ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 20-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2008 |
20-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
525.0 |
532.4 |
7.4 |
1.4% |
533.0 |
| High |
525.0 |
535.1 |
10.1 |
1.9% |
573.6 |
| Low |
521.1 |
528.0 |
6.9 |
1.3% |
510.5 |
| Close |
517.1 |
547.8 |
30.7 |
5.9% |
517.1 |
| Range |
3.9 |
7.1 |
3.2 |
82.1% |
63.1 |
| ATR |
26.6 |
26.0 |
-0.6 |
-2.3% |
0.0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
558.3 |
560.3 |
551.8 |
|
| R3 |
551.3 |
553.0 |
549.8 |
|
| R2 |
544.0 |
544.0 |
549.0 |
|
| R1 |
546.0 |
546.0 |
548.5 |
545.0 |
| PP |
537.0 |
537.0 |
537.0 |
536.5 |
| S1 |
538.8 |
538.8 |
547.3 |
538.0 |
| S2 |
529.8 |
529.8 |
546.5 |
|
| S3 |
522.8 |
531.8 |
545.8 |
|
| S4 |
515.8 |
524.8 |
544.0 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
723.0 |
683.3 |
551.8 |
|
| R3 |
660.0 |
620.0 |
534.5 |
|
| R2 |
596.8 |
596.8 |
528.8 |
|
| R1 |
557.0 |
557.0 |
523.0 |
545.3 |
| PP |
533.8 |
533.8 |
533.8 |
528.0 |
| S1 |
493.8 |
493.8 |
511.3 |
482.3 |
| S2 |
470.8 |
470.8 |
505.5 |
|
| S3 |
407.5 |
430.8 |
499.8 |
|
| S4 |
344.5 |
367.8 |
482.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
565.3 |
|
2.618 |
553.8 |
|
1.618 |
546.5 |
|
1.000 |
542.3 |
|
0.618 |
539.5 |
|
HIGH |
535.0 |
|
0.618 |
532.5 |
|
0.500 |
531.5 |
|
0.382 |
530.8 |
|
LOW |
528.0 |
|
0.618 |
523.5 |
|
1.000 |
521.0 |
|
1.618 |
516.5 |
|
2.618 |
509.5 |
|
4.250 |
497.8 |
|
|
| Fisher Pivots for day following 20-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
542.5 |
541.3 |
| PP |
537.0 |
534.8 |
| S1 |
531.5 |
528.0 |
|