ICE Russell 2000 Mini Future December 2008
| Trading Metrics calculated at close of trading on 22-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2008 |
22-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
547.7 |
536.5 |
-11.2 |
-2.0% |
525.8 |
| High |
552.7 |
538.8 |
-13.9 |
-2.5% |
599.3 |
| Low |
527.1 |
490.9 |
-36.2 |
-6.9% |
481.7 |
| Close |
534.1 |
504.8 |
-29.3 |
-5.5% |
517.7 |
| Range |
25.6 |
47.9 |
22.3 |
87.1% |
117.6 |
| ATR |
43.2 |
43.5 |
0.3 |
0.8% |
0.0 |
| Volume |
135,189 |
140,854 |
5,665 |
4.2% |
1,443,797 |
|
| Daily Pivots for day following 22-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
655.3 |
628.0 |
531.3 |
|
| R3 |
607.3 |
580.0 |
518.0 |
|
| R2 |
559.5 |
559.5 |
513.5 |
|
| R1 |
532.0 |
532.0 |
509.3 |
521.8 |
| PP |
511.5 |
511.5 |
511.5 |
506.3 |
| S1 |
484.3 |
484.3 |
500.5 |
474.0 |
| S2 |
463.5 |
463.5 |
496.0 |
|
| S3 |
415.8 |
436.3 |
491.8 |
|
| S4 |
367.8 |
388.5 |
478.5 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
885.8 |
819.3 |
582.5 |
|
| R3 |
768.0 |
701.8 |
550.0 |
|
| R2 |
650.5 |
650.5 |
539.3 |
|
| R1 |
584.0 |
584.0 |
528.5 |
558.5 |
| PP |
533.0 |
533.0 |
533.0 |
520.0 |
| S1 |
466.5 |
466.5 |
507.0 |
441.0 |
| S2 |
415.3 |
415.3 |
496.3 |
|
| S3 |
297.8 |
349.0 |
485.3 |
|
| S4 |
180.0 |
231.3 |
453.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
742.5 |
|
2.618 |
664.3 |
|
1.618 |
616.3 |
|
1.000 |
586.8 |
|
0.618 |
568.5 |
|
HIGH |
538.8 |
|
0.618 |
520.5 |
|
0.500 |
514.8 |
|
0.382 |
509.3 |
|
LOW |
491.0 |
|
0.618 |
461.3 |
|
1.000 |
443.0 |
|
1.618 |
413.5 |
|
2.618 |
365.5 |
|
4.250 |
287.3 |
|
|
| Fisher Pivots for day following 22-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
514.8 |
521.8 |
| PP |
511.5 |
516.3 |
| S1 |
508.3 |
510.5 |
|