CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 27-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2008 |
27-May-2008 |
Change |
Change % |
Previous Week |
| Open |
727.8 |
725.9 |
-1.9 |
-0.3% |
740.1 |
| High |
732.4 |
734.7 |
2.3 |
0.3% |
748.0 |
| Low |
718.3 |
721.5 |
3.2 |
0.4% |
718.3 |
| Close |
722.8 |
733.4 |
10.6 |
1.5% |
722.8 |
| Range |
14.1 |
13.2 |
-0.9 |
-6.4% |
29.7 |
| ATR |
13.0 |
13.0 |
0.0 |
0.1% |
0.0 |
| Volume |
46 |
161 |
115 |
250.0% |
764 |
|
| Daily Pivots for day following 27-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
769.5 |
764.6 |
740.7 |
|
| R3 |
756.3 |
751.4 |
737.0 |
|
| R2 |
743.1 |
743.1 |
735.8 |
|
| R1 |
738.2 |
738.2 |
734.6 |
740.7 |
| PP |
729.9 |
729.9 |
729.9 |
731.1 |
| S1 |
725.0 |
725.0 |
732.2 |
727.5 |
| S2 |
716.7 |
716.7 |
731.0 |
|
| S3 |
703.5 |
711.8 |
729.8 |
|
| S4 |
690.3 |
698.6 |
726.1 |
|
|
| 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 |
790.8 |
|
2.618 |
769.3 |
|
1.618 |
756.1 |
|
1.000 |
747.9 |
|
0.618 |
742.9 |
|
HIGH |
734.7 |
|
0.618 |
729.7 |
|
0.500 |
728.1 |
|
0.382 |
726.5 |
|
LOW |
721.5 |
|
0.618 |
713.3 |
|
1.000 |
708.3 |
|
1.618 |
700.1 |
|
2.618 |
686.9 |
|
4.250 |
665.4 |
|
|
| Fisher Pivots for day following 27-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
731.6 |
731.1 |
| PP |
729.9 |
728.8 |
| S1 |
728.1 |
726.5 |
|