ICE Russell 2000 Mini Future December 2008
| Trading Metrics calculated at close of trading on 18-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
715.1 |
680.5 |
-34.6 |
-4.8% |
728.3 |
| High |
721.2 |
717.2 |
-4.0 |
-0.6% |
741.6 |
| Low |
669.0 |
666.0 |
-3.0 |
-0.4% |
699.0 |
| Close |
676.4 |
711.7 |
35.3 |
5.2% |
723.7 |
| Range |
52.2 |
51.2 |
-1.0 |
-1.9% |
42.6 |
| ATR |
22.5 |
24.5 |
2.1 |
9.1% |
0.0 |
| Volume |
331,563 |
331,824 |
261 |
0.1% |
318,051 |
|
| Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
852.0 |
833.0 |
739.8 |
|
| R3 |
800.8 |
781.8 |
725.8 |
|
| R2 |
749.5 |
749.5 |
721.0 |
|
| R1 |
730.5 |
730.5 |
716.5 |
740.0 |
| PP |
698.3 |
698.3 |
698.3 |
703.0 |
| S1 |
679.5 |
679.5 |
707.0 |
688.8 |
| S2 |
647.0 |
647.0 |
702.3 |
|
| S3 |
596.0 |
628.3 |
697.5 |
|
| S4 |
544.8 |
577.0 |
683.5 |
|
|
| 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 |
934.8 |
|
2.618 |
851.3 |
|
1.618 |
800.0 |
|
1.000 |
768.5 |
|
0.618 |
748.8 |
|
HIGH |
717.3 |
|
0.618 |
697.8 |
|
0.500 |
691.5 |
|
0.382 |
685.5 |
|
LOW |
666.0 |
|
0.618 |
634.3 |
|
1.000 |
614.8 |
|
1.618 |
583.3 |
|
2.618 |
532.0 |
|
4.250 |
448.5 |
|
|
| Fisher Pivots for day following 18-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
705.0 |
705.8 |
| PP |
698.3 |
699.8 |
| S1 |
691.5 |
693.5 |
|