ICE Russell 2000 Mini Future December 2008
| Trading Metrics calculated at close of trading on 02-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2008 |
02-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
742.1 |
750.0 |
7.9 |
1.1% |
729.8 |
| High |
745.6 |
753.0 |
7.4 |
1.0% |
747.0 |
| Low |
736.1 |
731.3 |
-4.8 |
-0.7% |
716.8 |
| Close |
739.6 |
738.4 |
-1.2 |
-0.2% |
739.6 |
| Range |
9.5 |
21.7 |
12.2 |
128.4% |
30.2 |
| ATR |
|
|
|
|
|
| Volume |
176 |
0 |
-176 |
-100.0% |
2,432 |
|
| Daily Pivots for day following 02-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
806.0 |
794.0 |
750.3 |
|
| R3 |
784.3 |
772.3 |
744.3 |
|
| R2 |
762.5 |
762.5 |
742.5 |
|
| R1 |
750.5 |
750.5 |
740.5 |
745.8 |
| PP |
741.0 |
741.0 |
741.0 |
738.5 |
| S1 |
728.8 |
728.8 |
736.5 |
724.0 |
| S2 |
719.3 |
719.3 |
734.5 |
|
| S3 |
697.5 |
707.0 |
732.5 |
|
| S4 |
675.8 |
685.5 |
726.5 |
|
|
| 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 |
845.3 |
|
2.618 |
809.8 |
|
1.618 |
788.0 |
|
1.000 |
774.8 |
|
0.618 |
766.5 |
|
HIGH |
753.0 |
|
0.618 |
744.8 |
|
0.500 |
742.3 |
|
0.382 |
739.5 |
|
LOW |
731.3 |
|
0.618 |
718.0 |
|
1.000 |
709.5 |
|
1.618 |
696.3 |
|
2.618 |
674.5 |
|
4.250 |
639.0 |
|
|
| Fisher Pivots for day following 02-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
742.3 |
742.3 |
| PP |
741.0 |
741.0 |
| S1 |
739.8 |
739.8 |
|