ICE Russell 2000 Mini Future March 2009
| 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 |
478.4 |
481.6 |
3.2 |
0.7% |
460.1 |
| High |
491.2 |
492.6 |
1.4 |
0.3% |
490.1 |
| Low |
471.0 |
468.9 |
-2.1 |
-0.4% |
425.8 |
| Close |
482.6 |
484.0 |
1.4 |
0.3% |
470.0 |
| Range |
20.2 |
23.7 |
3.5 |
17.3% |
64.3 |
| ATR |
26.9 |
26.7 |
-0.2 |
-0.8% |
0.0 |
| Volume |
259,311 |
177,460 |
-81,851 |
-31.6% |
256,518 |
|
| Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
553.0 |
542.3 |
497.0 |
|
| R3 |
529.3 |
518.5 |
490.5 |
|
| R2 |
505.5 |
505.5 |
488.3 |
|
| R1 |
494.8 |
494.8 |
486.3 |
500.3 |
| PP |
481.8 |
481.8 |
481.8 |
484.5 |
| S1 |
471.0 |
471.0 |
481.8 |
476.5 |
| S2 |
458.3 |
458.3 |
479.8 |
|
| S3 |
434.5 |
447.3 |
477.5 |
|
| S4 |
410.8 |
423.8 |
471.0 |
|
|
| 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 |
492.6 |
425.8 |
66.8 |
13.8% |
30.0 |
6.2% |
87% |
True |
False |
212,164 |
| 10 |
492.6 |
422.2 |
70.4 |
14.5% |
29.3 |
6.0% |
88% |
True |
False |
113,375 |
| 20 |
492.6 |
374.9 |
117.7 |
24.3% |
22.5 |
4.7% |
93% |
True |
False |
56,712 |
| 40 |
554.2 |
374.9 |
179.3 |
37.0% |
15.5 |
3.2% |
61% |
False |
False |
28,359 |
| 60 |
712.5 |
374.9 |
337.6 |
69.8% |
15.5 |
3.2% |
32% |
False |
False |
18,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
593.3 |
|
2.618 |
554.8 |
|
1.618 |
531.0 |
|
1.000 |
516.3 |
|
0.618 |
507.3 |
|
HIGH |
492.5 |
|
0.618 |
483.5 |
|
0.500 |
480.8 |
|
0.382 |
478.0 |
|
LOW |
469.0 |
|
0.618 |
454.3 |
|
1.000 |
445.3 |
|
1.618 |
430.5 |
|
2.618 |
406.8 |
|
4.250 |
368.3 |
|
|
| Fisher Pivots for day following 18-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
483.0 |
480.3 |
| PP |
481.8 |
476.8 |
| S1 |
480.8 |
473.0 |
|