ICE Russell 2000 Mini Future December 2008
| Trading Metrics calculated at close of trading on 08-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2008 |
08-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
712.3 |
728.3 |
16.0 |
2.2% |
750.0 |
| High |
719.1 |
741.6 |
22.5 |
3.1% |
753.0 |
| Low |
701.6 |
722.3 |
20.7 |
3.0% |
701.6 |
| Close |
717.8 |
733.7 |
15.9 |
2.2% |
717.8 |
| Range |
17.5 |
19.3 |
1.8 |
10.3% |
51.4 |
| ATR |
15.1 |
15.7 |
0.6 |
4.1% |
0.0 |
| Volume |
1,442 |
2,127 |
685 |
47.5% |
1,941 |
|
| Daily Pivots for day following 08-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
790.5 |
781.3 |
744.3 |
|
| R3 |
771.3 |
762.0 |
739.0 |
|
| R2 |
751.8 |
751.8 |
737.3 |
|
| R1 |
742.8 |
742.8 |
735.5 |
747.3 |
| PP |
732.5 |
732.5 |
732.5 |
734.8 |
| S1 |
723.5 |
723.5 |
732.0 |
728.0 |
| S2 |
713.3 |
713.3 |
730.3 |
|
| S3 |
694.0 |
704.3 |
728.5 |
|
| S4 |
674.8 |
684.8 |
723.0 |
|
|
| 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 |
823.5 |
|
2.618 |
792.3 |
|
1.618 |
772.8 |
|
1.000 |
761.0 |
|
0.618 |
753.5 |
|
HIGH |
741.5 |
|
0.618 |
734.3 |
|
0.500 |
732.0 |
|
0.382 |
729.8 |
|
LOW |
722.3 |
|
0.618 |
710.3 |
|
1.000 |
703.0 |
|
1.618 |
691.0 |
|
2.618 |
671.8 |
|
4.250 |
640.3 |
|
|
| Fisher Pivots for day following 08-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
733.0 |
729.8 |
| PP |
732.5 |
725.8 |
| S1 |
732.0 |
721.5 |
|