ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 22-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2008 |
22-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
483.7 |
484.0 |
0.3 |
0.1% |
469.7 |
| High |
495.9 |
489.4 |
-6.5 |
-1.3% |
495.9 |
| Low |
477.9 |
457.0 |
-20.9 |
-4.4% |
441.8 |
| Close |
484.0 |
477.1 |
-6.9 |
-1.4% |
484.0 |
| Range |
18.0 |
32.4 |
14.4 |
80.0% |
54.1 |
| ATR |
26.0 |
26.5 |
0.5 |
1.7% |
0.0 |
| Volume |
150,696 |
142,578 |
-8,118 |
-5.4% |
1,027,790 |
|
| Daily Pivots for day following 22-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
571.8 |
556.8 |
495.0 |
|
| R3 |
539.3 |
524.5 |
486.0 |
|
| R2 |
507.0 |
507.0 |
483.0 |
|
| R1 |
492.0 |
492.0 |
480.0 |
483.3 |
| PP |
474.5 |
474.5 |
474.5 |
470.0 |
| S1 |
459.5 |
459.5 |
474.3 |
450.8 |
| S2 |
442.0 |
442.0 |
471.3 |
|
| S3 |
409.8 |
427.3 |
468.3 |
|
| S4 |
377.3 |
394.8 |
459.3 |
|
|
| 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 |
453.3 |
42.6 |
8.9% |
24.5 |
5.1% |
56% |
False |
False |
188,240 |
| 10 |
495.9 |
425.8 |
70.1 |
14.7% |
28.5 |
6.0% |
73% |
False |
False |
142,571 |
| 20 |
495.9 |
415.0 |
80.9 |
17.0% |
23.8 |
5.0% |
77% |
False |
False |
71,374 |
| 40 |
554.2 |
374.9 |
179.3 |
37.6% |
16.8 |
3.5% |
57% |
False |
False |
35,690 |
| 60 |
689.1 |
374.9 |
314.2 |
65.9% |
16.0 |
3.4% |
33% |
False |
False |
23,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
627.0 |
|
2.618 |
574.3 |
|
1.618 |
541.8 |
|
1.000 |
521.8 |
|
0.618 |
509.5 |
|
HIGH |
489.5 |
|
0.618 |
477.0 |
|
0.500 |
473.3 |
|
0.382 |
469.5 |
|
LOW |
457.0 |
|
0.618 |
437.0 |
|
1.000 |
424.5 |
|
1.618 |
404.5 |
|
2.618 |
372.3 |
|
4.250 |
319.3 |
|
|
| Fisher Pivots for day following 22-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
475.8 |
477.0 |
| PP |
474.5 |
476.8 |
| S1 |
473.3 |
476.5 |
|