ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 31-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2008 |
31-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
469.7 |
484.3 |
14.6 |
3.1% |
484.0 |
| High |
484.9 |
503.0 |
18.1 |
3.7% |
489.4 |
| Low |
466.9 |
481.0 |
14.1 |
3.0% |
457.0 |
| Close |
483.6 |
497.9 |
14.3 |
3.0% |
473.9 |
| Range |
18.0 |
22.0 |
4.0 |
22.2% |
32.4 |
| ATR |
22.8 |
22.8 |
-0.1 |
-0.3% |
0.0 |
| Volume |
59,626 |
57,196 |
-2,430 |
-4.1% |
377,628 |
|
| Daily Pivots for day following 31-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
560.0 |
551.0 |
510.0 |
|
| R3 |
538.0 |
529.0 |
504.0 |
|
| R2 |
516.0 |
516.0 |
502.0 |
|
| R1 |
507.0 |
507.0 |
500.0 |
511.5 |
| PP |
494.0 |
494.0 |
494.0 |
496.3 |
| S1 |
485.0 |
485.0 |
496.0 |
489.5 |
| S2 |
472.0 |
472.0 |
493.8 |
|
| S3 |
450.0 |
463.0 |
491.8 |
|
| S4 |
428.0 |
441.0 |
485.8 |
|
|
| 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 |
503.0 |
457.9 |
45.1 |
9.1% |
15.5 |
3.1% |
89% |
True |
False |
51,792 |
| 10 |
503.0 |
457.0 |
46.0 |
9.2% |
19.0 |
3.8% |
89% |
True |
False |
110,818 |
| 20 |
503.0 |
422.2 |
80.8 |
16.2% |
24.5 |
4.9% |
94% |
True |
False |
90,276 |
| 40 |
554.2 |
374.9 |
179.3 |
36.0% |
17.8 |
3.6% |
69% |
False |
False |
45,142 |
| 60 |
595.0 |
374.9 |
220.1 |
44.2% |
16.0 |
3.2% |
56% |
False |
False |
30,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
596.5 |
|
2.618 |
560.5 |
|
1.618 |
538.5 |
|
1.000 |
525.0 |
|
0.618 |
516.5 |
|
HIGH |
503.0 |
|
0.618 |
494.5 |
|
0.500 |
492.0 |
|
0.382 |
489.5 |
|
LOW |
481.0 |
|
0.618 |
467.5 |
|
1.000 |
459.0 |
|
1.618 |
445.5 |
|
2.618 |
423.5 |
|
4.250 |
387.5 |
|
|
| Fisher Pivots for day following 31-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
496.0 |
492.0 |
| PP |
494.0 |
486.3 |
| S1 |
492.0 |
480.5 |
|