ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 16-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2008 |
16-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
469.7 |
454.2 |
-15.5 |
-3.3% |
460.1 |
| High |
474.2 |
481.5 |
7.3 |
1.5% |
490.1 |
| Low |
441.8 |
453.3 |
11.5 |
2.6% |
425.8 |
| Close |
455.2 |
479.0 |
23.8 |
5.2% |
470.0 |
| Range |
32.4 |
28.2 |
-4.2 |
-13.0% |
64.3 |
| ATR |
27.3 |
27.4 |
0.1 |
0.2% |
0.0 |
| Volume |
229,168 |
211,155 |
-18,013 |
-7.9% |
256,518 |
|
| Daily Pivots for day following 16-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
555.8 |
545.8 |
494.5 |
|
| R3 |
527.8 |
517.5 |
486.8 |
|
| R2 |
499.5 |
499.5 |
484.3 |
|
| R1 |
489.3 |
489.3 |
481.5 |
494.3 |
| PP |
471.3 |
471.3 |
471.3 |
473.8 |
| S1 |
461.0 |
461.0 |
476.5 |
466.3 |
| S2 |
443.0 |
443.0 |
473.8 |
|
| S3 |
414.8 |
432.8 |
471.3 |
|
| S4 |
386.8 |
404.8 |
463.5 |
|
|
| 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 |
601.3 |
|
2.618 |
555.3 |
|
1.618 |
527.3 |
|
1.000 |
509.8 |
|
0.618 |
499.0 |
|
HIGH |
481.5 |
|
0.618 |
470.8 |
|
0.500 |
467.5 |
|
0.382 |
464.0 |
|
LOW |
453.3 |
|
0.618 |
435.8 |
|
1.000 |
425.0 |
|
1.618 |
407.8 |
|
2.618 |
379.5 |
|
4.250 |
333.5 |
|
|
| Fisher Pivots for day following 16-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
475.3 |
470.5 |
| PP |
471.3 |
462.0 |
| S1 |
467.5 |
453.8 |
|