ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 30-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2008 |
30-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
478.2 |
497.1 |
18.9 |
4.0% |
532.4 |
| High |
499.1 |
514.2 |
15.1 |
3.0% |
535.1 |
| Low |
478.2 |
497.1 |
18.9 |
4.0% |
460.7 |
| Close |
484.5 |
514.7 |
30.2 |
6.2% |
460.7 |
| Range |
20.9 |
17.1 |
-3.8 |
-18.2% |
74.4 |
| ATR |
23.9 |
24.3 |
0.4 |
1.7% |
0.0 |
| Volume |
1 |
8 |
7 |
700.0% |
4 |
|
| Daily Pivots for day following 30-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
560.0 |
554.5 |
524.0 |
|
| R3 |
542.8 |
537.3 |
519.5 |
|
| R2 |
525.8 |
525.8 |
517.8 |
|
| R1 |
520.3 |
520.3 |
516.3 |
523.0 |
| PP |
508.8 |
508.8 |
508.8 |
510.0 |
| S1 |
503.3 |
503.3 |
513.3 |
506.0 |
| S2 |
491.5 |
491.5 |
511.5 |
|
| S3 |
474.5 |
486.0 |
510.0 |
|
| S4 |
457.3 |
469.0 |
505.3 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
708.8 |
659.0 |
501.5 |
|
| R3 |
634.3 |
584.8 |
481.3 |
|
| R2 |
560.0 |
560.0 |
474.3 |
|
| R1 |
510.3 |
510.3 |
467.5 |
498.0 |
| PP |
485.5 |
485.5 |
485.5 |
479.3 |
| S1 |
436.0 |
436.0 |
454.0 |
423.5 |
| S2 |
411.0 |
411.0 |
447.0 |
|
| S3 |
336.8 |
361.5 |
440.3 |
|
| S4 |
262.3 |
287.0 |
419.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
587.0 |
|
2.618 |
559.0 |
|
1.618 |
541.8 |
|
1.000 |
531.3 |
|
0.618 |
524.8 |
|
HIGH |
514.3 |
|
0.618 |
507.8 |
|
0.500 |
505.8 |
|
0.382 |
503.8 |
|
LOW |
497.0 |
|
0.618 |
486.5 |
|
1.000 |
480.0 |
|
1.618 |
469.5 |
|
2.618 |
452.3 |
|
4.250 |
424.5 |
|
|
| Fisher Pivots for day following 30-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
511.8 |
502.8 |
| PP |
508.8 |
491.0 |
| S1 |
505.8 |
479.3 |
|