CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 29-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2008 |
29-May-2008 |
Change |
Change % |
Previous Week |
| Open |
733.4 |
736.5 |
3.1 |
0.4% |
740.1 |
| High |
738.8 |
751.1 |
12.3 |
1.7% |
748.0 |
| Low |
730.1 |
734.8 |
4.7 |
0.6% |
718.3 |
| Close |
738.2 |
744.6 |
6.4 |
0.9% |
722.8 |
| Range |
8.7 |
16.3 |
7.6 |
87.4% |
29.7 |
| ATR |
12.7 |
13.0 |
0.3 |
2.0% |
0.0 |
| Volume |
218 |
349 |
131 |
60.1% |
764 |
|
| Daily Pivots for day following 29-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
792.4 |
784.8 |
753.6 |
|
| R3 |
776.1 |
768.5 |
749.1 |
|
| R2 |
759.8 |
759.8 |
747.6 |
|
| R1 |
752.2 |
752.2 |
746.1 |
756.0 |
| PP |
743.5 |
743.5 |
743.5 |
745.4 |
| S1 |
735.9 |
735.9 |
743.1 |
739.7 |
| S2 |
727.2 |
727.2 |
741.6 |
|
| S3 |
710.9 |
719.6 |
740.1 |
|
| S4 |
694.6 |
703.3 |
735.6 |
|
|
| 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 |
820.4 |
|
2.618 |
793.8 |
|
1.618 |
777.5 |
|
1.000 |
767.4 |
|
0.618 |
761.2 |
|
HIGH |
751.1 |
|
0.618 |
744.9 |
|
0.500 |
743.0 |
|
0.382 |
741.0 |
|
LOW |
734.8 |
|
0.618 |
724.7 |
|
1.000 |
718.5 |
|
1.618 |
708.4 |
|
2.618 |
692.1 |
|
4.250 |
665.5 |
|
|
| Fisher Pivots for day following 29-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
744.1 |
741.8 |
| PP |
743.5 |
739.1 |
| S1 |
743.0 |
736.3 |
|