ICE Russell 2000 Mini Future December 2008
| Trading Metrics calculated at close of trading on 07-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2008 |
07-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
616.4 |
592.6 |
-23.8 |
-3.9% |
707.4 |
| High |
616.4 |
603.7 |
-12.7 |
-2.1% |
708.0 |
| Low |
562.1 |
551.3 |
-10.8 |
-1.9% |
614.1 |
| Close |
593.1 |
555.9 |
-37.2 |
-6.3% |
616.4 |
| Range |
54.3 |
52.4 |
-1.9 |
-3.5% |
93.9 |
| ATR |
32.0 |
33.4 |
1.5 |
4.6% |
0.0 |
| Volume |
188,737 |
286,707 |
97,970 |
51.9% |
812,135 |
|
| Daily Pivots for day following 07-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
727.5 |
694.0 |
584.8 |
|
| R3 |
675.0 |
641.8 |
570.3 |
|
| R2 |
622.8 |
622.8 |
565.5 |
|
| R1 |
589.3 |
589.3 |
560.8 |
579.8 |
| PP |
570.3 |
570.3 |
570.3 |
565.5 |
| S1 |
537.0 |
537.0 |
551.0 |
527.5 |
| S2 |
518.0 |
518.0 |
546.3 |
|
| S3 |
465.5 |
484.5 |
541.5 |
|
| S4 |
413.0 |
432.0 |
527.0 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
927.8 |
866.0 |
668.0 |
|
| R3 |
834.0 |
772.3 |
642.3 |
|
| R2 |
740.0 |
740.0 |
633.5 |
|
| R1 |
678.3 |
678.3 |
625.0 |
662.3 |
| PP |
646.3 |
646.3 |
646.3 |
638.3 |
| S1 |
584.3 |
584.3 |
607.8 |
568.3 |
| S2 |
552.3 |
552.3 |
599.3 |
|
| S3 |
458.3 |
490.5 |
590.5 |
|
| S4 |
364.5 |
396.5 |
564.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
826.5 |
|
2.618 |
741.0 |
|
1.618 |
688.5 |
|
1.000 |
656.0 |
|
0.618 |
636.0 |
|
HIGH |
603.8 |
|
0.618 |
583.8 |
|
0.500 |
577.5 |
|
0.382 |
571.3 |
|
LOW |
551.3 |
|
0.618 |
519.0 |
|
1.000 |
499.0 |
|
1.618 |
466.5 |
|
2.618 |
414.0 |
|
4.250 |
328.5 |
|
|
| Fisher Pivots for day following 07-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
577.5 |
603.5 |
| PP |
570.3 |
587.5 |
| S1 |
563.0 |
571.8 |
|