ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 14-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2008 |
14-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
533.0 |
573.6 |
40.6 |
7.6% |
605.0 |
| High |
554.0 |
573.6 |
19.6 |
3.5% |
605.0 |
| Low |
533.0 |
561.2 |
28.2 |
5.3% |
469.0 |
| Close |
571.2 |
558.0 |
-13.2 |
-2.3% |
520.6 |
| Range |
21.0 |
12.4 |
-8.6 |
-41.0% |
136.0 |
| ATR |
26.8 |
25.7 |
-1.0 |
-3.8% |
0.0 |
| Volume |
23 |
7 |
-16 |
-69.6% |
106 |
|
| Daily Pivots for day following 14-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
601.5 |
592.3 |
564.8 |
|
| R3 |
589.0 |
579.8 |
561.5 |
|
| R2 |
576.8 |
576.8 |
560.3 |
|
| R1 |
567.3 |
567.3 |
559.3 |
565.8 |
| PP |
564.3 |
564.3 |
564.3 |
563.5 |
| S1 |
555.0 |
555.0 |
556.8 |
553.5 |
| S2 |
551.8 |
551.8 |
555.8 |
|
| S3 |
539.5 |
542.5 |
554.5 |
|
| S4 |
527.0 |
530.3 |
551.3 |
|
|
| 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 |
626.3 |
|
2.618 |
606.0 |
|
1.618 |
593.8 |
|
1.000 |
586.0 |
|
0.618 |
581.3 |
|
HIGH |
573.5 |
|
0.618 |
568.8 |
|
0.500 |
567.5 |
|
0.382 |
566.0 |
|
LOW |
561.3 |
|
0.618 |
553.5 |
|
1.000 |
548.8 |
|
1.618 |
541.3 |
|
2.618 |
528.8 |
|
4.250 |
508.5 |
|
|
| Fisher Pivots for day following 14-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
567.5 |
545.8 |
| PP |
564.3 |
533.5 |
| S1 |
561.3 |
521.3 |
|