ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 05-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2008 |
05-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
554.2 |
527.6 |
-26.6 |
-4.8% |
439.1 |
| High |
554.2 |
528.4 |
-25.8 |
-4.7% |
534.3 |
| Low |
530.4 |
527.0 |
-3.4 |
-0.6% |
439.1 |
| Close |
541.3 |
513.9 |
-27.4 |
-5.1% |
534.7 |
| Range |
23.8 |
1.4 |
-22.4 |
-94.1% |
95.2 |
| ATR |
22.5 |
21.9 |
-0.6 |
-2.6% |
0.0 |
| Volume |
1 |
15 |
14 |
1,400.0% |
60 |
|
| Daily Pivots for day following 05-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
527.3 |
522.0 |
514.8 |
|
| R3 |
526.0 |
520.5 |
514.3 |
|
| R2 |
524.5 |
524.5 |
514.3 |
|
| R1 |
519.3 |
519.3 |
514.0 |
521.3 |
| PP |
523.0 |
523.0 |
523.0 |
524.0 |
| S1 |
517.8 |
517.8 |
513.8 |
519.8 |
| S2 |
521.8 |
521.8 |
513.8 |
|
| S3 |
520.3 |
516.5 |
513.5 |
|
| S4 |
519.0 |
515.0 |
513.3 |
|
|
| 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 |
534.3 |
|
2.618 |
532.0 |
|
1.618 |
530.8 |
|
1.000 |
529.8 |
|
0.618 |
529.3 |
|
HIGH |
528.5 |
|
0.618 |
527.8 |
|
0.500 |
527.8 |
|
0.382 |
527.5 |
|
LOW |
527.0 |
|
0.618 |
526.3 |
|
1.000 |
525.5 |
|
1.618 |
524.8 |
|
2.618 |
523.3 |
|
4.250 |
521.0 |
|
|
| Fisher Pivots for day following 05-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
527.8 |
540.5 |
| PP |
523.0 |
531.8 |
| S1 |
518.5 |
522.8 |
|