ICE Russell 2000 Mini Future December 2008
| Trading Metrics calculated at close of trading on 15-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2008 |
15-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
437.0 |
472.7 |
35.7 |
8.2% |
456.0 |
| High |
474.3 |
476.3 |
2.0 |
0.4% |
493.1 |
| Low |
428.5 |
444.6 |
16.1 |
3.8% |
428.5 |
| Close |
472.6 |
457.7 |
-14.9 |
-3.2% |
472.6 |
| Range |
45.8 |
31.7 |
-14.1 |
-30.8% |
64.6 |
| ATR |
35.7 |
35.4 |
-0.3 |
-0.8% |
0.0 |
| Volume |
169,019 |
124,561 |
-44,458 |
-26.3% |
915,813 |
|
| Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
554.8 |
537.8 |
475.3 |
|
| R3 |
523.0 |
506.3 |
466.5 |
|
| R2 |
491.3 |
491.3 |
463.5 |
|
| R1 |
474.5 |
474.5 |
460.5 |
467.0 |
| PP |
459.5 |
459.5 |
459.5 |
455.8 |
| S1 |
442.8 |
442.8 |
454.8 |
435.3 |
| S2 |
427.8 |
427.8 |
452.0 |
|
| S3 |
396.3 |
411.0 |
449.0 |
|
| S4 |
364.5 |
379.3 |
440.3 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
658.5 |
630.3 |
508.3 |
|
| R3 |
594.0 |
565.5 |
490.3 |
|
| R2 |
529.3 |
529.3 |
484.5 |
|
| R1 |
501.0 |
501.0 |
478.5 |
515.3 |
| PP |
464.8 |
464.8 |
464.8 |
471.8 |
| S1 |
436.3 |
436.3 |
466.8 |
450.5 |
| S2 |
400.3 |
400.3 |
460.8 |
|
| S3 |
335.5 |
371.8 |
454.8 |
|
| S4 |
271.0 |
307.3 |
437.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
493.1 |
428.5 |
64.6 |
14.1% |
32.8 |
7.2% |
45% |
False |
False |
168,369 |
| 10 |
493.1 |
417.7 |
75.4 |
16.5% |
32.3 |
7.0% |
53% |
False |
False |
176,592 |
| 20 |
493.1 |
369.2 |
123.9 |
27.1% |
34.8 |
7.6% |
71% |
False |
False |
167,175 |
| 40 |
554.0 |
369.2 |
184.8 |
40.4% |
35.3 |
7.7% |
48% |
False |
False |
164,655 |
| 60 |
752.9 |
369.2 |
383.7 |
83.8% |
38.8 |
8.5% |
23% |
False |
False |
183,387 |
| 80 |
765.5 |
369.2 |
396.3 |
86.6% |
35.0 |
7.6% |
22% |
False |
False |
159,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
611.0 |
|
2.618 |
559.3 |
|
1.618 |
527.5 |
|
1.000 |
508.0 |
|
0.618 |
496.0 |
|
HIGH |
476.3 |
|
0.618 |
464.3 |
|
0.500 |
460.5 |
|
0.382 |
456.8 |
|
LOW |
444.5 |
|
0.618 |
425.0 |
|
1.000 |
413.0 |
|
1.618 |
393.3 |
|
2.618 |
361.5 |
|
4.250 |
310.0 |
|
|
| Fisher Pivots for day following 15-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
460.5 |
456.3 |
| PP |
459.5 |
454.8 |
| S1 |
458.5 |
453.3 |
|