ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 06-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2009 |
06-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
501.5 |
502.5 |
1.0 |
0.2% |
472.7 |
| High |
508.5 |
518.6 |
10.1 |
2.0% |
506.9 |
| Low |
493.3 |
501.3 |
8.0 |
1.6% |
457.9 |
| Close |
503.6 |
510.5 |
6.9 |
1.4% |
500.2 |
| Range |
15.2 |
17.3 |
2.1 |
13.8% |
49.0 |
| ATR |
21.7 |
21.4 |
-0.3 |
-1.5% |
0.0 |
| Volume |
71,499 |
107,778 |
36,279 |
50.7% |
228,459 |
|
| Daily Pivots for day following 06-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
562.0 |
553.5 |
520.0 |
|
| R3 |
544.8 |
536.3 |
515.3 |
|
| R2 |
527.5 |
527.5 |
513.8 |
|
| R1 |
519.0 |
519.0 |
512.0 |
523.3 |
| PP |
510.3 |
510.3 |
510.3 |
512.3 |
| S1 |
501.8 |
501.8 |
509.0 |
506.0 |
| S2 |
492.8 |
492.8 |
507.3 |
|
| S3 |
475.5 |
484.3 |
505.8 |
|
| S4 |
458.3 |
467.0 |
501.0 |
|
|
| 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 |
518.6 |
466.9 |
51.7 |
10.1% |
17.5 |
3.4% |
84% |
True |
False |
76,294 |
| 10 |
518.6 |
457.0 |
61.6 |
12.1% |
17.5 |
3.4% |
87% |
True |
False |
78,536 |
| 20 |
518.6 |
425.8 |
92.8 |
18.2% |
22.5 |
4.4% |
91% |
True |
False |
103,483 |
| 40 |
518.6 |
374.9 |
143.7 |
28.1% |
18.3 |
3.6% |
94% |
True |
False |
51,758 |
| 60 |
573.6 |
374.9 |
198.7 |
38.9% |
15.5 |
3.0% |
68% |
False |
False |
34,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
592.0 |
|
2.618 |
564.0 |
|
1.618 |
546.5 |
|
1.000 |
536.0 |
|
0.618 |
529.3 |
|
HIGH |
518.5 |
|
0.618 |
512.0 |
|
0.500 |
510.0 |
|
0.382 |
508.0 |
|
LOW |
501.3 |
|
0.618 |
490.5 |
|
1.000 |
484.0 |
|
1.618 |
473.3 |
|
2.618 |
456.0 |
|
4.250 |
427.8 |
|
|
| Fisher Pivots for day following 06-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
510.3 |
508.8 |
| PP |
510.3 |
507.0 |
| S1 |
510.0 |
505.3 |
|