
| S4 |
704.9 |
710.6 |
734.0 |
|
|
| 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 |
799.9 |
|
2.618 |
779.9 |
|
1.618 |
767.7 |
|
1.000 |
760.2 |
|
0.618 |
755.5 |
|
HIGH |
748.0 |
|
0.618 |
743.3 |
|
0.500 |
741.9 |
|
0.382 |
740.5 |
|
LOW |
735.8 |
|
0.618 |
728.3 |
|
1.000 |
723.6 |
|
1.618 |
716.1 |
|
2.618 |
703.9 |
|
4.250 |
684.0 |
|
|
| Fisher Pivots for day following 19-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
741.9 |
740.5 |
| PP |
741.5 |
740.2 |
| S1 |
741.1 |
740.0 |
|