ICE Russell 2000 Mini Future December 2008
| Trading Metrics calculated at close of trading on 29-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2008 |
29-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
736.2 |
742.1 |
5.9 |
0.8% |
729.8 |
| High |
747.0 |
745.6 |
-1.4 |
-0.2% |
747.0 |
| Low |
733.6 |
736.1 |
2.5 |
0.3% |
716.8 |
| Close |
744.6 |
739.6 |
-5.0 |
-0.7% |
739.6 |
| Range |
13.4 |
9.5 |
-3.9 |
-29.1% |
30.2 |
| ATR |
|
|
|
|
|
| Volume |
1,425 |
176 |
-1,249 |
-87.6% |
2,432 |
|
| Daily Pivots for day following 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
769.0 |
763.8 |
744.8 |
|
| R3 |
759.5 |
754.3 |
742.3 |
|
| R2 |
750.0 |
750.0 |
741.3 |
|
| R1 |
744.8 |
744.8 |
740.5 |
742.5 |
| PP |
740.5 |
740.5 |
740.5 |
739.3 |
| S1 |
735.3 |
735.3 |
738.8 |
733.0 |
| S2 |
731.0 |
731.0 |
737.8 |
|
| S3 |
721.5 |
725.8 |
737.0 |
|
| S4 |
712.0 |
716.3 |
734.5 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
825.0 |
812.5 |
756.3 |
|
| R3 |
794.8 |
782.3 |
748.0 |
|
| R2 |
764.8 |
764.8 |
745.3 |
|
| R1 |
752.3 |
752.3 |
742.3 |
758.5 |
| PP |
734.5 |
734.5 |
734.5 |
737.5 |
| S1 |
722.0 |
722.0 |
736.8 |
728.3 |
| S2 |
704.3 |
704.3 |
734.0 |
|
| S3 |
674.0 |
691.8 |
731.3 |
|
| S4 |
643.8 |
661.5 |
723.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
786.0 |
|
2.618 |
770.5 |
|
1.618 |
761.0 |
|
1.000 |
755.0 |
|
0.618 |
751.5 |
|
HIGH |
745.5 |
|
0.618 |
742.0 |
|
0.500 |
740.8 |
|
0.382 |
739.8 |
|
LOW |
736.0 |
|
0.618 |
730.3 |
|
1.000 |
726.5 |
|
1.618 |
720.8 |
|
2.618 |
711.3 |
|
4.250 |
695.8 |
|
|
| Fisher Pivots for day following 29-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
740.8 |
737.5 |
| PP |
740.5 |
735.5 |
| S1 |
740.0 |
733.5 |
|