ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 22-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
432.7 |
455.0 |
22.3 |
5.2% |
480.6 |
| High |
458.4 |
459.0 |
0.6 |
0.1% |
480.6 |
| Low |
429.0 |
432.4 |
3.4 |
0.8% |
436.5 |
| Close |
453.7 |
444.0 |
-9.7 |
-2.1% |
463.6 |
| Range |
29.4 |
26.6 |
-2.8 |
-9.5% |
44.1 |
| ATR |
22.9 |
23.2 |
0.3 |
1.1% |
0.0 |
| Volume |
139,174 |
128,959 |
-10,215 |
-7.3% |
624,887 |
|
| Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
525.0 |
511.0 |
458.8 |
|
| R3 |
498.3 |
484.5 |
451.3 |
|
| R2 |
471.8 |
471.8 |
449.0 |
|
| R1 |
457.8 |
457.8 |
446.5 |
451.5 |
| PP |
445.3 |
445.3 |
445.3 |
442.0 |
| S1 |
431.3 |
431.3 |
441.5 |
425.0 |
| S2 |
418.5 |
418.5 |
439.0 |
|
| S3 |
392.0 |
404.8 |
436.8 |
|
| S4 |
365.3 |
378.0 |
429.3 |
|
|
| 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 |
469.5 |
426.9 |
42.6 |
9.6% |
27.8 |
6.3% |
40% |
False |
False |
115,780 |
| 10 |
503.5 |
426.9 |
76.6 |
17.3% |
23.5 |
5.3% |
22% |
False |
False |
110,249 |
| 20 |
518.6 |
426.9 |
91.7 |
20.7% |
20.0 |
4.5% |
19% |
False |
False |
92,437 |
| 40 |
518.6 |
415.0 |
103.6 |
23.3% |
22.0 |
4.9% |
28% |
False |
False |
81,906 |
| 60 |
554.2 |
374.9 |
179.3 |
40.4% |
17.8 |
4.0% |
39% |
False |
False |
54,606 |
| 80 |
689.1 |
374.9 |
314.2 |
70.8% |
17.0 |
3.8% |
22% |
False |
False |
40,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
572.0 |
|
2.618 |
528.8 |
|
1.618 |
502.0 |
|
1.000 |
485.5 |
|
0.618 |
475.5 |
|
HIGH |
459.0 |
|
0.618 |
448.8 |
|
0.500 |
445.8 |
|
0.382 |
442.5 |
|
LOW |
432.5 |
|
0.618 |
416.0 |
|
1.000 |
405.8 |
|
1.618 |
389.3 |
|
2.618 |
362.8 |
|
4.250 |
319.3 |
|
|
| Fisher Pivots for day following 22-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
445.8 |
444.3 |
| PP |
445.3 |
444.3 |
| S1 |
444.5 |
444.0 |
|