ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 24-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2008 |
24-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
478.0 |
463.0 |
-15.0 |
-3.1% |
469.7 |
| High |
480.0 |
471.4 |
-8.6 |
-1.8% |
495.9 |
| Low |
462.6 |
461.4 |
-1.2 |
-0.3% |
441.8 |
| Close |
464.6 |
471.0 |
6.4 |
1.4% |
484.0 |
| Range |
17.4 |
10.0 |
-7.4 |
-42.5% |
54.1 |
| ATR |
25.8 |
24.7 |
-1.1 |
-4.4% |
0.0 |
| Volume |
119,177 |
86,551 |
-32,626 |
-27.4% |
1,027,790 |
|
| Daily Pivots for day following 24-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
498.0 |
494.5 |
476.5 |
|
| R3 |
488.0 |
484.5 |
473.8 |
|
| R2 |
478.0 |
478.0 |
472.8 |
|
| R1 |
474.5 |
474.5 |
472.0 |
476.3 |
| PP |
468.0 |
468.0 |
468.0 |
468.8 |
| S1 |
464.5 |
464.5 |
470.0 |
466.3 |
| S2 |
458.0 |
458.0 |
469.3 |
|
| S3 |
448.0 |
454.5 |
468.3 |
|
| S4 |
438.0 |
444.5 |
465.5 |
|
|
| 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 |
8.3% |
20.3 |
4.3% |
36% |
False |
False |
135,292 |
| 10 |
495.9 |
425.8 |
70.1 |
14.9% |
26.8 |
5.7% |
64% |
False |
False |
160,518 |
| 20 |
495.9 |
415.0 |
80.9 |
17.2% |
24.8 |
5.2% |
69% |
False |
False |
81,659 |
| 40 |
554.2 |
374.9 |
179.3 |
38.1% |
17.5 |
3.7% |
54% |
False |
False |
40,833 |
| 60 |
667.0 |
374.9 |
292.1 |
62.0% |
16.0 |
3.4% |
33% |
False |
False |
27,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
514.0 |
|
2.618 |
497.5 |
|
1.618 |
487.5 |
|
1.000 |
481.5 |
|
0.618 |
477.5 |
|
HIGH |
471.5 |
|
0.618 |
467.5 |
|
0.500 |
466.5 |
|
0.382 |
465.3 |
|
LOW |
461.5 |
|
0.618 |
455.3 |
|
1.000 |
451.5 |
|
1.618 |
445.3 |
|
2.618 |
435.3 |
|
4.250 |
419.0 |
|
|
| Fisher Pivots for day following 24-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
469.5 |
473.3 |
| PP |
468.0 |
472.5 |
| S1 |
466.5 |
471.8 |
|