ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 08-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2009 |
08-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
511.3 |
498.1 |
-13.2 |
-2.6% |
472.7 |
| High |
511.5 |
500.9 |
-10.6 |
-2.1% |
506.9 |
| Low |
489.2 |
489.5 |
0.3 |
0.1% |
457.9 |
| Close |
496.9 |
499.7 |
2.8 |
0.6% |
500.2 |
| Range |
22.3 |
11.4 |
-10.9 |
-48.9% |
49.0 |
| ATR |
21.5 |
20.8 |
-0.7 |
-3.4% |
0.0 |
| Volume |
103,468 |
114,202 |
10,734 |
10.4% |
228,459 |
|
| Daily Pivots for day following 08-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
531.0 |
526.8 |
506.0 |
|
| R3 |
519.5 |
515.3 |
502.8 |
|
| R2 |
508.0 |
508.0 |
501.8 |
|
| R1 |
504.0 |
504.0 |
500.8 |
506.0 |
| PP |
496.8 |
496.8 |
496.8 |
497.8 |
| S1 |
492.5 |
492.5 |
498.8 |
494.5 |
| S2 |
485.3 |
485.3 |
497.5 |
|
| S3 |
474.0 |
481.0 |
496.5 |
|
| S4 |
462.5 |
469.8 |
493.5 |
|
|
| 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 |
489.2 |
29.4 |
5.9% |
16.3 |
3.2% |
36% |
False |
False |
96,463 |
| 10 |
518.6 |
457.9 |
60.7 |
12.1% |
15.8 |
3.2% |
69% |
False |
False |
74,127 |
| 20 |
518.6 |
425.8 |
92.8 |
18.6% |
21.5 |
4.3% |
80% |
False |
False |
114,098 |
| 40 |
518.6 |
374.9 |
143.7 |
28.8% |
19.3 |
3.8% |
87% |
False |
False |
57,200 |
| 60 |
573.6 |
374.9 |
198.7 |
39.8% |
15.0 |
3.0% |
63% |
False |
False |
38,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
549.3 |
|
2.618 |
530.8 |
|
1.618 |
519.3 |
|
1.000 |
512.3 |
|
0.618 |
508.0 |
|
HIGH |
501.0 |
|
0.618 |
496.5 |
|
0.500 |
495.3 |
|
0.382 |
493.8 |
|
LOW |
489.5 |
|
0.618 |
482.5 |
|
1.000 |
478.0 |
|
1.618 |
471.0 |
|
2.618 |
459.8 |
|
4.250 |
441.0 |
|
|
| Fisher Pivots for day following 08-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
498.3 |
504.0 |
| PP |
496.8 |
502.5 |
| S1 |
495.3 |
501.0 |
|