ICE Russell 2000 Mini Future December 2008
| Trading Metrics calculated at close of trading on 19-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2008 |
19-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
448.0 |
449.4 |
1.4 |
0.3% |
514.6 |
| High |
458.5 |
454.3 |
-4.2 |
-0.9% |
524.1 |
| Low |
428.9 |
410.0 |
-18.9 |
-4.4% |
430.5 |
| Close |
454.1 |
413.1 |
-41.0 |
-9.0% |
447.7 |
| Range |
29.6 |
44.3 |
14.7 |
49.7% |
93.6 |
| ATR |
36.6 |
37.2 |
0.5 |
1.5% |
0.0 |
| Volume |
152,817 |
176,620 |
23,803 |
15.6% |
755,523 |
|
| Daily Pivots for day following 19-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
558.8 |
530.3 |
437.5 |
|
| R3 |
514.5 |
486.0 |
425.3 |
|
| R2 |
470.0 |
470.0 |
421.3 |
|
| R1 |
441.5 |
441.5 |
417.3 |
433.8 |
| PP |
425.8 |
425.8 |
425.8 |
421.8 |
| S1 |
397.3 |
397.3 |
409.0 |
389.5 |
| S2 |
381.5 |
381.5 |
405.0 |
|
| S3 |
337.3 |
353.0 |
401.0 |
|
| S4 |
293.0 |
308.8 |
388.8 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
748.3 |
691.5 |
499.3 |
|
| R3 |
654.8 |
598.0 |
473.5 |
|
| R2 |
561.0 |
561.0 |
464.8 |
|
| R1 |
504.3 |
504.3 |
456.3 |
486.0 |
| PP |
467.5 |
467.5 |
467.5 |
458.3 |
| S1 |
410.8 |
410.8 |
439.0 |
392.3 |
| S2 |
373.8 |
373.8 |
430.5 |
|
| S3 |
280.3 |
317.3 |
422.0 |
|
| S4 |
186.8 |
223.5 |
396.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
494.9 |
410.0 |
84.9 |
20.6% |
40.8 |
9.8% |
4% |
False |
True |
180,016 |
| 10 |
524.1 |
410.0 |
114.1 |
27.6% |
34.8 |
8.4% |
3% |
False |
True |
155,702 |
| 20 |
554.0 |
410.0 |
144.0 |
34.9% |
35.3 |
8.5% |
2% |
False |
True |
163,029 |
| 40 |
711.4 |
410.0 |
301.4 |
73.0% |
41.3 |
10.0% |
1% |
False |
True |
191,427 |
| 60 |
765.5 |
410.0 |
355.5 |
86.1% |
36.3 |
8.8% |
1% |
False |
True |
165,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
642.5 |
|
2.618 |
570.3 |
|
1.618 |
526.0 |
|
1.000 |
498.5 |
|
0.618 |
481.8 |
|
HIGH |
454.3 |
|
0.618 |
437.5 |
|
0.500 |
432.3 |
|
0.382 |
427.0 |
|
LOW |
410.0 |
|
0.618 |
382.5 |
|
1.000 |
365.8 |
|
1.618 |
338.3 |
|
2.618 |
294.0 |
|
4.250 |
221.8 |
|
|
| Fisher Pivots for day following 19-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
432.3 |
437.3 |
| PP |
425.8 |
429.3 |
| S1 |
419.5 |
421.0 |
|