CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 20-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2008 |
20-May-2008 |
Change |
Change % |
Previous Week |
| Open |
740.1 |
740.3 |
0.2 |
0.0% |
721.9 |
| High |
748.0 |
740.3 |
-7.7 |
-1.0% |
745.9 |
| Low |
735.8 |
729.2 |
-6.6 |
-0.9% |
719.0 |
| Close |
740.7 |
738.1 |
-2.6 |
-0.4% |
740.7 |
| Range |
12.2 |
11.1 |
-1.1 |
-9.0% |
26.9 |
| ATR |
12.7 |
12.6 |
-0.1 |
-0.7% |
0.0 |
| Volume |
97 |
97 |
0 |
0.0% |
1,106 |
|
| Daily Pivots for day following 20-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
769.2 |
764.7 |
744.2 |
|
| R3 |
758.1 |
753.6 |
741.2 |
|
| R2 |
747.0 |
747.0 |
740.1 |
|
| R1 |
742.5 |
742.5 |
739.1 |
739.2 |
| PP |
735.9 |
735.9 |
735.9 |
734.2 |
| S1 |
731.4 |
731.4 |
737.1 |
728.1 |
| S2 |
724.8 |
724.8 |
736.1 |
|
| S3 |
713.7 |
720.3 |
735.0 |
|
| S4 |
702.6 |
709.2 |
732.0 |
|
|
| 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 |
787.5 |
|
2.618 |
769.4 |
|
1.618 |
758.3 |
|
1.000 |
751.4 |
|
0.618 |
747.2 |
|
HIGH |
740.3 |
|
0.618 |
736.1 |
|
0.500 |
734.8 |
|
0.382 |
733.4 |
|
LOW |
729.2 |
|
0.618 |
722.3 |
|
1.000 |
718.1 |
|
1.618 |
711.2 |
|
2.618 |
700.1 |
|
4.250 |
682.0 |
|
|
| Fisher Pivots for day following 20-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
737.0 |
738.6 |
| PP |
735.9 |
738.4 |
| S1 |
734.8 |
738.3 |
|