ICE Russell 2000 Mini Future December 2008
| Trading Metrics calculated at close of trading on 29-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2008 |
29-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
439.8 |
482.3 |
42.5 |
9.7% |
517.0 |
| High |
488.8 |
506.7 |
17.9 |
3.7% |
552.7 |
| Low |
438.5 |
474.6 |
36.1 |
8.2% |
439.0 |
| Close |
484.1 |
486.0 |
1.9 |
0.4% |
461.3 |
| Range |
50.3 |
32.1 |
-18.2 |
-36.2% |
113.7 |
| ATR |
44.4 |
43.5 |
-0.9 |
-2.0% |
0.0 |
| Volume |
149,116 |
203,047 |
53,931 |
36.2% |
902,780 |
|
| Daily Pivots for day following 29-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
585.5 |
567.8 |
503.8 |
|
| R3 |
553.3 |
535.8 |
494.8 |
|
| R2 |
521.3 |
521.3 |
492.0 |
|
| R1 |
503.5 |
503.5 |
489.0 |
512.5 |
| PP |
489.0 |
489.0 |
489.0 |
493.5 |
| S1 |
471.5 |
471.5 |
483.0 |
480.3 |
| S2 |
457.0 |
457.0 |
480.0 |
|
| S3 |
425.0 |
439.5 |
477.3 |
|
| S4 |
392.8 |
407.3 |
468.3 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
825.5 |
757.0 |
523.8 |
|
| R3 |
711.8 |
643.3 |
492.5 |
|
| R2 |
598.0 |
598.0 |
482.3 |
|
| R1 |
529.8 |
529.8 |
471.8 |
507.0 |
| PP |
484.3 |
484.3 |
484.3 |
473.0 |
| S1 |
416.0 |
416.0 |
451.0 |
393.3 |
| S2 |
370.8 |
370.8 |
440.5 |
|
| S3 |
257.0 |
302.3 |
430.0 |
|
| S4 |
143.3 |
188.5 |
398.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
643.0 |
|
2.618 |
590.8 |
|
1.618 |
558.8 |
|
1.000 |
538.8 |
|
0.618 |
526.5 |
|
HIGH |
506.8 |
|
0.618 |
494.5 |
|
0.500 |
490.8 |
|
0.382 |
486.8 |
|
LOW |
474.5 |
|
0.618 |
454.8 |
|
1.000 |
442.5 |
|
1.618 |
422.8 |
|
2.618 |
390.5 |
|
4.250 |
338.3 |
|
|
| Fisher Pivots for day following 29-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
490.8 |
481.5 |
| PP |
489.0 |
477.0 |
| S1 |
487.5 |
472.5 |
|