ICE Russell 2000 Mini Future December 2008
| Trading Metrics calculated at close of trading on 10-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2008 |
10-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
495.0 |
514.6 |
19.6 |
4.0% |
536.9 |
| High |
512.2 |
524.1 |
11.9 |
2.3% |
554.0 |
| Low |
491.5 |
487.4 |
-4.1 |
-0.8% |
491.5 |
| Close |
510.1 |
495.4 |
-14.7 |
-2.9% |
510.1 |
| Range |
20.7 |
36.7 |
16.0 |
77.3% |
62.5 |
| ATR |
36.4 |
36.4 |
0.0 |
0.1% |
0.0 |
| Volume |
154,910 |
130,350 |
-24,560 |
-15.9% |
713,483 |
|
| Daily Pivots for day following 10-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
612.5 |
590.5 |
515.5 |
|
| R3 |
575.8 |
554.0 |
505.5 |
|
| R2 |
539.0 |
539.0 |
502.3 |
|
| R1 |
517.3 |
517.3 |
498.8 |
509.8 |
| PP |
502.3 |
502.3 |
502.3 |
498.5 |
| S1 |
480.5 |
480.5 |
492.0 |
473.0 |
| S2 |
465.5 |
465.5 |
488.8 |
|
| S3 |
429.0 |
443.8 |
485.3 |
|
| S4 |
392.3 |
407.0 |
475.3 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
706.0 |
670.5 |
544.5 |
|
| R3 |
643.5 |
608.0 |
527.3 |
|
| R2 |
581.0 |
581.0 |
521.5 |
|
| R1 |
545.5 |
545.5 |
515.8 |
532.0 |
| PP |
518.5 |
518.5 |
518.5 |
511.8 |
| S1 |
483.0 |
483.0 |
504.3 |
469.5 |
| S2 |
456.0 |
456.0 |
498.8 |
|
| S3 |
393.5 |
420.5 |
493.0 |
|
| S4 |
331.0 |
358.0 |
475.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
554.0 |
487.4 |
66.6 |
13.4% |
27.8 |
5.6% |
12% |
False |
True |
126,566 |
| 10 |
554.0 |
438.5 |
115.5 |
23.3% |
30.0 |
6.1% |
49% |
False |
False |
153,015 |
| 20 |
599.3 |
438.5 |
160.8 |
32.5% |
38.8 |
7.8% |
35% |
False |
False |
182,138 |
| 40 |
765.5 |
438.5 |
327.0 |
66.0% |
41.3 |
8.3% |
17% |
False |
False |
207,857 |
| 60 |
765.5 |
438.5 |
327.0 |
66.0% |
33.0 |
6.7% |
17% |
False |
False |
146,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
680.0 |
|
2.618 |
620.3 |
|
1.618 |
583.5 |
|
1.000 |
560.8 |
|
0.618 |
546.8 |
|
HIGH |
524.0 |
|
0.618 |
510.0 |
|
0.500 |
505.8 |
|
0.382 |
501.5 |
|
LOW |
487.5 |
|
0.618 |
464.8 |
|
1.000 |
450.8 |
|
1.618 |
428.0 |
|
2.618 |
391.3 |
|
4.250 |
331.5 |
|
|
| Fisher Pivots for day following 10-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
505.8 |
505.8 |
| PP |
502.3 |
502.3 |
| S1 |
498.8 |
498.8 |
|