ICE Russell 2000 Mini Future December 2008
| Trading Metrics calculated at close of trading on 10-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2008 |
10-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
732.6 |
712.4 |
-20.2 |
-2.8% |
750.0 |
| High |
738.5 |
721.7 |
-16.8 |
-2.3% |
753.0 |
| Low |
705.7 |
705.0 |
-0.7 |
-0.1% |
701.6 |
| Close |
708.6 |
716.1 |
7.5 |
1.1% |
717.8 |
| Range |
32.8 |
16.7 |
-16.1 |
-49.1% |
51.4 |
| ATR |
16.9 |
16.9 |
0.0 |
-0.1% |
0.0 |
| Volume |
5,898 |
12,538 |
6,640 |
112.6% |
1,941 |
|
| Daily Pivots for day following 10-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
764.3 |
757.0 |
725.3 |
|
| R3 |
747.8 |
740.3 |
720.8 |
|
| R2 |
731.0 |
731.0 |
719.3 |
|
| R1 |
723.5 |
723.5 |
717.8 |
727.3 |
| PP |
714.3 |
714.3 |
714.3 |
716.0 |
| S1 |
706.8 |
706.8 |
714.5 |
710.5 |
| S2 |
697.5 |
697.5 |
713.0 |
|
| S3 |
680.8 |
690.3 |
711.5 |
|
| S4 |
664.3 |
673.5 |
707.0 |
|
|
| 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 |
792.8 |
|
2.618 |
765.5 |
|
1.618 |
748.8 |
|
1.000 |
738.5 |
|
0.618 |
732.0 |
|
HIGH |
721.8 |
|
0.618 |
715.3 |
|
0.500 |
713.3 |
|
0.382 |
711.5 |
|
LOW |
705.0 |
|
0.618 |
694.8 |
|
1.000 |
688.3 |
|
1.618 |
678.0 |
|
2.618 |
661.3 |
|
4.250 |
634.0 |
|
|
| Fisher Pivots for day following 10-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
715.3 |
723.3 |
| PP |
714.3 |
721.0 |
| S1 |
713.3 |
718.5 |
|