ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 18-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2008 |
18-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
452.1 |
435.6 |
-16.5 |
-3.6% |
489.8 |
| High |
460.5 |
437.8 |
-22.7 |
-4.9% |
491.8 |
| Low |
452.1 |
435.6 |
-16.5 |
-3.6% |
446.1 |
| Close |
447.7 |
452.3 |
4.6 |
1.0% |
446.1 |
| Range |
8.4 |
2.2 |
-6.2 |
-73.8% |
45.7 |
| ATR |
22.2 |
21.5 |
-0.7 |
-3.2% |
0.0 |
| Volume |
0 |
4 |
4 |
|
9 |
|
| Daily Pivots for day following 18-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
448.5 |
452.5 |
453.5 |
|
| R3 |
446.3 |
450.5 |
453.0 |
|
| R2 |
444.0 |
444.0 |
452.8 |
|
| R1 |
448.3 |
448.3 |
452.5 |
446.3 |
| PP |
442.0 |
442.0 |
442.0 |
441.0 |
| S1 |
446.0 |
446.0 |
452.0 |
444.0 |
| S2 |
439.8 |
439.8 |
452.0 |
|
| S3 |
437.5 |
443.8 |
451.8 |
|
| S4 |
435.3 |
441.5 |
451.0 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
598.5 |
568.0 |
471.3 |
|
| R3 |
552.8 |
522.3 |
458.8 |
|
| R2 |
507.0 |
507.0 |
454.5 |
|
| R1 |
476.5 |
476.5 |
450.3 |
469.0 |
| PP |
461.3 |
461.3 |
461.3 |
457.5 |
| S1 |
430.8 |
430.8 |
442.0 |
423.3 |
| S2 |
415.8 |
415.8 |
437.8 |
|
| S3 |
370.0 |
385.3 |
433.5 |
|
| S4 |
324.3 |
339.5 |
421.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
447.3 |
|
2.618 |
443.5 |
|
1.618 |
441.3 |
|
1.000 |
440.0 |
|
0.618 |
439.3 |
|
HIGH |
437.8 |
|
0.618 |
437.0 |
|
0.500 |
436.8 |
|
0.382 |
436.5 |
|
LOW |
435.5 |
|
0.618 |
434.3 |
|
1.000 |
433.5 |
|
1.618 |
432.0 |
|
2.618 |
429.8 |
|
4.250 |
426.3 |
|
|
| Fisher Pivots for day following 18-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
447.0 |
451.0 |
| PP |
442.0 |
449.5 |
| S1 |
436.8 |
448.0 |
|