ICE Russell 2000 Mini Future December 2008
| Trading Metrics calculated at close of trading on 20-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2008 |
20-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
449.4 |
413.5 |
-35.9 |
-8.0% |
514.6 |
| High |
454.3 |
417.7 |
-36.6 |
-8.1% |
524.1 |
| Low |
410.0 |
379.5 |
-30.5 |
-7.4% |
430.5 |
| Close |
413.1 |
382.3 |
-30.8 |
-7.5% |
447.7 |
| Range |
44.3 |
38.2 |
-6.1 |
-13.8% |
93.6 |
| ATR |
37.2 |
37.3 |
0.1 |
0.2% |
0.0 |
| Volume |
176,620 |
186,929 |
10,309 |
5.8% |
755,523 |
|
| Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
507.8 |
483.3 |
403.3 |
|
| R3 |
469.5 |
445.0 |
392.8 |
|
| R2 |
431.3 |
431.3 |
389.3 |
|
| R1 |
406.8 |
406.8 |
385.8 |
400.0 |
| PP |
393.3 |
393.3 |
393.3 |
389.8 |
| S1 |
368.8 |
368.8 |
378.8 |
361.8 |
| S2 |
355.0 |
355.0 |
375.3 |
|
| S3 |
316.8 |
330.5 |
371.8 |
|
| S4 |
278.5 |
292.3 |
361.3 |
|
|
| 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 |
488.9 |
379.5 |
109.4 |
28.6% |
35.5 |
9.3% |
3% |
False |
True |
189,115 |
| 10 |
524.1 |
379.5 |
144.6 |
37.8% |
36.5 |
9.5% |
2% |
False |
True |
161,513 |
| 20 |
554.0 |
379.5 |
174.5 |
45.6% |
34.5 |
9.0% |
2% |
False |
True |
163,879 |
| 40 |
708.0 |
379.5 |
328.5 |
85.9% |
41.8 |
10.9% |
1% |
False |
True |
192,813 |
| 60 |
765.5 |
379.5 |
386.0 |
101.0% |
36.5 |
9.6% |
1% |
False |
True |
168,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
580.0 |
|
2.618 |
517.8 |
|
1.618 |
479.5 |
|
1.000 |
456.0 |
|
0.618 |
441.3 |
|
HIGH |
417.8 |
|
0.618 |
403.0 |
|
0.500 |
398.5 |
|
0.382 |
394.0 |
|
LOW |
379.5 |
|
0.618 |
356.0 |
|
1.000 |
341.3 |
|
1.618 |
317.8 |
|
2.618 |
279.5 |
|
4.250 |
217.3 |
|
|
| Fisher Pivots for day following 20-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
398.5 |
419.0 |
| PP |
393.3 |
406.8 |
| S1 |
387.8 |
394.5 |
|