ICE Russell 2000 Mini Future December 2008
| Trading Metrics calculated at close of trading on 17-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2008 |
17-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
457.6 |
479.5 |
21.9 |
4.8% |
456.0 |
| High |
484.1 |
494.1 |
10.0 |
2.1% |
493.1 |
| Low |
451.5 |
473.4 |
21.9 |
4.9% |
428.5 |
| Close |
482.2 |
485.6 |
3.4 |
0.7% |
472.6 |
| Range |
32.6 |
20.7 |
-11.9 |
-36.5% |
64.6 |
| ATR |
35.2 |
34.1 |
-1.0 |
-2.9% |
0.0 |
| Volume |
103,204 |
136,917 |
33,713 |
32.7% |
915,813 |
|
| Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
546.5 |
536.8 |
497.0 |
|
| R3 |
525.8 |
516.0 |
491.3 |
|
| R2 |
505.0 |
505.0 |
489.5 |
|
| R1 |
495.3 |
495.3 |
487.5 |
500.3 |
| PP |
484.3 |
484.3 |
484.3 |
486.8 |
| S1 |
474.8 |
474.8 |
483.8 |
479.5 |
| S2 |
463.8 |
463.8 |
481.8 |
|
| S3 |
443.0 |
454.0 |
480.0 |
|
| S4 |
422.3 |
433.3 |
474.3 |
|
|
| 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 |
494.1 |
428.5 |
65.6 |
13.5% |
33.8 |
6.9% |
87% |
True |
False |
142,818 |
| 10 |
494.1 |
422.0 |
72.1 |
14.8% |
32.0 |
6.6% |
88% |
True |
False |
165,564 |
| 20 |
494.1 |
369.2 |
124.9 |
25.7% |
34.8 |
7.2% |
93% |
True |
False |
162,124 |
| 40 |
554.0 |
369.2 |
184.8 |
38.1% |
35.0 |
7.2% |
63% |
False |
False |
161,682 |
| 60 |
713.7 |
369.2 |
344.5 |
70.9% |
38.5 |
7.9% |
34% |
False |
False |
181,158 |
| 80 |
765.5 |
369.2 |
396.3 |
81.6% |
35.3 |
7.3% |
29% |
False |
False |
162,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
582.0 |
|
2.618 |
548.3 |
|
1.618 |
527.5 |
|
1.000 |
514.8 |
|
0.618 |
507.0 |
|
HIGH |
494.0 |
|
0.618 |
486.3 |
|
0.500 |
483.8 |
|
0.382 |
481.3 |
|
LOW |
473.5 |
|
0.618 |
460.5 |
|
1.000 |
452.8 |
|
1.618 |
440.0 |
|
2.618 |
419.3 |
|
4.250 |
385.5 |
|
|
| Fisher Pivots for day following 17-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
485.0 |
480.3 |
| PP |
484.3 |
474.8 |
| S1 |
483.8 |
469.3 |
|