ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 14-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2009 |
14-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
467.9 |
472.5 |
4.6 |
1.0% |
501.5 |
| High |
475.3 |
474.4 |
-0.9 |
-0.2% |
518.6 |
| Low |
461.0 |
447.9 |
-13.1 |
-2.8% |
475.9 |
| Close |
472.5 |
452.4 |
-20.1 |
-4.3% |
476.6 |
| Range |
14.3 |
26.5 |
12.2 |
85.3% |
42.7 |
| ATR |
20.4 |
20.9 |
0.4 |
2.1% |
0.0 |
| Volume |
93,947 |
107,678 |
13,731 |
14.6% |
489,191 |
|
| Daily Pivots for day following 14-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
537.8 |
521.5 |
467.0 |
|
| R3 |
511.3 |
495.0 |
459.8 |
|
| R2 |
484.8 |
484.8 |
457.3 |
|
| R1 |
468.5 |
468.5 |
454.8 |
463.5 |
| PP |
458.3 |
458.3 |
458.3 |
455.8 |
| S1 |
442.0 |
442.0 |
450.0 |
437.0 |
| S2 |
431.8 |
431.8 |
447.5 |
|
| S3 |
405.3 |
415.5 |
445.0 |
|
| S4 |
378.8 |
389.0 |
437.8 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
618.5 |
590.3 |
500.0 |
|
| R3 |
575.8 |
547.5 |
488.3 |
|
| R2 |
533.0 |
533.0 |
484.5 |
|
| R1 |
504.8 |
504.8 |
480.5 |
497.5 |
| PP |
490.3 |
490.3 |
490.3 |
486.8 |
| S1 |
462.3 |
462.3 |
472.8 |
455.0 |
| S2 |
447.8 |
447.8 |
468.8 |
|
| S3 |
405.0 |
419.5 |
464.8 |
|
| S4 |
362.3 |
376.8 |
453.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
503.5 |
447.9 |
55.6 |
12.3% |
19.3 |
4.3% |
8% |
False |
True |
104,717 |
| 10 |
518.6 |
447.9 |
70.7 |
15.6% |
18.8 |
4.2% |
6% |
False |
True |
94,889 |
| 20 |
518.6 |
447.9 |
70.7 |
15.6% |
19.3 |
4.2% |
6% |
False |
True |
110,552 |
| 40 |
518.6 |
374.9 |
143.7 |
31.8% |
20.0 |
4.4% |
54% |
False |
False |
67,434 |
| 60 |
554.2 |
374.9 |
179.3 |
39.6% |
15.5 |
3.5% |
43% |
False |
False |
44,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
587.0 |
|
2.618 |
543.8 |
|
1.618 |
517.3 |
|
1.000 |
501.0 |
|
0.618 |
490.8 |
|
HIGH |
474.5 |
|
0.618 |
464.3 |
|
0.500 |
461.3 |
|
0.382 |
458.0 |
|
LOW |
448.0 |
|
0.618 |
431.5 |
|
1.000 |
421.5 |
|
1.618 |
405.0 |
|
2.618 |
378.5 |
|
4.250 |
335.3 |
|
|
| Fisher Pivots for day following 14-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
461.3 |
464.3 |
| PP |
458.3 |
460.3 |
| S1 |
455.3 |
456.3 |
|