ICE Russell 2000 Mini Future December 2008
| Trading Metrics calculated at close of trading on 05-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2008 |
05-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
451.6 |
428.7 |
-22.9 |
-5.1% |
472.0 |
| High |
462.9 |
461.6 |
-1.3 |
-0.3% |
473.0 |
| Low |
430.5 |
422.0 |
-8.5 |
-2.0% |
412.4 |
| Close |
441.5 |
456.8 |
15.3 |
3.5% |
456.8 |
| Range |
32.4 |
39.6 |
7.2 |
22.2% |
60.6 |
| ATR |
36.5 |
36.7 |
0.2 |
0.6% |
0.0 |
| Volume |
198,502 |
176,645 |
-21,857 |
-11.0% |
777,593 |
|
| Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
565.5 |
550.8 |
478.5 |
|
| R3 |
526.0 |
511.3 |
467.8 |
|
| R2 |
486.5 |
486.5 |
464.0 |
|
| R1 |
471.5 |
471.5 |
460.5 |
479.0 |
| PP |
446.8 |
446.8 |
446.8 |
450.5 |
| S1 |
432.0 |
432.0 |
453.3 |
439.5 |
| S2 |
407.3 |
407.3 |
449.5 |
|
| S3 |
367.5 |
392.5 |
446.0 |
|
| S4 |
328.0 |
352.8 |
435.0 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
629.3 |
603.5 |
490.3 |
|
| R3 |
568.5 |
543.0 |
473.5 |
|
| R2 |
508.0 |
508.0 |
468.0 |
|
| R1 |
482.5 |
482.5 |
462.3 |
465.0 |
| PP |
447.5 |
447.5 |
447.5 |
438.8 |
| S1 |
421.8 |
421.8 |
451.3 |
404.3 |
| S2 |
386.8 |
386.8 |
445.8 |
|
| S3 |
326.3 |
361.3 |
440.3 |
|
| S4 |
265.5 |
300.5 |
423.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
473.0 |
412.4 |
60.6 |
13.3% |
37.5 |
8.2% |
73% |
False |
False |
155,518 |
| 10 |
490.0 |
369.2 |
120.8 |
26.4% |
36.3 |
8.0% |
73% |
False |
False |
159,843 |
| 20 |
524.1 |
369.2 |
154.9 |
33.9% |
36.5 |
8.0% |
57% |
False |
False |
160,678 |
| 40 |
599.3 |
369.2 |
230.1 |
50.4% |
39.3 |
8.6% |
38% |
False |
False |
181,766 |
| 60 |
765.5 |
369.2 |
396.3 |
86.8% |
39.5 |
8.6% |
22% |
False |
False |
192,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
630.0 |
|
2.618 |
565.3 |
|
1.618 |
525.8 |
|
1.000 |
501.3 |
|
0.618 |
486.0 |
|
HIGH |
461.5 |
|
0.618 |
446.5 |
|
0.500 |
441.8 |
|
0.382 |
437.3 |
|
LOW |
422.0 |
|
0.618 |
397.5 |
|
1.000 |
382.5 |
|
1.618 |
358.0 |
|
2.618 |
318.3 |
|
4.250 |
253.8 |
|
|
| Fisher Pivots for day following 05-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
451.8 |
452.0 |
| PP |
446.8 |
447.3 |
| S1 |
441.8 |
442.5 |
|