ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 15-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2009 |
15-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
472.5 |
449.3 |
-23.2 |
-4.9% |
501.5 |
| High |
474.4 |
463.8 |
-10.6 |
-2.2% |
518.6 |
| Low |
447.9 |
436.5 |
-11.4 |
-2.5% |
475.9 |
| Close |
452.4 |
459.9 |
7.5 |
1.7% |
476.6 |
| Range |
26.5 |
27.3 |
0.8 |
3.0% |
42.7 |
| ATR |
20.9 |
21.3 |
0.5 |
2.2% |
0.0 |
| Volume |
107,678 |
129,093 |
21,415 |
19.9% |
489,191 |
|
| Daily Pivots for day following 15-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
535.3 |
525.0 |
475.0 |
|
| R3 |
508.0 |
497.5 |
467.5 |
|
| R2 |
480.8 |
480.8 |
465.0 |
|
| R1 |
470.3 |
470.3 |
462.5 |
475.5 |
| PP |
453.5 |
453.5 |
453.5 |
456.0 |
| S1 |
443.0 |
443.0 |
457.5 |
448.3 |
| S2 |
426.0 |
426.0 |
455.0 |
|
| S3 |
398.8 |
415.8 |
452.5 |
|
| S4 |
371.5 |
388.5 |
445.0 |
|
|
| 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 |
436.5 |
67.0 |
14.6% |
22.5 |
4.9% |
35% |
False |
True |
107,695 |
| 10 |
518.6 |
436.5 |
82.1 |
17.9% |
19.3 |
4.2% |
29% |
False |
True |
102,079 |
| 20 |
518.6 |
436.5 |
82.1 |
17.9% |
19.0 |
4.2% |
29% |
False |
True |
106,448 |
| 40 |
518.6 |
374.9 |
143.7 |
31.2% |
20.5 |
4.4% |
59% |
False |
False |
70,661 |
| 60 |
554.2 |
374.9 |
179.3 |
39.0% |
16.0 |
3.5% |
47% |
False |
False |
47,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
579.8 |
|
2.618 |
535.3 |
|
1.618 |
508.0 |
|
1.000 |
491.0 |
|
0.618 |
480.8 |
|
HIGH |
463.8 |
|
0.618 |
453.3 |
|
0.500 |
450.3 |
|
0.382 |
447.0 |
|
LOW |
436.5 |
|
0.618 |
419.8 |
|
1.000 |
409.3 |
|
1.618 |
392.3 |
|
2.618 |
365.0 |
|
4.250 |
320.5 |
|
|
| Fisher Pivots for day following 15-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
456.8 |
458.5 |
| PP |
453.5 |
457.3 |
| S1 |
450.3 |
456.0 |
|