CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 21-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2008 |
21-May-2008 |
Change |
Change % |
Previous Week |
| Open |
740.3 |
737.5 |
-2.8 |
-0.4% |
721.9 |
| High |
740.3 |
742.5 |
2.2 |
0.3% |
745.9 |
| Low |
729.2 |
723.0 |
-6.2 |
-0.9% |
719.0 |
| Close |
738.1 |
729.2 |
-8.9 |
-1.2% |
740.7 |
| Range |
11.1 |
19.5 |
8.4 |
75.7% |
26.9 |
| ATR |
12.6 |
13.1 |
0.5 |
3.9% |
0.0 |
| Volume |
97 |
337 |
240 |
247.4% |
1,106 |
|
| Daily Pivots for day following 21-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
790.1 |
779.1 |
739.9 |
|
| R3 |
770.6 |
759.6 |
734.6 |
|
| R2 |
751.1 |
751.1 |
732.8 |
|
| R1 |
740.1 |
740.1 |
731.0 |
735.9 |
| PP |
731.6 |
731.6 |
731.6 |
729.4 |
| S1 |
720.6 |
720.6 |
727.4 |
716.4 |
| S2 |
712.1 |
712.1 |
725.6 |
|
| S3 |
692.6 |
701.1 |
723.8 |
|
| S4 |
673.1 |
681.6 |
718.5 |
|
|
| 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 |
825.4 |
|
2.618 |
793.6 |
|
1.618 |
774.1 |
|
1.000 |
762.0 |
|
0.618 |
754.6 |
|
HIGH |
742.5 |
|
0.618 |
735.1 |
|
0.500 |
732.8 |
|
0.382 |
730.4 |
|
LOW |
723.0 |
|
0.618 |
710.9 |
|
1.000 |
703.5 |
|
1.618 |
691.4 |
|
2.618 |
671.9 |
|
4.250 |
640.1 |
|
|
| Fisher Pivots for day following 21-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
732.8 |
735.5 |
| PP |
731.6 |
733.4 |
| S1 |
730.4 |
731.3 |
|