ICE Russell 2000 Mini Future December 2008
| Trading Metrics calculated at close of trading on 04-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2008 |
04-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
735.8 |
737.4 |
1.6 |
0.2% |
729.8 |
| High |
747.6 |
737.4 |
-10.2 |
-1.4% |
747.0 |
| Low |
735.2 |
715.2 |
-20.0 |
-2.7% |
716.8 |
| Close |
741.5 |
719.0 |
-22.5 |
-3.0% |
739.6 |
| Range |
12.4 |
22.2 |
9.8 |
79.0% |
30.2 |
| ATR |
14.0 |
14.9 |
0.9 |
6.2% |
0.0 |
| Volume |
243 |
256 |
13 |
5.3% |
2,432 |
|
| Daily Pivots for day following 04-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
790.5 |
777.0 |
731.3 |
|
| R3 |
768.3 |
754.8 |
725.0 |
|
| R2 |
746.0 |
746.0 |
723.0 |
|
| R1 |
732.5 |
732.5 |
721.0 |
728.3 |
| PP |
723.8 |
723.8 |
723.8 |
721.8 |
| S1 |
710.3 |
710.3 |
717.0 |
706.0 |
| S2 |
701.8 |
701.8 |
715.0 |
|
| S3 |
679.5 |
688.3 |
713.0 |
|
| S4 |
657.3 |
666.0 |
706.8 |
|
|
| 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 |
831.8 |
|
2.618 |
795.5 |
|
1.618 |
773.3 |
|
1.000 |
759.5 |
|
0.618 |
751.0 |
|
HIGH |
737.5 |
|
0.618 |
729.0 |
|
0.500 |
726.3 |
|
0.382 |
723.8 |
|
LOW |
715.3 |
|
0.618 |
701.5 |
|
1.000 |
693.0 |
|
1.618 |
679.3 |
|
2.618 |
657.0 |
|
4.250 |
620.8 |
|
|
| Fisher Pivots for day following 04-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
726.3 |
734.0 |
| PP |
723.8 |
729.0 |
| S1 |
721.5 |
724.0 |
|