ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 19-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2008 |
19-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
481.6 |
483.7 |
2.1 |
0.4% |
469.7 |
| High |
492.6 |
495.9 |
3.3 |
0.7% |
495.9 |
| Low |
468.9 |
477.9 |
9.0 |
1.9% |
441.8 |
| Close |
484.0 |
484.0 |
0.0 |
0.0% |
484.0 |
| Range |
23.7 |
18.0 |
-5.7 |
-24.1% |
54.1 |
| ATR |
26.7 |
26.0 |
-0.6 |
-2.3% |
0.0 |
| Volume |
177,460 |
150,696 |
-26,764 |
-15.1% |
1,027,790 |
|
| Daily Pivots for day following 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
540.0 |
530.0 |
494.0 |
|
| R3 |
522.0 |
512.0 |
489.0 |
|
| R2 |
504.0 |
504.0 |
487.3 |
|
| R1 |
494.0 |
494.0 |
485.8 |
499.0 |
| PP |
486.0 |
486.0 |
486.0 |
488.5 |
| S1 |
476.0 |
476.0 |
482.3 |
481.0 |
| S2 |
468.0 |
468.0 |
480.8 |
|
| S3 |
450.0 |
458.0 |
479.0 |
|
| S4 |
432.0 |
440.0 |
474.0 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
636.3 |
614.3 |
513.8 |
|
| R3 |
582.0 |
560.0 |
499.0 |
|
| R2 |
528.0 |
528.0 |
494.0 |
|
| R1 |
506.0 |
506.0 |
489.0 |
517.0 |
| PP |
474.0 |
474.0 |
474.0 |
479.5 |
| S1 |
452.0 |
452.0 |
479.0 |
463.0 |
| S2 |
419.8 |
419.8 |
474.0 |
|
| S3 |
365.8 |
397.8 |
469.0 |
|
| S4 |
311.5 |
343.8 |
454.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
495.9 |
441.8 |
54.1 |
11.2% |
24.5 |
5.1% |
78% |
True |
False |
205,558 |
| 10 |
495.9 |
425.8 |
70.1 |
14.5% |
27.5 |
5.7% |
83% |
True |
False |
128,430 |
| 20 |
495.9 |
374.9 |
121.0 |
25.0% |
22.3 |
4.6% |
90% |
True |
False |
64,246 |
| 40 |
554.2 |
374.9 |
179.3 |
37.0% |
16.0 |
3.3% |
61% |
False |
False |
32,126 |
| 60 |
700.0 |
374.9 |
325.1 |
67.2% |
15.5 |
3.2% |
34% |
False |
False |
21,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
572.5 |
|
2.618 |
543.0 |
|
1.618 |
525.0 |
|
1.000 |
514.0 |
|
0.618 |
507.0 |
|
HIGH |
496.0 |
|
0.618 |
489.0 |
|
0.500 |
487.0 |
|
0.382 |
484.8 |
|
LOW |
478.0 |
|
0.618 |
466.8 |
|
1.000 |
460.0 |
|
1.618 |
448.8 |
|
2.618 |
430.8 |
|
4.250 |
401.5 |
|
|
| Fisher Pivots for day following 19-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
487.0 |
483.5 |
| PP |
486.0 |
483.0 |
| S1 |
485.0 |
482.5 |
|