ICE Russell 2000 Mini Future December 2008
| Trading Metrics calculated at close of trading on 13-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2008 |
13-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
481.1 |
448.2 |
-32.9 |
-6.8% |
536.9 |
| High |
489.0 |
494.9 |
5.9 |
1.2% |
554.0 |
| Low |
444.1 |
430.5 |
-13.6 |
-3.1% |
491.5 |
| Close |
445.9 |
488.9 |
43.0 |
9.6% |
510.1 |
| Range |
44.9 |
64.4 |
19.5 |
43.4% |
62.5 |
| ATR |
36.0 |
38.0 |
2.0 |
5.6% |
0.0 |
| Volume |
132,316 |
141,433 |
9,117 |
6.9% |
713,483 |
|
| Daily Pivots for day following 13-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
664.8 |
641.3 |
524.3 |
|
| R3 |
600.3 |
576.8 |
506.5 |
|
| R2 |
535.8 |
535.8 |
500.8 |
|
| R1 |
512.3 |
512.3 |
494.8 |
524.0 |
| PP |
471.5 |
471.5 |
471.5 |
477.3 |
| S1 |
448.0 |
448.0 |
483.0 |
459.8 |
| S2 |
407.0 |
407.0 |
477.0 |
|
| S3 |
342.8 |
383.5 |
471.3 |
|
| S4 |
278.3 |
319.3 |
453.5 |
|
|
| 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 |
430.5 |
93.6 |
19.1% |
37.5 |
7.7% |
62% |
False |
True |
133,911 |
| 10 |
554.0 |
430.5 |
123.5 |
25.3% |
31.8 |
6.5% |
47% |
False |
True |
138,010 |
| 20 |
554.0 |
430.5 |
123.5 |
25.3% |
35.8 |
7.3% |
47% |
False |
True |
166,854 |
| 40 |
765.5 |
430.5 |
335.0 |
68.5% |
41.0 |
8.4% |
17% |
False |
True |
194,693 |
| 60 |
765.5 |
430.5 |
335.0 |
68.5% |
34.5 |
7.0% |
17% |
False |
True |
152,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
768.5 |
|
2.618 |
663.5 |
|
1.618 |
599.0 |
|
1.000 |
559.3 |
|
0.618 |
534.8 |
|
HIGH |
495.0 |
|
0.618 |
470.3 |
|
0.500 |
462.8 |
|
0.382 |
455.0 |
|
LOW |
430.5 |
|
0.618 |
390.8 |
|
1.000 |
366.0 |
|
1.618 |
326.3 |
|
2.618 |
262.0 |
|
4.250 |
156.8 |
|
|
| Fisher Pivots for day following 13-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
480.3 |
481.0 |
| PP |
471.5 |
473.0 |
| S1 |
462.8 |
465.0 |
|