ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 28-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
449.2 |
455.8 |
6.6 |
1.5% |
455.6 |
| High |
457.5 |
474.2 |
16.7 |
3.7% |
461.6 |
| Low |
446.2 |
455.7 |
9.5 |
2.1% |
425.6 |
| Close |
451.1 |
472.3 |
21.2 |
4.7% |
439.4 |
| Range |
11.3 |
18.5 |
7.2 |
63.7% |
36.0 |
| ATR |
22.5 |
22.6 |
0.0 |
0.2% |
0.0 |
| Volume |
122,242 |
101,942 |
-20,300 |
-16.6% |
415,331 |
|
| Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
523.0 |
516.0 |
482.5 |
|
| R3 |
504.5 |
497.5 |
477.5 |
|
| R2 |
486.0 |
486.0 |
475.8 |
|
| R1 |
479.0 |
479.0 |
474.0 |
482.5 |
| PP |
467.5 |
467.5 |
467.5 |
469.0 |
| S1 |
460.5 |
460.5 |
470.5 |
464.0 |
| S2 |
449.0 |
449.0 |
469.0 |
|
| S3 |
430.5 |
442.0 |
467.3 |
|
| S4 |
412.0 |
423.5 |
462.0 |
|
|
| 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 |
474.2 |
425.6 |
48.6 |
10.3% |
21.3 |
4.5% |
96% |
True |
False |
125,668 |
| 10 |
474.4 |
425.6 |
48.8 |
10.3% |
24.5 |
5.2% |
96% |
False |
False |
118,596 |
| 20 |
518.6 |
425.6 |
93.0 |
19.7% |
21.3 |
4.5% |
50% |
False |
False |
104,340 |
| 40 |
518.6 |
415.0 |
103.6 |
21.9% |
23.3 |
4.9% |
55% |
False |
False |
94,389 |
| 60 |
554.2 |
374.9 |
179.3 |
38.0% |
18.5 |
3.9% |
54% |
False |
False |
62,928 |
| 80 |
652.8 |
374.9 |
277.9 |
58.8% |
17.3 |
3.7% |
35% |
False |
False |
47,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
552.8 |
|
2.618 |
522.8 |
|
1.618 |
504.3 |
|
1.000 |
492.8 |
|
0.618 |
485.8 |
|
HIGH |
474.3 |
|
0.618 |
467.3 |
|
0.500 |
465.0 |
|
0.382 |
462.8 |
|
LOW |
455.8 |
|
0.618 |
444.3 |
|
1.000 |
437.3 |
|
1.618 |
425.8 |
|
2.618 |
407.3 |
|
4.250 |
377.0 |
|
|
| Fisher Pivots for day following 28-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
469.8 |
466.0 |
| PP |
467.5 |
459.5 |
| S1 |
465.0 |
453.0 |
|