ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 20-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2009 |
20-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
462.6 |
455.6 |
-7.0 |
-1.5% |
480.6 |
| High |
469.5 |
461.6 |
-7.9 |
-1.7% |
480.6 |
| Low |
448.3 |
426.9 |
-21.4 |
-4.8% |
436.5 |
| Close |
463.6 |
432.6 |
-31.0 |
-6.7% |
463.6 |
| Range |
21.2 |
34.7 |
13.5 |
63.7% |
44.1 |
| ATR |
21.3 |
22.4 |
1.1 |
5.2% |
0.0 |
| Volume |
178,653 |
3,025 |
-175,628 |
-98.3% |
624,887 |
|
| Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
544.5 |
523.3 |
451.8 |
|
| R3 |
509.8 |
488.5 |
442.3 |
|
| R2 |
475.0 |
475.0 |
439.0 |
|
| R1 |
453.8 |
453.8 |
435.8 |
447.0 |
| PP |
440.3 |
440.3 |
440.3 |
437.0 |
| S1 |
419.3 |
419.3 |
429.5 |
412.5 |
| S2 |
405.8 |
405.8 |
426.3 |
|
| S3 |
371.0 |
384.5 |
423.0 |
|
| S4 |
336.3 |
349.8 |
413.5 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
592.5 |
572.3 |
487.8 |
|
| R3 |
548.5 |
528.0 |
475.8 |
|
| R2 |
504.3 |
504.3 |
471.8 |
|
| R1 |
484.0 |
484.0 |
467.8 |
472.0 |
| PP |
460.3 |
460.3 |
460.3 |
454.3 |
| S1 |
439.8 |
439.8 |
459.5 |
428.0 |
| S2 |
416.3 |
416.3 |
455.5 |
|
| S3 |
372.0 |
395.8 |
451.5 |
|
| S4 |
328.0 |
351.8 |
439.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
475.3 |
426.9 |
48.4 |
11.2% |
24.8 |
5.7% |
12% |
False |
True |
102,479 |
| 10 |
518.6 |
426.9 |
91.7 |
21.2% |
22.0 |
5.1% |
6% |
False |
True |
104,560 |
| 20 |
518.6 |
426.9 |
91.7 |
21.2% |
19.8 |
4.6% |
6% |
False |
True |
93,694 |
| 40 |
518.6 |
374.9 |
143.7 |
33.2% |
21.0 |
4.9% |
40% |
False |
False |
75,203 |
| 60 |
554.2 |
374.9 |
179.3 |
41.4% |
17.0 |
3.9% |
32% |
False |
False |
50,137 |
| 80 |
712.5 |
374.9 |
337.6 |
78.0% |
16.5 |
3.8% |
17% |
False |
False |
37,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
609.0 |
|
2.618 |
552.5 |
|
1.618 |
517.8 |
|
1.000 |
496.3 |
|
0.618 |
483.0 |
|
HIGH |
461.5 |
|
0.618 |
448.3 |
|
0.500 |
444.3 |
|
0.382 |
440.3 |
|
LOW |
427.0 |
|
0.618 |
405.5 |
|
1.000 |
392.3 |
|
1.618 |
370.8 |
|
2.618 |
336.0 |
|
4.250 |
279.5 |
|
|
| Fisher Pivots for day following 20-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
444.3 |
448.3 |
| PP |
440.3 |
443.0 |
| S1 |
436.5 |
437.8 |
|