ICE Russell 2000 Mini Future December 2008
| Trading Metrics calculated at close of trading on 12-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2008 |
12-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
475.0 |
437.0 |
-38.0 |
-8.0% |
456.0 |
| High |
478.0 |
474.3 |
-3.7 |
-0.8% |
493.1 |
| Low |
440.5 |
428.5 |
-12.0 |
-2.7% |
428.5 |
| Close |
451.0 |
472.6 |
21.6 |
4.8% |
472.6 |
| Range |
37.5 |
45.8 |
8.3 |
22.1% |
64.6 |
| ATR |
34.9 |
35.7 |
0.8 |
2.2% |
0.0 |
| Volume |
180,393 |
169,019 |
-11,374 |
-6.3% |
915,813 |
|
| Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
595.8 |
580.0 |
497.8 |
|
| R3 |
550.0 |
534.3 |
485.3 |
|
| R2 |
504.3 |
504.3 |
481.0 |
|
| R1 |
488.5 |
488.5 |
476.8 |
496.3 |
| PP |
458.5 |
458.5 |
458.5 |
462.5 |
| S1 |
442.8 |
442.8 |
468.5 |
450.5 |
| S2 |
412.8 |
412.8 |
464.3 |
|
| S3 |
366.8 |
396.8 |
460.0 |
|
| S4 |
321.0 |
351.0 |
447.5 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
658.5 |
630.3 |
508.3 |
|
| R3 |
594.0 |
565.5 |
490.3 |
|
| R2 |
529.3 |
529.3 |
484.5 |
|
| R1 |
501.0 |
501.0 |
478.5 |
515.3 |
| PP |
464.8 |
464.8 |
464.8 |
471.8 |
| S1 |
436.3 |
436.3 |
466.8 |
450.5 |
| S2 |
400.3 |
400.3 |
460.8 |
|
| S3 |
335.5 |
371.8 |
454.8 |
|
| S4 |
271.0 |
307.3 |
437.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
493.1 |
428.5 |
64.6 |
13.7% |
32.8 |
6.9% |
68% |
False |
True |
183,162 |
| 10 |
493.1 |
412.4 |
80.7 |
17.1% |
35.0 |
7.4% |
75% |
False |
False |
169,340 |
| 20 |
493.1 |
369.2 |
123.9 |
26.2% |
35.3 |
7.5% |
83% |
False |
False |
172,991 |
| 40 |
554.0 |
369.2 |
184.8 |
39.1% |
35.5 |
7.5% |
56% |
False |
False |
169,923 |
| 60 |
765.5 |
369.2 |
396.3 |
83.9% |
39.0 |
8.3% |
26% |
False |
False |
187,459 |
| 80 |
765.5 |
369.2 |
396.3 |
83.9% |
34.8 |
7.3% |
26% |
False |
False |
157,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
669.0 |
|
2.618 |
594.3 |
|
1.618 |
548.5 |
|
1.000 |
520.0 |
|
0.618 |
502.5 |
|
HIGH |
474.3 |
|
0.618 |
456.8 |
|
0.500 |
451.5 |
|
0.382 |
446.0 |
|
LOW |
428.5 |
|
0.618 |
400.3 |
|
1.000 |
382.8 |
|
1.618 |
354.5 |
|
2.618 |
308.5 |
|
4.250 |
233.8 |
|
|
| Fisher Pivots for day following 12-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
465.5 |
467.0 |
| PP |
458.5 |
461.5 |
| S1 |
451.5 |
456.0 |
|