ICE Russell 2000 Mini Future December 2008
| Trading Metrics calculated at close of trading on 30-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2008 |
30-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
707.4 |
647.5 |
-59.9 |
-8.5% |
742.9 |
| High |
708.0 |
690.7 |
-17.3 |
-2.4% |
752.9 |
| Low |
644.8 |
647.5 |
2.7 |
0.4% |
687.1 |
| Close |
650.1 |
678.0 |
27.9 |
4.3% |
703.8 |
| Range |
63.2 |
43.2 |
-20.0 |
-31.6% |
65.8 |
| ATR |
27.9 |
29.0 |
1.1 |
3.9% |
0.0 |
| Volume |
126,135 |
231,877 |
105,742 |
83.8% |
807,532 |
|
| Daily Pivots for day following 30-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
801.8 |
783.0 |
701.8 |
|
| R3 |
758.5 |
739.8 |
690.0 |
|
| R2 |
715.3 |
715.3 |
686.0 |
|
| R1 |
696.8 |
696.8 |
682.0 |
706.0 |
| PP |
672.0 |
672.0 |
672.0 |
676.8 |
| S1 |
653.5 |
653.5 |
674.0 |
662.8 |
| S2 |
628.8 |
628.8 |
670.0 |
|
| S3 |
585.8 |
610.3 |
666.0 |
|
| S4 |
542.5 |
567.0 |
654.3 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
912.0 |
873.8 |
740.0 |
|
| R3 |
846.3 |
808.0 |
722.0 |
|
| R2 |
780.5 |
780.5 |
715.8 |
|
| R1 |
742.0 |
742.0 |
709.8 |
728.3 |
| PP |
714.5 |
714.5 |
714.5 |
707.8 |
| S1 |
676.3 |
676.3 |
697.8 |
662.5 |
| S2 |
648.8 |
648.8 |
691.8 |
|
| S3 |
583.0 |
610.5 |
685.8 |
|
| S4 |
517.3 |
544.8 |
667.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
874.3 |
|
2.618 |
803.8 |
|
1.618 |
760.5 |
|
1.000 |
734.0 |
|
0.618 |
717.5 |
|
HIGH |
690.8 |
|
0.618 |
674.3 |
|
0.500 |
669.0 |
|
0.382 |
664.0 |
|
LOW |
647.5 |
|
0.618 |
620.8 |
|
1.000 |
604.3 |
|
1.618 |
577.5 |
|
2.618 |
534.5 |
|
4.250 |
464.0 |
|
|
| Fisher Pivots for day following 30-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
675.0 |
677.5 |
| PP |
672.0 |
677.0 |
| S1 |
669.0 |
676.5 |
|