ICE Russell 2000 Mini Future December 2008
| Trading Metrics calculated at close of trading on 09-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2008 |
09-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
728.3 |
732.6 |
4.3 |
0.6% |
750.0 |
| High |
741.6 |
738.5 |
-3.1 |
-0.4% |
753.0 |
| Low |
722.3 |
705.7 |
-16.6 |
-2.3% |
701.6 |
| Close |
733.7 |
708.6 |
-25.1 |
-3.4% |
717.8 |
| Range |
19.3 |
32.8 |
13.5 |
69.9% |
51.4 |
| ATR |
15.7 |
16.9 |
1.2 |
7.8% |
0.0 |
| Volume |
2,127 |
5,898 |
3,771 |
177.3% |
1,941 |
|
| Daily Pivots for day following 09-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
816.0 |
795.0 |
726.8 |
|
| R3 |
783.3 |
762.3 |
717.5 |
|
| R2 |
750.5 |
750.5 |
714.5 |
|
| R1 |
729.5 |
729.5 |
711.5 |
723.5 |
| PP |
717.5 |
717.5 |
717.5 |
714.5 |
| S1 |
696.8 |
696.8 |
705.5 |
690.8 |
| S2 |
684.8 |
684.8 |
702.5 |
|
| S3 |
652.0 |
664.0 |
699.5 |
|
| S4 |
619.3 |
631.0 |
690.5 |
|
|
| 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 |
878.0 |
|
2.618 |
824.3 |
|
1.618 |
791.5 |
|
1.000 |
771.3 |
|
0.618 |
758.8 |
|
HIGH |
738.5 |
|
0.618 |
726.0 |
|
0.500 |
722.0 |
|
0.382 |
718.3 |
|
LOW |
705.8 |
|
0.618 |
685.5 |
|
1.000 |
673.0 |
|
1.618 |
652.8 |
|
2.618 |
619.8 |
|
4.250 |
566.3 |
|
|
| Fisher Pivots for day following 09-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
722.0 |
721.5 |
| PP |
717.5 |
717.3 |
| S1 |
713.0 |
713.0 |
|