ICE Russell 2000 Mini Future December 2008
| Trading Metrics calculated at close of trading on 28-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2008 |
28-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
720.1 |
736.2 |
16.1 |
2.2% |
749.4 |
| High |
734.9 |
747.0 |
12.1 |
1.6% |
753.6 |
| Low |
720.1 |
733.6 |
13.5 |
1.9% |
721.4 |
| Close |
730.9 |
744.6 |
13.7 |
1.9% |
737.6 |
| Range |
14.8 |
13.4 |
-1.4 |
-9.5% |
32.2 |
| ATR |
|
|
|
|
|
| Volume |
355 |
1,425 |
1,070 |
301.4% |
809 |
|
| Daily Pivots for day following 28-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
782.0 |
776.8 |
752.0 |
|
| R3 |
768.5 |
763.3 |
748.3 |
|
| R2 |
755.3 |
755.3 |
747.0 |
|
| R1 |
749.8 |
749.8 |
745.8 |
752.5 |
| PP |
741.8 |
741.8 |
741.8 |
743.0 |
| S1 |
736.5 |
736.5 |
743.3 |
739.0 |
| S2 |
728.3 |
728.3 |
742.3 |
|
| S3 |
715.0 |
723.0 |
741.0 |
|
| S4 |
701.5 |
709.8 |
737.3 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
834.3 |
818.0 |
755.3 |
|
| R3 |
802.0 |
785.8 |
746.5 |
|
| R2 |
769.8 |
769.8 |
743.5 |
|
| R1 |
753.8 |
753.8 |
740.5 |
745.5 |
| PP |
737.5 |
737.5 |
737.5 |
733.5 |
| S1 |
721.5 |
721.5 |
734.8 |
713.5 |
| S2 |
705.3 |
705.3 |
731.8 |
|
| S3 |
673.3 |
689.3 |
728.8 |
|
| S4 |
641.0 |
657.0 |
720.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
804.0 |
|
2.618 |
782.0 |
|
1.618 |
768.8 |
|
1.000 |
760.5 |
|
0.618 |
755.3 |
|
HIGH |
747.0 |
|
0.618 |
742.0 |
|
0.500 |
740.3 |
|
0.382 |
738.8 |
|
LOW |
733.5 |
|
0.618 |
725.3 |
|
1.000 |
720.3 |
|
1.618 |
712.0 |
|
2.618 |
698.5 |
|
4.250 |
676.8 |
|
|
| Fisher Pivots for day following 28-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
743.3 |
740.3 |
| PP |
741.8 |
736.3 |
| S1 |
740.3 |
732.0 |
|