ICE Russell 2000 Mini Future December 2008
| 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 |
456.0 |
476.2 |
20.2 |
4.4% |
472.0 |
| High |
484.5 |
493.1 |
8.6 |
1.8% |
473.0 |
| Low |
453.2 |
461.1 |
7.9 |
1.7% |
412.4 |
| Close |
480.5 |
468.4 |
-12.1 |
-2.5% |
456.8 |
| Range |
31.3 |
32.0 |
0.7 |
2.2% |
60.6 |
| ATR |
36.3 |
36.0 |
-0.3 |
-0.9% |
0.0 |
| Volume |
198,527 |
176,053 |
-22,474 |
-11.3% |
777,593 |
|
| Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
570.3 |
551.3 |
486.0 |
|
| R3 |
538.3 |
519.3 |
477.3 |
|
| R2 |
506.3 |
506.3 |
474.3 |
|
| R1 |
487.3 |
487.3 |
471.3 |
480.8 |
| PP |
474.3 |
474.3 |
474.3 |
471.0 |
| S1 |
455.3 |
455.3 |
465.5 |
448.8 |
| S2 |
442.3 |
442.3 |
462.5 |
|
| S3 |
410.3 |
423.3 |
459.5 |
|
| S4 |
378.3 |
391.3 |
450.8 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
629.3 |
603.5 |
490.3 |
|
| R3 |
568.5 |
543.0 |
473.5 |
|
| R2 |
508.0 |
508.0 |
468.0 |
|
| R1 |
482.5 |
482.5 |
462.3 |
465.0 |
| PP |
447.5 |
447.5 |
447.5 |
438.8 |
| S1 |
421.8 |
421.8 |
451.3 |
404.3 |
| S2 |
386.8 |
386.8 |
445.8 |
|
| S3 |
326.3 |
361.3 |
440.3 |
|
| S4 |
265.5 |
300.5 |
423.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
493.1 |
422.0 |
71.1 |
15.2% |
32.8 |
7.0% |
65% |
True |
False |
185,912 |
| 10 |
493.1 |
412.4 |
80.7 |
17.2% |
34.8 |
7.4% |
69% |
True |
False |
147,470 |
| 20 |
499.5 |
369.2 |
130.3 |
27.8% |
36.8 |
7.8% |
76% |
False |
False |
165,144 |
| 40 |
599.3 |
369.2 |
230.1 |
49.1% |
37.8 |
8.1% |
43% |
False |
False |
173,641 |
| 60 |
765.5 |
369.2 |
396.3 |
84.6% |
39.8 |
8.5% |
25% |
False |
False |
193,619 |
| 80 |
765.5 |
369.2 |
396.3 |
84.6% |
34.0 |
7.2% |
25% |
False |
False |
150,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
629.0 |
|
2.618 |
577.0 |
|
1.618 |
545.0 |
|
1.000 |
525.0 |
|
0.618 |
513.0 |
|
HIGH |
493.0 |
|
0.618 |
481.0 |
|
0.500 |
477.0 |
|
0.382 |
473.3 |
|
LOW |
461.0 |
|
0.618 |
441.3 |
|
1.000 |
429.0 |
|
1.618 |
409.3 |
|
2.618 |
377.3 |
|
4.250 |
325.0 |
|
|
| Fisher Pivots for day following 09-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
477.0 |
464.8 |
| PP |
474.3 |
461.3 |
| S1 |
471.3 |
457.5 |
|