ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 26-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2009 |
26-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
443.6 |
438.0 |
-5.6 |
-1.3% |
455.6 |
| High |
449.3 |
457.8 |
8.5 |
1.9% |
461.6 |
| Low |
425.6 |
432.0 |
6.4 |
1.5% |
425.6 |
| Close |
439.4 |
446.1 |
6.7 |
1.5% |
439.4 |
| Range |
23.7 |
25.8 |
2.1 |
8.9% |
36.0 |
| ATR |
23.2 |
23.4 |
0.2 |
0.8% |
0.0 |
| Volume |
144,173 |
131,028 |
-13,145 |
-9.1% |
415,331 |
|
| Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
522.8 |
510.3 |
460.3 |
|
| R3 |
497.0 |
484.5 |
453.3 |
|
| R2 |
471.0 |
471.0 |
450.8 |
|
| R1 |
458.5 |
458.5 |
448.5 |
464.8 |
| PP |
445.3 |
445.3 |
445.3 |
448.5 |
| S1 |
432.8 |
432.8 |
443.8 |
439.0 |
| S2 |
419.5 |
419.5 |
441.3 |
|
| S3 |
393.8 |
407.0 |
439.0 |
|
| S4 |
368.0 |
381.3 |
432.0 |
|
|
| 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 |
461.6 |
425.6 |
36.0 |
8.1% |
28.0 |
6.3% |
57% |
False |
False |
109,271 |
| 10 |
480.6 |
425.6 |
55.0 |
12.3% |
24.5 |
5.5% |
37% |
False |
False |
117,124 |
| 20 |
518.6 |
425.6 |
93.0 |
20.8% |
21.0 |
4.7% |
22% |
False |
False |
95,910 |
| 40 |
518.6 |
415.0 |
103.6 |
23.2% |
23.0 |
5.1% |
30% |
False |
False |
88,785 |
| 60 |
554.2 |
374.9 |
179.3 |
40.2% |
18.8 |
4.2% |
40% |
False |
False |
59,192 |
| 80 |
667.0 |
374.9 |
292.1 |
65.5% |
17.3 |
3.9% |
24% |
False |
False |
44,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
567.5 |
|
2.618 |
525.3 |
|
1.618 |
499.5 |
|
1.000 |
483.5 |
|
0.618 |
473.8 |
|
HIGH |
457.8 |
|
0.618 |
448.0 |
|
0.500 |
445.0 |
|
0.382 |
441.8 |
|
LOW |
432.0 |
|
0.618 |
416.0 |
|
1.000 |
406.3 |
|
1.618 |
390.3 |
|
2.618 |
364.5 |
|
4.250 |
322.3 |
|
|
| Fisher Pivots for day following 26-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
445.8 |
444.8 |
| PP |
445.3 |
443.5 |
| S1 |
445.0 |
442.3 |
|