ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 08-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2008 |
08-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
594.9 |
547.9 |
-47.0 |
-7.9% |
689.1 |
| High |
595.0 |
570.0 |
-25.0 |
-4.2% |
689.1 |
| Low |
551.7 |
542.8 |
-8.9 |
-1.6% |
628.8 |
| Close |
555.7 |
540.5 |
-15.2 |
-2.7% |
616.8 |
| Range |
43.3 |
27.2 |
-16.1 |
-37.2% |
60.3 |
| ATR |
|
|
|
|
|
| Volume |
7 |
45 |
38 |
542.9% |
389 |
|
| Daily Pivots for day following 08-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
632.8 |
613.8 |
555.5 |
|
| R3 |
605.5 |
586.5 |
548.0 |
|
| R2 |
578.3 |
578.3 |
545.5 |
|
| R1 |
559.5 |
559.5 |
543.0 |
555.3 |
| PP |
551.0 |
551.0 |
551.0 |
549.0 |
| S1 |
532.3 |
532.3 |
538.0 |
528.0 |
| S2 |
524.0 |
524.0 |
535.5 |
|
| S3 |
496.8 |
505.0 |
533.0 |
|
| S4 |
469.5 |
477.8 |
525.5 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
825.8 |
781.5 |
650.0 |
|
| R3 |
765.5 |
721.3 |
633.5 |
|
| R2 |
705.3 |
705.3 |
627.8 |
|
| R1 |
661.0 |
661.0 |
622.3 |
653.0 |
| PP |
645.0 |
645.0 |
645.0 |
641.0 |
| S1 |
600.8 |
600.8 |
611.3 |
592.8 |
| S2 |
584.5 |
584.5 |
605.8 |
|
| S3 |
524.3 |
540.5 |
600.3 |
|
| S4 |
464.0 |
480.0 |
583.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
685.5 |
|
2.618 |
641.3 |
|
1.618 |
614.0 |
|
1.000 |
597.3 |
|
0.618 |
586.8 |
|
HIGH |
570.0 |
|
0.618 |
559.5 |
|
0.500 |
556.5 |
|
0.382 |
553.3 |
|
LOW |
542.8 |
|
0.618 |
526.0 |
|
1.000 |
515.5 |
|
1.618 |
498.8 |
|
2.618 |
471.5 |
|
4.250 |
427.3 |
|
|
| Fisher Pivots for day following 08-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
556.5 |
574.0 |
| PP |
551.0 |
562.8 |
| S1 |
545.8 |
551.8 |
|