ICE Russell 2000 Mini Future December 2008
| Trading Metrics calculated at close of trading on 12-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2008 |
12-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
493.7 |
481.1 |
-12.6 |
-2.6% |
536.9 |
| High |
499.5 |
489.0 |
-10.5 |
-2.1% |
554.0 |
| Low |
478.6 |
444.1 |
-34.5 |
-7.2% |
491.5 |
| Close |
480.4 |
445.9 |
-34.5 |
-7.2% |
510.1 |
| Range |
20.9 |
44.9 |
24.0 |
114.8% |
62.5 |
| ATR |
35.3 |
36.0 |
0.7 |
1.9% |
0.0 |
| Volume |
110,547 |
132,316 |
21,769 |
19.7% |
713,483 |
|
| Daily Pivots for day following 12-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
594.3 |
565.0 |
470.5 |
|
| R3 |
549.5 |
520.3 |
458.3 |
|
| R2 |
504.5 |
504.5 |
454.3 |
|
| R1 |
475.3 |
475.3 |
450.0 |
467.5 |
| PP |
459.8 |
459.8 |
459.8 |
455.8 |
| S1 |
430.3 |
430.3 |
441.8 |
422.5 |
| S2 |
414.8 |
414.8 |
437.8 |
|
| S3 |
369.8 |
385.5 |
433.5 |
|
| S4 |
325.0 |
340.5 |
421.3 |
|
|
| 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 |
524.1 |
444.1 |
80.0 |
17.9% |
29.0 |
6.5% |
2% |
False |
True |
131,389 |
| 10 |
554.0 |
444.1 |
109.9 |
24.6% |
28.3 |
6.4% |
2% |
False |
True |
142,085 |
| 20 |
554.0 |
438.5 |
115.5 |
25.9% |
35.5 |
8.0% |
6% |
False |
False |
171,086 |
| 40 |
765.5 |
438.5 |
327.0 |
73.3% |
40.5 |
9.1% |
2% |
False |
False |
199,453 |
| 60 |
765.5 |
438.5 |
327.0 |
73.3% |
33.5 |
7.5% |
2% |
False |
False |
150,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
679.8 |
|
2.618 |
606.5 |
|
1.618 |
561.8 |
|
1.000 |
534.0 |
|
0.618 |
516.8 |
|
HIGH |
489.0 |
|
0.618 |
471.8 |
|
0.500 |
466.5 |
|
0.382 |
461.3 |
|
LOW |
444.0 |
|
0.618 |
416.3 |
|
1.000 |
399.3 |
|
1.618 |
371.5 |
|
2.618 |
326.5 |
|
4.250 |
253.3 |
|
|
| Fisher Pivots for day following 12-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
466.5 |
484.0 |
| PP |
459.8 |
471.3 |
| S1 |
452.8 |
458.8 |
|