ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 04-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2008 |
04-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
532.7 |
554.2 |
21.5 |
4.0% |
439.1 |
| High |
532.7 |
554.2 |
21.5 |
4.0% |
534.3 |
| Low |
532.7 |
530.4 |
-2.3 |
-0.4% |
439.1 |
| Close |
539.2 |
541.3 |
2.1 |
0.4% |
534.7 |
| Range |
0.0 |
23.8 |
23.8 |
|
95.2 |
| ATR |
22.4 |
22.5 |
0.1 |
0.4% |
0.0 |
| Volume |
15 |
1 |
-14 |
-93.3% |
60 |
|
| Daily Pivots for day following 04-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
613.3 |
601.3 |
554.5 |
|
| R3 |
589.5 |
577.3 |
547.8 |
|
| R2 |
565.8 |
565.8 |
545.8 |
|
| R1 |
553.5 |
553.5 |
543.5 |
547.8 |
| PP |
542.0 |
542.0 |
542.0 |
539.0 |
| S1 |
529.8 |
529.8 |
539.0 |
524.0 |
| S2 |
518.3 |
518.3 |
537.0 |
|
| S3 |
494.3 |
506.0 |
534.8 |
|
| S4 |
470.5 |
482.3 |
528.3 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
788.3 |
756.8 |
587.0 |
|
| R3 |
693.0 |
661.5 |
561.0 |
|
| R2 |
598.0 |
598.0 |
552.3 |
|
| R1 |
566.3 |
566.3 |
543.5 |
582.0 |
| PP |
502.8 |
502.8 |
502.8 |
510.5 |
| S1 |
471.0 |
471.0 |
526.0 |
487.0 |
| S2 |
407.5 |
407.5 |
517.3 |
|
| S3 |
312.3 |
376.0 |
508.5 |
|
| S4 |
217.0 |
280.8 |
482.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
655.3 |
|
2.618 |
616.5 |
|
1.618 |
592.8 |
|
1.000 |
578.0 |
|
0.618 |
569.0 |
|
HIGH |
554.3 |
|
0.618 |
545.0 |
|
0.500 |
542.3 |
|
0.382 |
539.5 |
|
LOW |
530.5 |
|
0.618 |
515.8 |
|
1.000 |
506.5 |
|
1.618 |
492.0 |
|
2.618 |
468.0 |
|
4.250 |
429.3 |
|
|
| Fisher Pivots for day following 04-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
542.3 |
539.8 |
| PP |
542.0 |
538.5 |
| S1 |
541.8 |
537.0 |
|