ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 30-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2008 |
30-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
472.7 |
469.7 |
-3.0 |
-0.6% |
484.0 |
| High |
475.7 |
484.9 |
9.2 |
1.9% |
489.4 |
| Low |
457.9 |
466.9 |
9.0 |
2.0% |
457.0 |
| Close |
468.5 |
483.6 |
15.1 |
3.2% |
473.9 |
| Range |
17.8 |
18.0 |
0.2 |
1.1% |
32.4 |
| ATR |
23.2 |
22.8 |
-0.4 |
-1.6% |
0.0 |
| Volume |
26,266 |
59,626 |
33,360 |
127.0% |
377,628 |
|
| Daily Pivots for day following 30-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
532.5 |
526.0 |
493.5 |
|
| R3 |
514.5 |
508.0 |
488.5 |
|
| R2 |
496.5 |
496.5 |
487.0 |
|
| R1 |
490.0 |
490.0 |
485.3 |
493.3 |
| PP |
478.5 |
478.5 |
478.5 |
480.0 |
| S1 |
472.0 |
472.0 |
482.0 |
475.3 |
| S2 |
460.5 |
460.5 |
480.3 |
|
| S3 |
442.5 |
454.0 |
478.8 |
|
| S4 |
424.5 |
436.0 |
473.8 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
570.8 |
554.8 |
491.8 |
|
| R3 |
538.3 |
522.3 |
482.8 |
|
| R2 |
505.8 |
505.8 |
479.8 |
|
| R1 |
489.8 |
489.8 |
476.8 |
481.8 |
| PP |
473.5 |
473.5 |
473.5 |
469.3 |
| S1 |
457.5 |
457.5 |
471.0 |
449.3 |
| S2 |
441.0 |
441.0 |
468.0 |
|
| S3 |
408.8 |
425.0 |
465.0 |
|
| S4 |
376.3 |
392.8 |
456.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
484.9 |
457.9 |
27.0 |
5.6% |
14.5 |
3.0% |
95% |
True |
False |
64,188 |
| 10 |
495.9 |
453.3 |
42.6 |
8.8% |
19.5 |
4.0% |
71% |
False |
False |
126,214 |
| 20 |
495.9 |
416.8 |
79.1 |
16.4% |
24.5 |
5.1% |
84% |
False |
False |
87,419 |
| 40 |
554.2 |
374.9 |
179.3 |
37.1% |
17.3 |
3.6% |
61% |
False |
False |
43,713 |
| 60 |
605.0 |
374.9 |
230.1 |
47.6% |
16.0 |
3.3% |
47% |
False |
False |
29,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
561.5 |
|
2.618 |
532.0 |
|
1.618 |
514.0 |
|
1.000 |
503.0 |
|
0.618 |
496.0 |
|
HIGH |
485.0 |
|
0.618 |
478.0 |
|
0.500 |
476.0 |
|
0.382 |
473.8 |
|
LOW |
467.0 |
|
0.618 |
455.8 |
|
1.000 |
449.0 |
|
1.618 |
437.8 |
|
2.618 |
419.8 |
|
4.250 |
390.5 |
|
|
| Fisher Pivots for day following 30-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
481.0 |
479.5 |
| PP |
478.5 |
475.5 |
| S1 |
476.0 |
471.5 |
|