ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 05-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2008 |
05-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
444.1 |
442.7 |
-1.4 |
-0.3% |
450.8 |
| High |
459.2 |
457.3 |
-1.9 |
-0.4% |
459.2 |
| Low |
430.8 |
422.2 |
-8.6 |
-2.0% |
415.0 |
| Close |
439.4 |
454.3 |
14.9 |
3.4% |
454.3 |
| Range |
28.4 |
35.1 |
6.7 |
23.6% |
44.2 |
| ATR |
23.7 |
24.5 |
0.8 |
3.4% |
0.0 |
| Volume |
272 |
142 |
-130 |
-47.8% |
575 |
|
| Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
550.0 |
537.3 |
473.5 |
|
| R3 |
514.8 |
502.0 |
464.0 |
|
| R2 |
479.8 |
479.8 |
460.8 |
|
| R1 |
467.0 |
467.0 |
457.5 |
473.3 |
| PP |
444.5 |
444.5 |
444.5 |
447.8 |
| S1 |
432.0 |
432.0 |
451.0 |
438.3 |
| S2 |
409.5 |
409.5 |
447.8 |
|
| S3 |
374.5 |
396.8 |
444.8 |
|
| S4 |
339.3 |
361.8 |
435.0 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
575.5 |
559.0 |
478.5 |
|
| R3 |
531.3 |
514.8 |
466.5 |
|
| R2 |
487.0 |
487.0 |
462.5 |
|
| R1 |
470.8 |
470.8 |
458.3 |
478.8 |
| PP |
442.8 |
442.8 |
442.8 |
447.0 |
| S1 |
426.5 |
426.5 |
450.3 |
434.8 |
| S2 |
398.8 |
398.8 |
446.3 |
|
| S3 |
354.5 |
382.3 |
442.3 |
|
| S4 |
310.3 |
338.0 |
430.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
606.5 |
|
2.618 |
549.3 |
|
1.618 |
514.0 |
|
1.000 |
492.5 |
|
0.618 |
479.0 |
|
HIGH |
457.3 |
|
0.618 |
444.0 |
|
0.500 |
439.8 |
|
0.382 |
435.5 |
|
LOW |
422.3 |
|
0.618 |
400.5 |
|
1.000 |
387.0 |
|
1.618 |
365.5 |
|
2.618 |
330.3 |
|
4.250 |
273.0 |
|
|
| Fisher Pivots for day following 05-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
449.5 |
449.8 |
| PP |
444.5 |
445.3 |
| S1 |
439.8 |
440.8 |
|