ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 01-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2008 |
01-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
460.0 |
450.8 |
-9.2 |
-2.0% |
421.0 |
| High |
460.0 |
450.8 |
-9.2 |
-2.0% |
466.0 |
| Low |
460.0 |
415.0 |
-45.0 |
-9.8% |
421.0 |
| Close |
470.7 |
416.2 |
-54.5 |
-11.6% |
470.7 |
| Range |
0.0 |
35.8 |
35.8 |
|
45.0 |
| ATR |
20.9 |
23.4 |
2.5 |
11.9% |
0.0 |
| Volume |
8 |
8 |
0 |
0.0% |
38 |
|
| Daily Pivots for day following 01-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
534.8 |
511.3 |
436.0 |
|
| R3 |
499.0 |
475.5 |
426.0 |
|
| R2 |
463.3 |
463.3 |
422.8 |
|
| R1 |
439.8 |
439.8 |
419.5 |
433.5 |
| PP |
427.3 |
427.3 |
427.3 |
424.3 |
| S1 |
403.8 |
403.8 |
413.0 |
397.8 |
| S2 |
391.5 |
391.5 |
409.8 |
|
| S3 |
355.8 |
368.0 |
406.3 |
|
| S4 |
320.0 |
332.3 |
396.5 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
587.5 |
574.3 |
495.5 |
|
| R3 |
542.5 |
529.3 |
483.0 |
|
| R2 |
497.5 |
497.5 |
479.0 |
|
| R1 |
484.3 |
484.3 |
474.8 |
490.8 |
| PP |
452.5 |
452.5 |
452.5 |
456.0 |
| S1 |
439.3 |
439.3 |
466.5 |
445.8 |
| S2 |
407.5 |
407.5 |
462.5 |
|
| S3 |
362.5 |
394.3 |
458.3 |
|
| S4 |
317.5 |
349.3 |
446.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
603.0 |
|
2.618 |
544.5 |
|
1.618 |
508.8 |
|
1.000 |
486.5 |
|
0.618 |
473.0 |
|
HIGH |
450.8 |
|
0.618 |
437.0 |
|
0.500 |
433.0 |
|
0.382 |
428.8 |
|
LOW |
415.0 |
|
0.618 |
393.0 |
|
1.000 |
379.3 |
|
1.618 |
357.0 |
|
2.618 |
321.3 |
|
4.250 |
262.8 |
|
|
| Fisher Pivots for day following 01-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
433.0 |
440.5 |
| PP |
427.3 |
432.5 |
| S1 |
421.8 |
424.3 |
|