ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 09-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
460.1 |
477.0 |
16.9 |
3.7% |
450.8 |
| High |
482.0 |
490.1 |
8.1 |
1.7% |
459.2 |
| Low |
460.1 |
459.1 |
-1.0 |
-0.2% |
415.0 |
| Close |
478.2 |
465.5 |
-12.7 |
-2.7% |
454.3 |
| Range |
21.9 |
31.0 |
9.1 |
41.6% |
44.2 |
| ATR |
24.7 |
25.2 |
0.4 |
1.8% |
0.0 |
| Volume |
1,167 |
4,212 |
3,045 |
260.9% |
575 |
|
| Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
564.5 |
546.0 |
482.5 |
|
| R3 |
533.5 |
515.0 |
474.0 |
|
| R2 |
502.5 |
502.5 |
471.3 |
|
| R1 |
484.0 |
484.0 |
468.3 |
477.8 |
| PP |
471.5 |
471.5 |
471.5 |
468.5 |
| S1 |
453.0 |
453.0 |
462.8 |
446.8 |
| S2 |
440.5 |
440.5 |
459.8 |
|
| S3 |
409.5 |
422.0 |
457.0 |
|
| S4 |
378.5 |
391.0 |
448.5 |
|
|
| 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 |
621.8 |
|
2.618 |
571.3 |
|
1.618 |
540.3 |
|
1.000 |
521.0 |
|
0.618 |
509.3 |
|
HIGH |
490.0 |
|
0.618 |
478.3 |
|
0.500 |
474.5 |
|
0.382 |
471.0 |
|
LOW |
459.0 |
|
0.618 |
440.0 |
|
1.000 |
428.0 |
|
1.618 |
409.0 |
|
2.618 |
378.0 |
|
4.250 |
327.3 |
|
|
| Fisher Pivots for day following 09-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
474.5 |
462.5 |
| PP |
471.5 |
459.3 |
| S1 |
468.5 |
456.3 |
|