ICE Russell 2000 Mini Future December 2008
| Trading Metrics calculated at close of trading on 08-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2008 |
08-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
428.7 |
456.0 |
27.3 |
6.4% |
472.0 |
| High |
461.6 |
484.5 |
22.9 |
5.0% |
473.0 |
| Low |
422.0 |
453.2 |
31.2 |
7.4% |
412.4 |
| Close |
456.8 |
480.5 |
23.7 |
5.2% |
456.8 |
| Range |
39.6 |
31.3 |
-8.3 |
-21.0% |
60.6 |
| ATR |
36.7 |
36.3 |
-0.4 |
-1.1% |
0.0 |
| Volume |
176,645 |
198,527 |
21,882 |
12.4% |
777,593 |
|
| Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
566.8 |
554.8 |
497.8 |
|
| R3 |
535.3 |
523.5 |
489.0 |
|
| R2 |
504.0 |
504.0 |
486.3 |
|
| R1 |
492.3 |
492.3 |
483.3 |
498.3 |
| PP |
472.8 |
472.8 |
472.8 |
475.8 |
| S1 |
461.0 |
461.0 |
477.8 |
466.8 |
| S2 |
441.5 |
441.5 |
474.8 |
|
| S3 |
410.3 |
429.8 |
472.0 |
|
| S4 |
378.8 |
398.3 |
463.3 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
629.3 |
603.5 |
490.3 |
|
| R3 |
568.5 |
543.0 |
473.5 |
|
| R2 |
508.0 |
508.0 |
468.0 |
|
| R1 |
482.5 |
482.5 |
462.3 |
465.0 |
| PP |
447.5 |
447.5 |
447.5 |
438.8 |
| S1 |
421.8 |
421.8 |
451.3 |
404.3 |
| S2 |
386.8 |
386.8 |
445.8 |
|
| S3 |
326.3 |
361.3 |
440.3 |
|
| S4 |
265.5 |
300.5 |
423.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
484.5 |
417.7 |
66.8 |
13.9% |
31.5 |
6.6% |
94% |
True |
False |
184,815 |
| 10 |
490.0 |
396.6 |
93.4 |
19.4% |
35.8 |
7.4% |
90% |
False |
False |
154,841 |
| 20 |
524.1 |
369.2 |
154.9 |
32.2% |
37.0 |
7.7% |
72% |
False |
False |
162,859 |
| 40 |
599.3 |
369.2 |
230.1 |
47.9% |
38.3 |
8.0% |
48% |
False |
False |
179,704 |
| 60 |
765.5 |
369.2 |
396.3 |
82.5% |
39.8 |
8.3% |
28% |
False |
False |
192,848 |
| 80 |
765.5 |
369.2 |
396.3 |
82.5% |
33.8 |
7.0% |
28% |
False |
False |
148,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
617.5 |
|
2.618 |
566.5 |
|
1.618 |
535.3 |
|
1.000 |
515.8 |
|
0.618 |
503.8 |
|
HIGH |
484.5 |
|
0.618 |
472.5 |
|
0.500 |
468.8 |
|
0.382 |
465.3 |
|
LOW |
453.3 |
|
0.618 |
433.8 |
|
1.000 |
422.0 |
|
1.618 |
402.5 |
|
2.618 |
371.3 |
|
4.250 |
320.3 |
|
|
| Fisher Pivots for day following 08-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
476.5 |
471.5 |
| PP |
472.8 |
462.3 |
| S1 |
468.8 |
453.3 |
|