ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 21-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2009 |
21-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
455.6 |
432.7 |
-22.9 |
-5.0% |
480.6 |
| High |
461.6 |
458.4 |
-3.2 |
-0.7% |
480.6 |
| Low |
426.9 |
429.0 |
2.1 |
0.5% |
436.5 |
| Close |
432.6 |
453.7 |
21.1 |
4.9% |
463.6 |
| Range |
34.7 |
29.4 |
-5.3 |
-15.3% |
44.1 |
| ATR |
22.4 |
22.9 |
0.5 |
2.2% |
0.0 |
| Volume |
3,025 |
139,174 |
136,149 |
4,500.8% |
624,887 |
|
| Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
535.3 |
523.8 |
469.8 |
|
| R3 |
505.8 |
494.5 |
461.8 |
|
| R2 |
476.5 |
476.5 |
459.0 |
|
| R1 |
465.0 |
465.0 |
456.5 |
470.8 |
| PP |
447.0 |
447.0 |
447.0 |
450.0 |
| S1 |
435.8 |
435.8 |
451.0 |
441.3 |
| S2 |
417.8 |
417.8 |
448.3 |
|
| S3 |
388.3 |
406.3 |
445.5 |
|
| S4 |
358.8 |
376.8 |
437.5 |
|
|
| 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 |
474.4 |
426.9 |
47.5 |
10.5% |
27.8 |
6.1% |
56% |
False |
False |
111,524 |
| 10 |
511.5 |
426.9 |
84.6 |
18.6% |
23.0 |
5.1% |
32% |
False |
False |
107,700 |
| 20 |
518.6 |
426.9 |
91.7 |
20.2% |
20.3 |
4.5% |
29% |
False |
False |
93,118 |
| 40 |
518.6 |
374.9 |
143.7 |
31.7% |
21.3 |
4.7% |
55% |
False |
False |
78,682 |
| 60 |
554.2 |
374.9 |
179.3 |
39.5% |
17.3 |
3.8% |
44% |
False |
False |
52,457 |
| 80 |
700.0 |
374.9 |
325.1 |
71.7% |
16.8 |
3.7% |
24% |
False |
False |
39,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
583.3 |
|
2.618 |
535.3 |
|
1.618 |
506.0 |
|
1.000 |
487.8 |
|
0.618 |
476.5 |
|
HIGH |
458.5 |
|
0.618 |
447.3 |
|
0.500 |
443.8 |
|
0.382 |
440.3 |
|
LOW |
429.0 |
|
0.618 |
410.8 |
|
1.000 |
399.5 |
|
1.618 |
381.5 |
|
2.618 |
352.0 |
|
4.250 |
304.0 |
|
|
| Fisher Pivots for day following 21-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
450.3 |
451.8 |
| PP |
447.0 |
450.0 |
| S1 |
443.8 |
448.3 |
|