ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 17-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2008 |
17-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
454.2 |
478.4 |
24.2 |
5.3% |
460.1 |
| High |
481.5 |
491.2 |
9.7 |
2.0% |
490.1 |
| Low |
453.3 |
471.0 |
17.7 |
3.9% |
425.8 |
| Close |
479.0 |
482.6 |
3.6 |
0.8% |
470.0 |
| Range |
28.2 |
20.2 |
-8.0 |
-28.4% |
64.3 |
| ATR |
27.4 |
26.9 |
-0.5 |
-1.9% |
0.0 |
| Volume |
211,155 |
259,311 |
48,156 |
22.8% |
256,518 |
|
| Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
542.3 |
532.5 |
493.8 |
|
| R3 |
522.0 |
512.5 |
488.3 |
|
| R2 |
501.8 |
501.8 |
486.3 |
|
| R1 |
492.3 |
492.3 |
484.5 |
497.0 |
| PP |
481.5 |
481.5 |
481.5 |
484.0 |
| S1 |
472.0 |
472.0 |
480.8 |
476.8 |
| S2 |
461.5 |
461.5 |
479.0 |
|
| S3 |
441.3 |
451.8 |
477.0 |
|
| S4 |
421.0 |
431.5 |
471.5 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
654.8 |
626.8 |
505.3 |
|
| R3 |
590.5 |
562.5 |
487.8 |
|
| R2 |
526.3 |
526.3 |
481.8 |
|
| R1 |
498.3 |
498.3 |
476.0 |
512.3 |
| PP |
462.0 |
462.0 |
462.0 |
469.0 |
| S1 |
433.8 |
433.8 |
464.0 |
448.0 |
| S2 |
397.8 |
397.8 |
458.3 |
|
| S3 |
333.3 |
369.5 |
452.3 |
|
| S4 |
269.0 |
305.3 |
434.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
491.2 |
425.8 |
65.4 |
13.6% |
33.0 |
6.9% |
87% |
True |
False |
185,744 |
| 10 |
491.2 |
422.2 |
69.0 |
14.3% |
29.8 |
6.2% |
88% |
True |
False |
95,656 |
| 20 |
491.2 |
374.9 |
116.3 |
24.1% |
22.8 |
4.7% |
93% |
True |
False |
47,840 |
| 40 |
554.2 |
374.9 |
179.3 |
37.2% |
14.8 |
3.1% |
60% |
False |
False |
23,922 |
| 60 |
712.5 |
374.9 |
337.6 |
70.0% |
15.3 |
3.1% |
32% |
False |
False |
15,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
577.0 |
|
2.618 |
544.0 |
|
1.618 |
524.0 |
|
1.000 |
511.5 |
|
0.618 |
503.8 |
|
HIGH |
491.3 |
|
0.618 |
483.5 |
|
0.500 |
481.0 |
|
0.382 |
478.8 |
|
LOW |
471.0 |
|
0.618 |
458.5 |
|
1.000 |
450.8 |
|
1.618 |
438.3 |
|
2.618 |
418.0 |
|
4.250 |
385.3 |
|
|
| Fisher Pivots for day following 17-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
482.0 |
477.3 |
| PP |
481.5 |
471.8 |
| S1 |
481.0 |
466.5 |
|