ICE Russell 2000 Mini Future December 2008
| Trading Metrics calculated at close of trading on 01-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2008 |
01-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
647.5 |
679.9 |
32.4 |
5.0% |
742.9 |
| High |
690.7 |
679.9 |
-10.8 |
-1.6% |
752.9 |
| Low |
647.5 |
661.6 |
14.1 |
2.2% |
687.1 |
| Close |
678.0 |
674.6 |
-3.4 |
-0.5% |
703.8 |
| Range |
43.2 |
18.3 |
-24.9 |
-57.6% |
65.8 |
| ATR |
29.0 |
28.2 |
-0.8 |
-2.6% |
0.0 |
| Volume |
231,877 |
164,392 |
-67,485 |
-29.1% |
807,532 |
|
| Daily Pivots for day following 01-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
727.0 |
719.0 |
684.8 |
|
| R3 |
708.8 |
700.8 |
679.8 |
|
| R2 |
690.3 |
690.3 |
678.0 |
|
| R1 |
682.5 |
682.5 |
676.3 |
677.3 |
| PP |
672.0 |
672.0 |
672.0 |
669.5 |
| S1 |
664.3 |
664.3 |
673.0 |
659.0 |
| S2 |
653.8 |
653.8 |
671.3 |
|
| S3 |
635.5 |
645.8 |
669.5 |
|
| S4 |
617.3 |
627.5 |
664.5 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
912.0 |
873.8 |
740.0 |
|
| R3 |
846.3 |
808.0 |
722.0 |
|
| R2 |
780.5 |
780.5 |
715.8 |
|
| R1 |
742.0 |
742.0 |
709.8 |
728.3 |
| PP |
714.5 |
714.5 |
714.5 |
707.8 |
| S1 |
676.3 |
676.3 |
697.8 |
662.5 |
| S2 |
648.8 |
648.8 |
691.8 |
|
| S3 |
583.0 |
610.5 |
685.8 |
|
| S4 |
517.3 |
544.8 |
667.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
757.8 |
|
2.618 |
727.8 |
|
1.618 |
709.5 |
|
1.000 |
698.3 |
|
0.618 |
691.3 |
|
HIGH |
680.0 |
|
0.618 |
673.0 |
|
0.500 |
670.8 |
|
0.382 |
668.5 |
|
LOW |
661.5 |
|
0.618 |
650.3 |
|
1.000 |
643.3 |
|
1.618 |
632.0 |
|
2.618 |
613.8 |
|
4.250 |
583.8 |
|
|
| Fisher Pivots for day following 01-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
673.3 |
676.5 |
| PP |
672.0 |
675.8 |
| S1 |
670.8 |
675.3 |
|