CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 22-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2008 |
22-May-2008 |
Change |
Change % |
Previous Week |
| Open |
737.5 |
731.7 |
-5.8 |
-0.8% |
721.9 |
| High |
742.5 |
736.4 |
-6.1 |
-0.8% |
745.9 |
| Low |
723.0 |
727.0 |
4.0 |
0.6% |
719.0 |
| Close |
729.2 |
731.7 |
2.5 |
0.3% |
740.7 |
| Range |
19.5 |
9.4 |
-10.1 |
-51.8% |
26.9 |
| ATR |
13.1 |
12.9 |
-0.3 |
-2.0% |
0.0 |
| Volume |
337 |
187 |
-150 |
-44.5% |
1,106 |
|
| Daily Pivots for day following 22-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
759.9 |
755.2 |
736.9 |
|
| R3 |
750.5 |
745.8 |
734.3 |
|
| R2 |
741.1 |
741.1 |
733.4 |
|
| R1 |
736.4 |
736.4 |
732.6 |
736.4 |
| PP |
731.7 |
731.7 |
731.7 |
731.7 |
| S1 |
727.0 |
727.0 |
730.8 |
727.0 |
| S2 |
722.3 |
722.3 |
730.0 |
|
| S3 |
712.9 |
717.6 |
729.1 |
|
| S4 |
703.5 |
708.2 |
726.5 |
|
|
| 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 |
776.4 |
|
2.618 |
761.0 |
|
1.618 |
751.6 |
|
1.000 |
745.8 |
|
0.618 |
742.2 |
|
HIGH |
736.4 |
|
0.618 |
732.8 |
|
0.500 |
731.7 |
|
0.382 |
730.6 |
|
LOW |
727.0 |
|
0.618 |
721.2 |
|
1.000 |
717.6 |
|
1.618 |
711.8 |
|
2.618 |
702.4 |
|
4.250 |
687.1 |
|
|
| Fisher Pivots for day following 22-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
731.7 |
732.8 |
| PP |
731.7 |
732.4 |
| S1 |
731.7 |
732.1 |
|