CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 28-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2008 |
28-May-2008 |
Change |
Change % |
Previous Week |
| Open |
725.9 |
733.4 |
7.5 |
1.0% |
740.1 |
| High |
734.7 |
738.8 |
4.1 |
0.6% |
748.0 |
| Low |
721.5 |
730.1 |
8.6 |
1.2% |
718.3 |
| Close |
733.4 |
738.2 |
4.8 |
0.7% |
722.8 |
| Range |
13.2 |
8.7 |
-4.5 |
-34.1% |
29.7 |
| ATR |
13.0 |
12.7 |
-0.3 |
-2.4% |
0.0 |
| Volume |
161 |
218 |
57 |
35.4% |
764 |
|
| Daily Pivots for day following 28-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
761.8 |
758.7 |
743.0 |
|
| R3 |
753.1 |
750.0 |
740.6 |
|
| R2 |
744.4 |
744.4 |
739.8 |
|
| R1 |
741.3 |
741.3 |
739.0 |
742.9 |
| PP |
735.7 |
735.7 |
735.7 |
736.5 |
| S1 |
732.6 |
732.6 |
737.4 |
734.2 |
| S2 |
727.0 |
727.0 |
736.6 |
|
| S3 |
718.3 |
723.9 |
735.8 |
|
| S4 |
709.6 |
715.2 |
733.4 |
|
|
| 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 |
775.8 |
|
2.618 |
761.6 |
|
1.618 |
752.9 |
|
1.000 |
747.5 |
|
0.618 |
744.2 |
|
HIGH |
738.8 |
|
0.618 |
735.5 |
|
0.500 |
734.5 |
|
0.382 |
733.4 |
|
LOW |
730.1 |
|
0.618 |
724.7 |
|
1.000 |
721.4 |
|
1.618 |
716.0 |
|
2.618 |
707.3 |
|
4.250 |
693.1 |
|
|
| Fisher Pivots for day following 28-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
737.0 |
735.0 |
| PP |
735.7 |
731.8 |
| S1 |
734.5 |
728.6 |
|