ICE Russell 2000 Mini Future December 2008
| Trading Metrics calculated at close of trading on 12-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2008 |
12-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
720.0 |
720.0 |
0.0 |
0.0% |
728.3 |
| High |
723.1 |
725.8 |
2.7 |
0.4% |
741.6 |
| Low |
699.0 |
710.2 |
11.2 |
1.6% |
699.0 |
| Close |
718.9 |
723.7 |
4.8 |
0.7% |
723.7 |
| Range |
24.1 |
15.6 |
-8.5 |
-35.3% |
42.6 |
| ATR |
17.4 |
17.3 |
-0.1 |
-0.8% |
0.0 |
| Volume |
148,744 |
148,744 |
0 |
0.0% |
318,051 |
|
| Daily Pivots for day following 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
766.8 |
760.8 |
732.3 |
|
| R3 |
751.0 |
745.3 |
728.0 |
|
| R2 |
735.5 |
735.5 |
726.5 |
|
| R1 |
729.5 |
729.5 |
725.3 |
732.5 |
| PP |
720.0 |
720.0 |
720.0 |
721.5 |
| S1 |
714.0 |
714.0 |
722.3 |
717.0 |
| S2 |
704.3 |
704.3 |
720.8 |
|
| S3 |
688.8 |
698.5 |
719.5 |
|
| S4 |
673.0 |
682.8 |
715.0 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
849.3 |
829.0 |
747.3 |
|
| R3 |
806.8 |
786.5 |
735.5 |
|
| R2 |
764.0 |
764.0 |
731.5 |
|
| R1 |
743.8 |
743.8 |
727.5 |
732.8 |
| PP |
721.5 |
721.5 |
721.5 |
715.8 |
| S1 |
701.3 |
701.3 |
719.8 |
690.0 |
| S2 |
678.8 |
678.8 |
716.0 |
|
| S3 |
636.3 |
658.8 |
712.0 |
|
| S4 |
593.8 |
616.0 |
700.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
792.0 |
|
2.618 |
766.8 |
|
1.618 |
751.0 |
|
1.000 |
741.5 |
|
0.618 |
735.5 |
|
HIGH |
725.8 |
|
0.618 |
719.8 |
|
0.500 |
718.0 |
|
0.382 |
716.3 |
|
LOW |
710.3 |
|
0.618 |
700.5 |
|
1.000 |
694.5 |
|
1.618 |
685.0 |
|
2.618 |
669.3 |
|
4.250 |
644.0 |
|
|
| Fisher Pivots for day following 12-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
721.8 |
720.0 |
| PP |
720.0 |
716.3 |
| S1 |
718.0 |
712.5 |
|