ICE Russell 2000 Mini Future December 2008
| Trading Metrics calculated at close of trading on 18-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2008 |
18-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
479.5 |
480.9 |
1.4 |
0.3% |
456.0 |
| High |
494.1 |
495.5 |
1.4 |
0.3% |
493.1 |
| Low |
473.4 |
472.0 |
-1.4 |
-0.3% |
428.5 |
| Close |
485.6 |
486.7 |
1.1 |
0.2% |
472.6 |
| Range |
20.7 |
23.5 |
2.8 |
13.5% |
64.6 |
| ATR |
34.1 |
33.4 |
-0.8 |
-2.2% |
0.0 |
| Volume |
136,917 |
66,583 |
-70,334 |
-51.4% |
915,813 |
|
| Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
555.3 |
544.5 |
499.5 |
|
| R3 |
531.8 |
521.0 |
493.3 |
|
| R2 |
508.3 |
508.3 |
491.0 |
|
| R1 |
497.5 |
497.5 |
488.8 |
502.8 |
| PP |
484.8 |
484.8 |
484.8 |
487.5 |
| S1 |
474.0 |
474.0 |
484.5 |
479.3 |
| S2 |
461.3 |
461.3 |
482.5 |
|
| S3 |
437.8 |
450.5 |
480.3 |
|
| S4 |
414.3 |
427.0 |
473.8 |
|
|
| 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 |
495.5 |
428.5 |
67.0 |
13.8% |
30.8 |
6.3% |
87% |
True |
False |
120,056 |
| 10 |
495.5 |
422.0 |
73.5 |
15.1% |
31.3 |
6.4% |
88% |
True |
False |
152,372 |
| 20 |
495.5 |
369.2 |
126.3 |
26.0% |
33.8 |
6.9% |
93% |
True |
False |
156,622 |
| 40 |
554.0 |
369.2 |
184.8 |
38.0% |
34.5 |
7.1% |
64% |
False |
False |
159,825 |
| 60 |
711.4 |
369.2 |
342.2 |
70.3% |
38.8 |
7.9% |
34% |
False |
False |
179,825 |
| 80 |
765.5 |
369.2 |
396.3 |
81.4% |
35.5 |
7.3% |
30% |
False |
False |
163,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
595.5 |
|
2.618 |
557.0 |
|
1.618 |
533.5 |
|
1.000 |
519.0 |
|
0.618 |
510.0 |
|
HIGH |
495.5 |
|
0.618 |
486.5 |
|
0.500 |
483.8 |
|
0.382 |
481.0 |
|
LOW |
472.0 |
|
0.618 |
457.5 |
|
1.000 |
448.5 |
|
1.618 |
434.0 |
|
2.618 |
410.5 |
|
4.250 |
372.0 |
|
|
| Fisher Pivots for day following 18-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
485.8 |
482.3 |
| PP |
484.8 |
478.0 |
| S1 |
483.8 |
473.5 |
|