ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 11-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2008 |
11-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
475.0 |
475.2 |
0.2 |
0.0% |
450.8 |
| High |
479.5 |
475.2 |
-4.3 |
-0.9% |
459.2 |
| Low |
464.2 |
436.5 |
-27.7 |
-6.0% |
415.0 |
| Close |
472.6 |
448.4 |
-24.2 |
-5.1% |
454.3 |
| Range |
15.3 |
38.7 |
23.4 |
152.9% |
44.2 |
| ATR |
24.5 |
25.5 |
1.0 |
4.2% |
0.0 |
| Volume |
22,053 |
45,357 |
23,304 |
105.7% |
575 |
|
| Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
569.5 |
547.8 |
469.8 |
|
| R3 |
530.8 |
509.0 |
459.0 |
|
| R2 |
492.0 |
492.0 |
455.5 |
|
| R1 |
470.3 |
470.3 |
452.0 |
461.8 |
| PP |
453.3 |
453.3 |
453.3 |
449.3 |
| S1 |
431.5 |
431.5 |
444.8 |
423.0 |
| S2 |
414.8 |
414.8 |
441.3 |
|
| S3 |
376.0 |
392.8 |
437.8 |
|
| S4 |
337.3 |
354.3 |
427.0 |
|
|
| 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 |
639.8 |
|
2.618 |
576.5 |
|
1.618 |
537.8 |
|
1.000 |
514.0 |
|
0.618 |
499.0 |
|
HIGH |
475.3 |
|
0.618 |
460.5 |
|
0.500 |
455.8 |
|
0.382 |
451.3 |
|
LOW |
436.5 |
|
0.618 |
412.5 |
|
1.000 |
397.8 |
|
1.618 |
374.0 |
|
2.618 |
335.3 |
|
4.250 |
272.0 |
|
|
| Fisher Pivots for day following 11-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
455.8 |
463.3 |
| PP |
453.3 |
458.3 |
| S1 |
451.0 |
453.3 |
|