ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 08-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2008 |
08-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
442.7 |
460.1 |
17.4 |
3.9% |
450.8 |
| High |
457.3 |
482.0 |
24.7 |
5.4% |
459.2 |
| Low |
422.2 |
460.1 |
37.9 |
9.0% |
415.0 |
| Close |
454.3 |
478.2 |
23.9 |
5.3% |
454.3 |
| Range |
35.1 |
21.9 |
-13.2 |
-37.6% |
44.2 |
| ATR |
24.5 |
24.7 |
0.2 |
0.9% |
0.0 |
| Volume |
142 |
1,167 |
1,025 |
721.8% |
575 |
|
| Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
539.3 |
530.5 |
490.3 |
|
| R3 |
517.3 |
508.8 |
484.3 |
|
| R2 |
495.3 |
495.3 |
482.3 |
|
| R1 |
486.8 |
486.8 |
480.3 |
491.0 |
| PP |
473.5 |
473.5 |
473.5 |
475.5 |
| S1 |
464.8 |
464.8 |
476.3 |
469.3 |
| S2 |
451.5 |
451.5 |
474.3 |
|
| S3 |
429.8 |
443.0 |
472.3 |
|
| S4 |
407.8 |
421.0 |
466.3 |
|
|
| 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 |
575.0 |
|
2.618 |
539.3 |
|
1.618 |
517.5 |
|
1.000 |
504.0 |
|
0.618 |
495.5 |
|
HIGH |
482.0 |
|
0.618 |
473.8 |
|
0.500 |
471.0 |
|
0.382 |
468.5 |
|
LOW |
460.0 |
|
0.618 |
446.5 |
|
1.000 |
438.3 |
|
1.618 |
424.8 |
|
2.618 |
402.8 |
|
4.250 |
367.0 |
|
|
| Fisher Pivots for day following 08-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
475.8 |
469.5 |
| PP |
473.5 |
460.8 |
| S1 |
471.0 |
452.0 |
|