CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 26-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2008 |
26-May-2008 |
Change |
Change % |
Previous Week |
| Open |
727.8 |
727.8 |
0.0 |
0.0% |
740.1 |
| High |
732.4 |
732.4 |
0.0 |
0.0% |
748.0 |
| Low |
718.3 |
718.3 |
0.0 |
0.0% |
718.3 |
| Close |
722.8 |
722.8 |
0.0 |
0.0% |
722.8 |
| Range |
14.1 |
14.1 |
0.0 |
0.0% |
29.7 |
| ATR |
12.9 |
13.0 |
0.1 |
0.6% |
0.0 |
| Volume |
46 |
46 |
0 |
0.0% |
764 |
|
| Daily Pivots for day following 26-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
766.8 |
758.9 |
730.6 |
|
| R3 |
752.7 |
744.8 |
726.7 |
|
| R2 |
738.6 |
738.6 |
725.4 |
|
| R1 |
730.7 |
730.7 |
724.1 |
727.6 |
| PP |
724.5 |
724.5 |
724.5 |
723.0 |
| S1 |
716.6 |
716.6 |
721.5 |
713.5 |
| S2 |
710.4 |
710.4 |
720.2 |
|
| S3 |
696.3 |
702.5 |
718.9 |
|
| S4 |
682.2 |
688.4 |
715.0 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
818.8 |
800.5 |
739.1 |
|
| R3 |
789.1 |
770.8 |
731.0 |
|
| R2 |
759.4 |
759.4 |
728.2 |
|
| R1 |
741.1 |
741.1 |
725.5 |
735.4 |
| PP |
729.7 |
729.7 |
729.7 |
726.9 |
| S1 |
711.4 |
711.4 |
720.1 |
705.7 |
| S2 |
700.0 |
700.0 |
717.4 |
|
| S3 |
670.3 |
681.7 |
714.6 |
|
| S4 |
640.6 |
652.0 |
706.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
792.3 |
|
2.618 |
769.3 |
|
1.618 |
755.2 |
|
1.000 |
746.5 |
|
0.618 |
741.1 |
|
HIGH |
732.4 |
|
0.618 |
727.0 |
|
0.500 |
725.4 |
|
0.382 |
723.7 |
|
LOW |
718.3 |
|
0.618 |
709.6 |
|
1.000 |
704.2 |
|
1.618 |
695.5 |
|
2.618 |
681.4 |
|
4.250 |
658.4 |
|
|
| Fisher Pivots for day following 26-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
725.4 |
727.4 |
| PP |
724.5 |
725.8 |
| S1 |
723.7 |
724.3 |
|