ICE Russell 2000 Mini Future December 2008
| Trading Metrics calculated at close of trading on 01-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2008 |
01-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
462.6 |
472.0 |
9.4 |
2.0% |
405.0 |
| High |
490.0 |
473.0 |
-17.0 |
-3.5% |
490.0 |
| Low |
460.1 |
412.4 |
-47.7 |
-10.4% |
396.6 |
| Close |
472.7 |
418.2 |
-54.5 |
-11.5% |
472.7 |
| Range |
29.9 |
60.6 |
30.7 |
102.7% |
93.4 |
| ATR |
36.6 |
38.3 |
1.7 |
4.7% |
0.0 |
| Volume |
1,548 |
52,042 |
50,494 |
3,261.9% |
572,299 |
|
| Daily Pivots for day following 01-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
616.3 |
577.8 |
451.5 |
|
| R3 |
555.8 |
517.3 |
434.8 |
|
| R2 |
495.3 |
495.3 |
429.3 |
|
| R1 |
456.8 |
456.8 |
423.8 |
445.5 |
| PP |
434.5 |
434.5 |
434.5 |
429.0 |
| S1 |
396.0 |
396.0 |
412.8 |
385.0 |
| S2 |
374.0 |
374.0 |
407.0 |
|
| S3 |
313.3 |
335.5 |
401.5 |
|
| S4 |
252.8 |
274.8 |
384.8 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
733.3 |
696.5 |
524.0 |
|
| R3 |
640.0 |
603.0 |
498.5 |
|
| R2 |
546.5 |
546.5 |
489.8 |
|
| R1 |
509.5 |
509.5 |
481.3 |
528.0 |
| PP |
453.0 |
453.0 |
453.0 |
462.3 |
| S1 |
416.3 |
416.3 |
464.3 |
434.8 |
| S2 |
359.8 |
359.8 |
455.5 |
|
| S3 |
266.3 |
322.8 |
447.0 |
|
| S4 |
173.0 |
229.5 |
421.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
490.0 |
396.6 |
93.4 |
22.3% |
39.8 |
9.5% |
23% |
False |
False |
124,868 |
| 10 |
490.0 |
369.2 |
120.8 |
28.9% |
37.0 |
8.9% |
41% |
False |
False |
157,758 |
| 20 |
554.0 |
369.2 |
184.8 |
44.2% |
34.8 |
8.3% |
27% |
False |
False |
152,329 |
| 40 |
616.4 |
369.2 |
247.2 |
59.1% |
42.0 |
10.0% |
20% |
False |
False |
190,440 |
| 60 |
765.5 |
369.2 |
396.3 |
94.8% |
39.0 |
9.3% |
12% |
False |
False |
182,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
730.5 |
|
2.618 |
631.8 |
|
1.618 |
571.0 |
|
1.000 |
533.5 |
|
0.618 |
510.5 |
|
HIGH |
473.0 |
|
0.618 |
449.8 |
|
0.500 |
442.8 |
|
0.382 |
435.5 |
|
LOW |
412.5 |
|
0.618 |
375.0 |
|
1.000 |
351.8 |
|
1.618 |
314.3 |
|
2.618 |
253.8 |
|
4.250 |
154.8 |
|
|
| Fisher Pivots for day following 01-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
442.8 |
451.3 |
| PP |
434.5 |
440.3 |
| S1 |
426.3 |
429.3 |
|