ICE Russell 2000 Mini Future December 2008
| Trading Metrics calculated at close of trading on 03-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2008 |
03-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
420.9 |
437.4 |
16.5 |
3.9% |
405.0 |
| High |
443.5 |
457.6 |
14.1 |
3.2% |
490.0 |
| Low |
417.7 |
428.8 |
11.1 |
2.7% |
396.6 |
| Close |
440.9 |
453.1 |
12.2 |
2.8% |
472.7 |
| Range |
25.8 |
28.8 |
3.0 |
11.6% |
93.4 |
| ATR |
37.4 |
36.8 |
-0.6 |
-1.6% |
0.0 |
| Volume |
170,567 |
179,837 |
9,270 |
5.4% |
572,299 |
|
| Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
533.0 |
521.8 |
469.0 |
|
| R3 |
504.0 |
493.0 |
461.0 |
|
| R2 |
475.3 |
475.3 |
458.5 |
|
| R1 |
464.3 |
464.3 |
455.8 |
469.8 |
| PP |
446.5 |
446.5 |
446.5 |
449.3 |
| S1 |
435.5 |
435.5 |
450.5 |
441.0 |
| S2 |
417.8 |
417.8 |
447.8 |
|
| S3 |
389.0 |
406.5 |
445.3 |
|
| S4 |
360.0 |
377.8 |
437.3 |
|
|
| 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 |
412.4 |
77.6 |
17.1% |
38.0 |
8.4% |
52% |
False |
False |
109,261 |
| 10 |
490.0 |
369.2 |
120.8 |
26.7% |
37.5 |
8.3% |
69% |
False |
False |
158,683 |
| 20 |
546.5 |
369.2 |
177.3 |
39.1% |
35.8 |
7.9% |
47% |
False |
False |
154,384 |
| 40 |
599.3 |
369.2 |
230.1 |
50.8% |
40.5 |
9.0% |
36% |
False |
False |
187,314 |
| 60 |
765.5 |
369.2 |
396.3 |
87.5% |
39.0 |
8.6% |
21% |
False |
False |
188,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
580.0 |
|
2.618 |
533.0 |
|
1.618 |
504.3 |
|
1.000 |
486.5 |
|
0.618 |
475.5 |
|
HIGH |
457.5 |
|
0.618 |
446.5 |
|
0.500 |
443.3 |
|
0.382 |
439.8 |
|
LOW |
428.8 |
|
0.618 |
411.0 |
|
1.000 |
400.0 |
|
1.618 |
382.3 |
|
2.618 |
353.5 |
|
4.250 |
306.5 |
|
|
| Fisher Pivots for day following 03-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
449.8 |
449.8 |
| PP |
446.5 |
446.3 |
| S1 |
443.3 |
442.8 |
|