ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 07-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2009 |
07-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
502.5 |
511.3 |
8.8 |
1.8% |
472.7 |
| High |
518.6 |
511.5 |
-7.1 |
-1.4% |
506.9 |
| Low |
501.3 |
489.2 |
-12.1 |
-2.4% |
457.9 |
| Close |
510.5 |
496.9 |
-13.6 |
-2.7% |
500.2 |
| Range |
17.3 |
22.3 |
5.0 |
28.9% |
49.0 |
| ATR |
21.4 |
21.5 |
0.1 |
0.3% |
0.0 |
| Volume |
107,778 |
103,468 |
-4,310 |
-4.0% |
228,459 |
|
| Daily Pivots for day following 07-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
566.0 |
553.8 |
509.3 |
|
| R3 |
543.8 |
531.5 |
503.0 |
|
| R2 |
521.5 |
521.5 |
501.0 |
|
| R1 |
509.3 |
509.3 |
499.0 |
504.3 |
| PP |
499.3 |
499.3 |
499.3 |
496.8 |
| S1 |
487.0 |
487.0 |
494.8 |
482.0 |
| S2 |
477.0 |
477.0 |
492.8 |
|
| S3 |
454.5 |
464.5 |
490.8 |
|
| S4 |
432.3 |
442.3 |
484.8 |
|
|
| 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 |
481.0 |
37.6 |
7.6% |
18.3 |
3.7% |
42% |
False |
False |
85,062 |
| 10 |
518.6 |
457.9 |
60.7 |
12.2% |
16.5 |
3.3% |
64% |
False |
False |
74,625 |
| 20 |
518.6 |
425.8 |
92.8 |
18.7% |
22.5 |
4.5% |
77% |
False |
False |
108,598 |
| 40 |
518.6 |
374.9 |
143.7 |
28.9% |
18.8 |
3.8% |
85% |
False |
False |
54,345 |
| 60 |
573.6 |
374.9 |
198.7 |
40.0% |
15.0 |
3.0% |
61% |
False |
False |
36,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
606.3 |
|
2.618 |
570.0 |
|
1.618 |
547.5 |
|
1.000 |
533.8 |
|
0.618 |
525.3 |
|
HIGH |
511.5 |
|
0.618 |
503.0 |
|
0.500 |
500.3 |
|
0.382 |
497.8 |
|
LOW |
489.3 |
|
0.618 |
475.5 |
|
1.000 |
467.0 |
|
1.618 |
453.0 |
|
2.618 |
430.8 |
|
4.250 |
394.5 |
|
|
| Fisher Pivots for day following 07-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
500.3 |
504.0 |
| PP |
499.3 |
501.5 |
| S1 |
498.0 |
499.3 |
|