ICE Russell 2000 Mini Future December 2008
| Trading Metrics calculated at close of trading on 11-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2008 |
11-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
712.4 |
720.0 |
7.6 |
1.1% |
750.0 |
| High |
721.7 |
723.1 |
1.4 |
0.2% |
753.0 |
| Low |
705.0 |
699.0 |
-6.0 |
-0.9% |
701.6 |
| Close |
716.1 |
718.9 |
2.8 |
0.4% |
717.8 |
| Range |
16.7 |
24.1 |
7.4 |
44.3% |
51.4 |
| ATR |
16.9 |
17.4 |
0.5 |
3.0% |
0.0 |
| Volume |
12,538 |
148,744 |
136,206 |
1,086.3% |
1,941 |
|
| Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
786.0 |
776.5 |
732.3 |
|
| R3 |
761.8 |
752.5 |
725.5 |
|
| R2 |
737.8 |
737.8 |
723.3 |
|
| R1 |
728.3 |
728.3 |
721.0 |
721.0 |
| PP |
713.8 |
713.8 |
713.8 |
710.0 |
| S1 |
704.3 |
704.3 |
716.8 |
697.0 |
| S2 |
689.5 |
689.5 |
714.5 |
|
| S3 |
665.5 |
680.3 |
712.3 |
|
| S4 |
641.3 |
656.0 |
705.8 |
|
|
| 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 |
825.5 |
|
2.618 |
786.3 |
|
1.618 |
762.0 |
|
1.000 |
747.3 |
|
0.618 |
738.0 |
|
HIGH |
723.0 |
|
0.618 |
714.0 |
|
0.500 |
711.0 |
|
0.382 |
708.3 |
|
LOW |
699.0 |
|
0.618 |
684.0 |
|
1.000 |
675.0 |
|
1.618 |
660.0 |
|
2.618 |
636.0 |
|
4.250 |
596.5 |
|
|
| Fisher Pivots for day following 11-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
716.3 |
718.8 |
| PP |
713.8 |
718.8 |
| S1 |
711.0 |
718.8 |
|