ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 23-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2008 |
23-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
484.0 |
478.0 |
-6.0 |
-1.2% |
469.7 |
| High |
489.4 |
480.0 |
-9.4 |
-1.9% |
495.9 |
| Low |
457.0 |
462.6 |
5.6 |
1.2% |
441.8 |
| Close |
477.1 |
464.6 |
-12.5 |
-2.6% |
484.0 |
| Range |
32.4 |
17.4 |
-15.0 |
-46.3% |
54.1 |
| ATR |
26.5 |
25.8 |
-0.6 |
-2.5% |
0.0 |
| Volume |
142,578 |
119,177 |
-23,401 |
-16.4% |
1,027,790 |
|
| Daily Pivots for day following 23-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
521.3 |
510.3 |
474.3 |
|
| R3 |
503.8 |
493.0 |
469.5 |
|
| R2 |
486.5 |
486.5 |
467.8 |
|
| R1 |
475.5 |
475.5 |
466.3 |
472.3 |
| PP |
469.0 |
469.0 |
469.0 |
467.5 |
| S1 |
458.3 |
458.3 |
463.0 |
455.0 |
| S2 |
451.8 |
451.8 |
461.5 |
|
| S3 |
434.3 |
440.8 |
459.8 |
|
| S4 |
416.8 |
423.3 |
455.0 |
|
|
| 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 |
457.0 |
38.9 |
8.4% |
22.3 |
4.8% |
20% |
False |
False |
169,844 |
| 10 |
495.9 |
425.8 |
70.1 |
15.1% |
27.3 |
5.9% |
55% |
False |
False |
154,068 |
| 20 |
495.9 |
415.0 |
80.9 |
17.4% |
24.3 |
5.2% |
61% |
False |
False |
77,333 |
| 40 |
554.2 |
374.9 |
179.3 |
38.6% |
17.3 |
3.7% |
50% |
False |
False |
38,670 |
| 60 |
684.0 |
374.9 |
309.1 |
66.5% |
16.3 |
3.5% |
29% |
False |
False |
25,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
554.0 |
|
2.618 |
525.5 |
|
1.618 |
508.3 |
|
1.000 |
497.5 |
|
0.618 |
490.8 |
|
HIGH |
480.0 |
|
0.618 |
473.3 |
|
0.500 |
471.3 |
|
0.382 |
469.3 |
|
LOW |
462.5 |
|
0.618 |
451.8 |
|
1.000 |
445.3 |
|
1.618 |
434.5 |
|
2.618 |
417.0 |
|
4.250 |
388.8 |
|
|
| Fisher Pivots for day following 23-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
471.3 |
476.5 |
| PP |
469.0 |
472.5 |
| S1 |
466.8 |
468.5 |
|