ICE Russell 2000 Mini Future December 2008
| Trading Metrics calculated at close of trading on 15-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2008 |
15-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
720.0 |
713.0 |
-7.0 |
-1.0% |
728.3 |
| High |
725.8 |
718.7 |
-7.1 |
-1.0% |
741.6 |
| Low |
710.2 |
687.7 |
-22.5 |
-3.2% |
699.0 |
| Close |
723.7 |
691.0 |
-32.7 |
-4.5% |
723.7 |
| Range |
15.6 |
31.0 |
15.4 |
98.7% |
42.6 |
| ATR |
17.3 |
18.6 |
1.3 |
7.7% |
0.0 |
| Volume |
148,744 |
129,781 |
-18,963 |
-12.7% |
318,051 |
|
| Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
792.3 |
772.5 |
708.0 |
|
| R3 |
761.3 |
741.5 |
699.5 |
|
| R2 |
730.3 |
730.3 |
696.8 |
|
| R1 |
710.5 |
710.5 |
693.8 |
704.8 |
| PP |
699.3 |
699.3 |
699.3 |
696.3 |
| S1 |
679.5 |
679.5 |
688.3 |
673.8 |
| S2 |
668.3 |
668.3 |
685.3 |
|
| S3 |
637.3 |
648.5 |
682.5 |
|
| S4 |
606.3 |
617.5 |
674.0 |
|
|
| 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 |
850.5 |
|
2.618 |
799.8 |
|
1.618 |
768.8 |
|
1.000 |
749.8 |
|
0.618 |
737.8 |
|
HIGH |
718.8 |
|
0.618 |
706.8 |
|
0.500 |
703.3 |
|
0.382 |
699.5 |
|
LOW |
687.8 |
|
0.618 |
668.5 |
|
1.000 |
656.8 |
|
1.618 |
637.5 |
|
2.618 |
606.5 |
|
4.250 |
556.0 |
|
|
| Fisher Pivots for day following 15-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
703.3 |
706.8 |
| PP |
699.3 |
701.5 |
| S1 |
695.0 |
696.3 |
|