ICE Russell 2000 Mini Future December 2008
| Trading Metrics calculated at close of trading on 10-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2008 |
10-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
476.2 |
470.0 |
-6.2 |
-1.3% |
472.0 |
| High |
493.1 |
483.6 |
-9.5 |
-1.9% |
473.0 |
| Low |
461.1 |
466.3 |
5.2 |
1.1% |
412.4 |
| Close |
468.4 |
475.7 |
7.3 |
1.6% |
456.8 |
| Range |
32.0 |
17.3 |
-14.7 |
-45.9% |
60.6 |
| ATR |
36.0 |
34.7 |
-1.3 |
-3.7% |
0.0 |
| Volume |
176,053 |
191,821 |
15,768 |
9.0% |
777,593 |
|
| Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
527.0 |
518.8 |
485.3 |
|
| R3 |
509.8 |
501.5 |
480.5 |
|
| R2 |
492.5 |
492.5 |
478.8 |
|
| R1 |
484.0 |
484.0 |
477.3 |
488.3 |
| PP |
475.3 |
475.3 |
475.3 |
477.3 |
| S1 |
466.8 |
466.8 |
474.0 |
471.0 |
| S2 |
458.0 |
458.0 |
472.5 |
|
| S3 |
440.5 |
449.5 |
471.0 |
|
| S4 |
423.3 |
432.3 |
466.3 |
|
|
| 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 |
493.1 |
422.0 |
71.1 |
14.9% |
30.5 |
6.4% |
76% |
False |
False |
188,309 |
| 10 |
493.1 |
412.4 |
80.7 |
17.0% |
34.3 |
7.2% |
78% |
False |
False |
148,785 |
| 20 |
494.9 |
369.2 |
125.7 |
26.4% |
36.5 |
7.7% |
85% |
False |
False |
169,208 |
| 40 |
562.0 |
369.2 |
192.8 |
40.5% |
36.8 |
7.7% |
55% |
False |
False |
173,115 |
| 60 |
765.5 |
369.2 |
396.3 |
83.3% |
39.3 |
8.3% |
27% |
False |
False |
192,692 |
| 80 |
765.5 |
369.2 |
396.3 |
83.3% |
34.0 |
7.1% |
27% |
False |
False |
153,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
557.0 |
|
2.618 |
529.0 |
|
1.618 |
511.5 |
|
1.000 |
501.0 |
|
0.618 |
494.3 |
|
HIGH |
483.5 |
|
0.618 |
477.0 |
|
0.500 |
475.0 |
|
0.382 |
473.0 |
|
LOW |
466.3 |
|
0.618 |
455.5 |
|
1.000 |
449.0 |
|
1.618 |
438.3 |
|
2.618 |
421.0 |
|
4.250 |
392.8 |
|
|
| Fisher Pivots for day following 10-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
475.5 |
474.8 |
| PP |
475.3 |
474.0 |
| S1 |
475.0 |
473.3 |
|