ICE Russell 2000 Mini Future December 2008
| Trading Metrics calculated at close of trading on 23-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2008 |
23-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
536.5 |
509.5 |
-27.0 |
-5.0% |
525.8 |
| High |
538.8 |
517.3 |
-21.5 |
-4.0% |
599.3 |
| Low |
490.9 |
464.9 |
-26.0 |
-5.3% |
481.7 |
| Close |
504.8 |
487.0 |
-17.8 |
-3.5% |
517.7 |
| Range |
47.9 |
52.4 |
4.5 |
9.4% |
117.6 |
| ATR |
43.5 |
44.2 |
0.6 |
1.5% |
0.0 |
| Volume |
140,854 |
169,933 |
29,079 |
20.6% |
1,443,797 |
|
| Daily Pivots for day following 23-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
647.0 |
619.3 |
515.8 |
|
| R3 |
594.5 |
567.0 |
501.5 |
|
| R2 |
542.3 |
542.3 |
496.5 |
|
| R1 |
514.5 |
514.5 |
491.8 |
502.3 |
| PP |
489.8 |
489.8 |
489.8 |
483.5 |
| S1 |
462.3 |
462.3 |
482.3 |
449.8 |
| S2 |
437.3 |
437.3 |
477.5 |
|
| S3 |
385.0 |
409.8 |
472.5 |
|
| S4 |
332.5 |
357.3 |
458.3 |
|
|
| 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 |
740.0 |
|
2.618 |
654.5 |
|
1.618 |
602.0 |
|
1.000 |
569.8 |
|
0.618 |
549.8 |
|
HIGH |
517.3 |
|
0.618 |
497.3 |
|
0.500 |
491.0 |
|
0.382 |
485.0 |
|
LOW |
465.0 |
|
0.618 |
432.5 |
|
1.000 |
412.5 |
|
1.618 |
380.0 |
|
2.618 |
327.8 |
|
4.250 |
242.3 |
|
|
| Fisher Pivots for day following 23-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
491.0 |
508.8 |
| PP |
489.8 |
501.5 |
| S1 |
488.3 |
494.3 |
|