ICE Russell 2000 Mini Future December 2008
| Trading Metrics calculated at close of trading on 13-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2008 |
13-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
492.7 |
525.8 |
33.1 |
6.7% |
616.4 |
| High |
529.7 |
576.8 |
47.1 |
8.9% |
616.4 |
| Low |
462.2 |
525.8 |
63.6 |
13.8% |
462.2 |
| Close |
521.1 |
571.7 |
50.6 |
9.7% |
521.1 |
| Range |
67.5 |
51.0 |
-16.5 |
-24.4% |
154.2 |
| ATR |
39.9 |
41.1 |
1.1 |
2.8% |
0.0 |
| Volume |
281,017 |
418,565 |
137,548 |
48.9% |
1,353,543 |
|
| Daily Pivots for day following 13-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
711.0 |
692.5 |
599.8 |
|
| R3 |
660.0 |
641.5 |
585.8 |
|
| R2 |
609.0 |
609.0 |
581.0 |
|
| R1 |
590.5 |
590.5 |
576.5 |
599.8 |
| PP |
558.0 |
558.0 |
558.0 |
562.8 |
| S1 |
539.5 |
539.5 |
567.0 |
548.8 |
| S2 |
507.0 |
507.0 |
562.3 |
|
| S3 |
456.0 |
488.5 |
557.8 |
|
| S4 |
405.0 |
437.5 |
543.8 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
995.8 |
912.8 |
606.0 |
|
| R3 |
841.8 |
758.5 |
563.5 |
|
| R2 |
687.5 |
687.5 |
549.3 |
|
| R1 |
604.3 |
604.3 |
535.3 |
568.8 |
| PP |
533.3 |
533.3 |
533.3 |
515.5 |
| S1 |
450.0 |
450.0 |
507.0 |
414.5 |
| S2 |
379.0 |
379.0 |
492.8 |
|
| S3 |
224.8 |
295.8 |
478.8 |
|
| S4 |
70.8 |
141.8 |
436.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
793.5 |
|
2.618 |
710.3 |
|
1.618 |
659.3 |
|
1.000 |
627.8 |
|
0.618 |
608.3 |
|
HIGH |
576.8 |
|
0.618 |
557.3 |
|
0.500 |
551.3 |
|
0.382 |
545.3 |
|
LOW |
525.8 |
|
0.618 |
494.3 |
|
1.000 |
474.8 |
|
1.618 |
443.3 |
|
2.618 |
392.3 |
|
4.250 |
309.0 |
|
|
| Fisher Pivots for day following 13-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
565.0 |
554.3 |
| PP |
558.0 |
537.0 |
| S1 |
551.3 |
519.5 |
|