ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 23-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
455.0 |
443.6 |
-11.4 |
-2.5% |
455.6 |
| High |
459.0 |
449.3 |
-9.7 |
-2.1% |
461.6 |
| Low |
432.4 |
425.6 |
-6.8 |
-1.6% |
425.6 |
| Close |
444.0 |
439.4 |
-4.6 |
-1.0% |
439.4 |
| Range |
26.6 |
23.7 |
-2.9 |
-10.9% |
36.0 |
| ATR |
23.2 |
23.2 |
0.0 |
0.2% |
0.0 |
| Volume |
128,959 |
144,173 |
15,214 |
11.8% |
415,331 |
|
| Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
509.3 |
498.0 |
452.5 |
|
| R3 |
485.5 |
474.3 |
446.0 |
|
| R2 |
461.8 |
461.8 |
443.8 |
|
| R1 |
450.5 |
450.5 |
441.5 |
444.3 |
| PP |
438.0 |
438.0 |
438.0 |
435.0 |
| S1 |
427.0 |
427.0 |
437.3 |
420.8 |
| S2 |
414.5 |
414.5 |
435.0 |
|
| S3 |
390.8 |
403.3 |
433.0 |
|
| S4 |
367.0 |
379.5 |
426.3 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
550.3 |
530.8 |
459.3 |
|
| R3 |
514.3 |
494.8 |
449.3 |
|
| R2 |
478.3 |
478.3 |
446.0 |
|
| R1 |
458.8 |
458.8 |
442.8 |
450.5 |
| PP |
442.3 |
442.3 |
442.3 |
438.0 |
| S1 |
422.8 |
422.8 |
436.0 |
414.5 |
| S2 |
406.3 |
406.3 |
432.8 |
|
| S3 |
370.3 |
386.8 |
429.5 |
|
| S4 |
334.3 |
350.8 |
419.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
469.5 |
425.6 |
43.9 |
10.0% |
27.0 |
6.2% |
31% |
False |
True |
118,796 |
| 10 |
503.5 |
425.6 |
77.9 |
17.7% |
24.8 |
5.6% |
18% |
False |
True |
113,246 |
| 20 |
518.6 |
425.6 |
93.0 |
21.2% |
20.3 |
4.6% |
15% |
False |
True |
93,687 |
| 40 |
518.6 |
415.0 |
103.6 |
23.6% |
22.3 |
5.1% |
24% |
False |
False |
85,510 |
| 60 |
554.2 |
374.9 |
179.3 |
40.8% |
18.3 |
4.1% |
36% |
False |
False |
57,009 |
| 80 |
684.0 |
374.9 |
309.1 |
70.3% |
17.3 |
3.9% |
21% |
False |
False |
42,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
550.0 |
|
2.618 |
511.3 |
|
1.618 |
487.8 |
|
1.000 |
473.0 |
|
0.618 |
464.0 |
|
HIGH |
449.3 |
|
0.618 |
440.3 |
|
0.500 |
437.5 |
|
0.382 |
434.8 |
|
LOW |
425.5 |
|
0.618 |
411.0 |
|
1.000 |
402.0 |
|
1.618 |
387.3 |
|
2.618 |
363.5 |
|
4.250 |
325.0 |
|
|
| Fisher Pivots for day following 23-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
438.8 |
442.3 |
| PP |
438.0 |
441.3 |
| S1 |
437.5 |
440.3 |
|