ICE Russell 2000 Mini Future December 2008
| Trading Metrics calculated at close of trading on 08-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2008 |
08-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
592.6 |
553.6 |
-39.0 |
-6.6% |
707.4 |
| High |
603.7 |
580.3 |
-23.4 |
-3.9% |
708.0 |
| Low |
551.3 |
528.4 |
-22.9 |
-4.2% |
614.1 |
| Close |
555.9 |
540.7 |
-15.2 |
-2.7% |
616.4 |
| Range |
52.4 |
51.9 |
-0.5 |
-1.0% |
93.9 |
| ATR |
33.4 |
34.7 |
1.3 |
3.9% |
0.0 |
| Volume |
286,707 |
268,155 |
-18,552 |
-6.5% |
812,135 |
|
| Daily Pivots for day following 08-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
705.5 |
675.0 |
569.3 |
|
| R3 |
653.5 |
623.0 |
555.0 |
|
| R2 |
601.8 |
601.8 |
550.3 |
|
| R1 |
571.3 |
571.3 |
545.5 |
560.5 |
| PP |
549.8 |
549.8 |
549.8 |
544.5 |
| S1 |
519.3 |
519.3 |
536.0 |
508.5 |
| S2 |
498.0 |
498.0 |
531.3 |
|
| S3 |
446.0 |
467.5 |
526.5 |
|
| S4 |
394.0 |
415.5 |
512.3 |
|
|
| 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 |
801.0 |
|
2.618 |
716.3 |
|
1.618 |
664.3 |
|
1.000 |
632.3 |
|
0.618 |
612.3 |
|
HIGH |
580.3 |
|
0.618 |
560.5 |
|
0.500 |
554.3 |
|
0.382 |
548.3 |
|
LOW |
528.5 |
|
0.618 |
496.3 |
|
1.000 |
476.5 |
|
1.618 |
444.5 |
|
2.618 |
392.5 |
|
4.250 |
307.8 |
|
|
| Fisher Pivots for day following 08-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
554.3 |
572.5 |
| PP |
549.8 |
561.8 |
| S1 |
545.3 |
551.3 |
|