ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 12-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2008 |
12-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
475.2 |
441.5 |
-33.7 |
-7.1% |
460.1 |
| High |
475.2 |
471.6 |
-3.6 |
-0.8% |
490.1 |
| Low |
436.5 |
425.8 |
-10.7 |
-2.5% |
425.8 |
| Close |
448.4 |
470.0 |
21.6 |
4.8% |
470.0 |
| Range |
38.7 |
45.8 |
7.1 |
18.3% |
64.3 |
| ATR |
25.5 |
26.9 |
1.5 |
5.7% |
0.0 |
| Volume |
45,357 |
183,729 |
138,372 |
305.1% |
256,518 |
|
| Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
593.3 |
577.5 |
495.3 |
|
| R3 |
547.5 |
531.5 |
482.5 |
|
| R2 |
501.5 |
501.5 |
478.5 |
|
| R1 |
485.8 |
485.8 |
474.3 |
493.8 |
| PP |
455.8 |
455.8 |
455.8 |
459.8 |
| S1 |
440.0 |
440.0 |
465.8 |
448.0 |
| S2 |
410.0 |
410.0 |
461.5 |
|
| S3 |
364.3 |
394.3 |
457.5 |
|
| S4 |
318.5 |
348.5 |
444.8 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
654.8 |
626.8 |
505.3 |
|
| R3 |
590.5 |
562.5 |
487.8 |
|
| R2 |
526.3 |
526.3 |
481.8 |
|
| R1 |
498.3 |
498.3 |
476.0 |
512.3 |
| PP |
462.0 |
462.0 |
462.0 |
469.0 |
| S1 |
433.8 |
433.8 |
464.0 |
448.0 |
| S2 |
397.8 |
397.8 |
458.3 |
|
| S3 |
333.3 |
369.5 |
452.3 |
|
| S4 |
269.0 |
305.3 |
434.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
666.3 |
|
2.618 |
591.5 |
|
1.618 |
545.8 |
|
1.000 |
517.5 |
|
0.618 |
500.0 |
|
HIGH |
471.5 |
|
0.618 |
454.0 |
|
0.500 |
448.8 |
|
0.382 |
443.3 |
|
LOW |
425.8 |
|
0.618 |
397.5 |
|
1.000 |
380.0 |
|
1.618 |
351.8 |
|
2.618 |
306.0 |
|
4.250 |
231.3 |
|
|
| Fisher Pivots for day following 12-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
463.0 |
464.3 |
| PP |
455.8 |
458.5 |
| S1 |
448.8 |
452.8 |
|