ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 13-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2008 |
13-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
479.2 |
533.0 |
53.8 |
11.2% |
605.0 |
| High |
513.6 |
554.0 |
40.4 |
7.9% |
605.0 |
| Low |
469.0 |
533.0 |
64.0 |
13.6% |
469.0 |
| Close |
520.6 |
571.2 |
50.6 |
9.7% |
520.6 |
| Range |
44.6 |
21.0 |
-23.6 |
-52.9% |
136.0 |
| ATR |
26.2 |
26.8 |
0.5 |
1.9% |
0.0 |
| Volume |
23 |
23 |
0 |
0.0% |
106 |
|
| Daily Pivots for day following 13-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
615.8 |
614.5 |
582.8 |
|
| R3 |
594.8 |
593.5 |
577.0 |
|
| R2 |
573.8 |
573.8 |
575.0 |
|
| R1 |
572.5 |
572.5 |
573.0 |
573.0 |
| PP |
552.8 |
552.8 |
552.8 |
553.0 |
| S1 |
551.5 |
551.5 |
569.3 |
552.0 |
| S2 |
531.8 |
531.8 |
567.3 |
|
| S3 |
510.8 |
530.5 |
565.5 |
|
| S4 |
489.8 |
509.5 |
559.8 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
939.5 |
866.0 |
595.5 |
|
| R3 |
803.5 |
730.0 |
558.0 |
|
| R2 |
667.5 |
667.5 |
545.5 |
|
| R1 |
594.0 |
594.0 |
533.0 |
562.8 |
| PP |
531.5 |
531.5 |
531.5 |
516.0 |
| S1 |
458.0 |
458.0 |
508.3 |
426.8 |
| S2 |
395.5 |
395.5 |
495.8 |
|
| S3 |
259.5 |
322.0 |
483.3 |
|
| S4 |
123.5 |
186.0 |
445.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
643.3 |
|
2.618 |
609.0 |
|
1.618 |
588.0 |
|
1.000 |
575.0 |
|
0.618 |
567.0 |
|
HIGH |
554.0 |
|
0.618 |
546.0 |
|
0.500 |
543.5 |
|
0.382 |
541.0 |
|
LOW |
533.0 |
|
0.618 |
520.0 |
|
1.000 |
512.0 |
|
1.618 |
499.0 |
|
2.618 |
478.0 |
|
4.250 |
443.8 |
|
|
| Fisher Pivots for day following 13-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
562.0 |
551.3 |
| PP |
552.8 |
531.5 |
| S1 |
543.5 |
511.5 |
|