ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 02-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2008 |
02-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
484.3 |
492.1 |
7.8 |
1.6% |
472.7 |
| High |
503.0 |
506.9 |
3.9 |
0.8% |
506.9 |
| Low |
481.0 |
491.9 |
10.9 |
2.3% |
457.9 |
| Close |
497.9 |
500.2 |
2.3 |
0.5% |
500.2 |
| Range |
22.0 |
15.0 |
-7.0 |
-31.8% |
49.0 |
| ATR |
22.8 |
22.2 |
-0.6 |
-2.4% |
0.0 |
| Volume |
57,196 |
85,371 |
28,175 |
49.3% |
228,459 |
|
| Daily Pivots for day following 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
544.8 |
537.5 |
508.5 |
|
| R3 |
529.8 |
522.5 |
504.3 |
|
| R2 |
514.8 |
514.8 |
503.0 |
|
| R1 |
507.5 |
507.5 |
501.5 |
511.0 |
| PP |
499.8 |
499.8 |
499.8 |
501.5 |
| S1 |
492.5 |
492.5 |
498.8 |
496.0 |
| S2 |
484.8 |
484.8 |
497.5 |
|
| S3 |
469.8 |
477.5 |
496.0 |
|
| S4 |
454.8 |
462.5 |
492.0 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
635.3 |
616.8 |
527.3 |
|
| R3 |
586.3 |
567.8 |
513.8 |
|
| R2 |
537.3 |
537.3 |
509.3 |
|
| R1 |
518.8 |
518.8 |
504.8 |
528.0 |
| PP |
488.3 |
488.3 |
488.3 |
493.0 |
| S1 |
469.8 |
469.8 |
495.8 |
479.0 |
| S2 |
439.3 |
439.3 |
491.3 |
|
| S3 |
390.3 |
420.8 |
486.8 |
|
| S4 |
341.3 |
371.8 |
473.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
506.9 |
457.9 |
49.0 |
9.8% |
16.5 |
3.3% |
86% |
True |
False |
51,556 |
| 10 |
506.9 |
457.0 |
49.9 |
10.0% |
18.5 |
3.7% |
87% |
True |
False |
93,424 |
| 20 |
506.9 |
422.2 |
84.7 |
16.9% |
24.0 |
4.8% |
92% |
True |
False |
94,540 |
| 40 |
528.4 |
374.9 |
153.5 |
30.7% |
17.5 |
3.5% |
82% |
False |
False |
47,276 |
| 60 |
573.6 |
374.9 |
198.7 |
39.7% |
15.5 |
3.1% |
63% |
False |
False |
31,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
570.8 |
|
2.618 |
546.3 |
|
1.618 |
531.3 |
|
1.000 |
522.0 |
|
0.618 |
516.3 |
|
HIGH |
507.0 |
|
0.618 |
501.3 |
|
0.500 |
499.5 |
|
0.382 |
497.8 |
|
LOW |
492.0 |
|
0.618 |
482.8 |
|
1.000 |
477.0 |
|
1.618 |
467.8 |
|
2.618 |
452.8 |
|
4.250 |
428.3 |
|
|
| Fisher Pivots for day following 02-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
500.0 |
495.8 |
| PP |
499.8 |
491.3 |
| S1 |
499.5 |
487.0 |
|