ICE Russell 2000 Mini Future December 2008
| Trading Metrics calculated at close of trading on 11-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2008 |
11-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
470.0 |
475.0 |
5.0 |
1.1% |
472.0 |
| High |
483.6 |
478.0 |
-5.6 |
-1.2% |
473.0 |
| Low |
466.3 |
440.5 |
-25.8 |
-5.5% |
412.4 |
| Close |
475.7 |
451.0 |
-24.7 |
-5.2% |
456.8 |
| Range |
17.3 |
37.5 |
20.2 |
116.8% |
60.6 |
| ATR |
34.7 |
34.9 |
0.2 |
0.6% |
0.0 |
| Volume |
191,821 |
180,393 |
-11,428 |
-6.0% |
777,593 |
|
| Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
569.0 |
547.5 |
471.5 |
|
| R3 |
531.5 |
510.0 |
461.3 |
|
| R2 |
494.0 |
494.0 |
458.0 |
|
| R1 |
472.5 |
472.5 |
454.5 |
464.5 |
| PP |
456.5 |
456.5 |
456.5 |
452.5 |
| S1 |
435.0 |
435.0 |
447.5 |
427.0 |
| S2 |
419.0 |
419.0 |
444.0 |
|
| S3 |
381.5 |
397.5 |
440.8 |
|
| S4 |
344.0 |
360.0 |
430.5 |
|
|
| 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 |
493.1 |
422.0 |
71.1 |
15.8% |
31.5 |
7.0% |
41% |
False |
False |
184,687 |
| 10 |
493.1 |
412.4 |
80.7 |
17.9% |
33.5 |
7.4% |
48% |
False |
False |
152,593 |
| 20 |
494.9 |
369.2 |
125.7 |
27.9% |
36.3 |
8.0% |
65% |
False |
False |
171,612 |
| 40 |
554.0 |
369.2 |
184.8 |
41.0% |
35.8 |
7.9% |
44% |
False |
False |
171,349 |
| 60 |
765.5 |
369.2 |
396.3 |
87.9% |
39.0 |
8.7% |
21% |
False |
False |
190,172 |
| 80 |
765.5 |
369.2 |
396.3 |
87.9% |
34.3 |
7.6% |
21% |
False |
False |
155,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
637.5 |
|
2.618 |
576.3 |
|
1.618 |
538.8 |
|
1.000 |
515.5 |
|
0.618 |
501.3 |
|
HIGH |
478.0 |
|
0.618 |
463.8 |
|
0.500 |
459.3 |
|
0.382 |
454.8 |
|
LOW |
440.5 |
|
0.618 |
417.3 |
|
1.000 |
403.0 |
|
1.618 |
379.8 |
|
2.618 |
342.3 |
|
4.250 |
281.0 |
|
|
| Fisher Pivots for day following 11-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
459.3 |
466.8 |
| PP |
456.5 |
461.5 |
| S1 |
453.8 |
456.3 |
|