ICE Russell 2000 Mini Future December 2008
| Trading Metrics calculated at close of trading on 05-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2008 |
05-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
737.4 |
712.3 |
-25.1 |
-3.4% |
750.0 |
| High |
737.4 |
719.1 |
-18.3 |
-2.5% |
753.0 |
| Low |
715.2 |
701.6 |
-13.6 |
-1.9% |
701.6 |
| Close |
719.0 |
717.8 |
-1.2 |
-0.2% |
717.8 |
| Range |
22.2 |
17.5 |
-4.7 |
-21.2% |
51.4 |
| ATR |
14.9 |
15.1 |
0.2 |
1.2% |
0.0 |
| Volume |
256 |
1,442 |
1,186 |
463.3% |
1,941 |
|
| Daily Pivots for day following 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
765.3 |
759.0 |
727.5 |
|
| R3 |
747.8 |
741.5 |
722.5 |
|
| R2 |
730.3 |
730.3 |
721.0 |
|
| R1 |
724.0 |
724.0 |
719.5 |
727.3 |
| PP |
712.8 |
712.8 |
712.8 |
714.5 |
| S1 |
706.5 |
706.5 |
716.3 |
709.8 |
| S2 |
695.3 |
695.3 |
714.5 |
|
| S3 |
677.8 |
689.0 |
713.0 |
|
| S4 |
660.3 |
671.5 |
708.3 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
878.3 |
849.5 |
746.0 |
|
| R3 |
827.0 |
798.0 |
732.0 |
|
| R2 |
775.5 |
775.5 |
727.3 |
|
| R1 |
746.8 |
746.8 |
722.5 |
735.5 |
| PP |
724.3 |
724.3 |
724.3 |
718.5 |
| S1 |
695.3 |
695.3 |
713.0 |
684.0 |
| S2 |
672.8 |
672.8 |
708.5 |
|
| S3 |
621.3 |
643.8 |
703.8 |
|
| S4 |
570.0 |
592.5 |
689.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
793.5 |
|
2.618 |
765.0 |
|
1.618 |
747.5 |
|
1.000 |
736.5 |
|
0.618 |
730.0 |
|
HIGH |
719.0 |
|
0.618 |
712.5 |
|
0.500 |
710.3 |
|
0.382 |
708.3 |
|
LOW |
701.5 |
|
0.618 |
690.8 |
|
1.000 |
684.0 |
|
1.618 |
673.3 |
|
2.618 |
655.8 |
|
4.250 |
627.3 |
|
|
| Fisher Pivots for day following 05-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
715.3 |
724.5 |
| PP |
712.8 |
722.3 |
| S1 |
710.3 |
720.0 |
|