ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 02-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2009 |
02-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
455.3 |
445.2 |
-10.1 |
-2.2% |
438.0 |
| High |
459.0 |
450.7 |
-8.3 |
-1.8% |
474.2 |
| Low |
439.7 |
434.1 |
-5.6 |
-1.3% |
432.0 |
| Close |
442.6 |
447.5 |
4.9 |
1.1% |
442.6 |
| Range |
19.3 |
16.6 |
-2.7 |
-14.0% |
42.2 |
| ATR |
22.2 |
21.8 |
-0.4 |
-1.8% |
0.0 |
| Volume |
111,028 |
125,341 |
14,313 |
12.9% |
581,755 |
|
| Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
494.0 |
487.3 |
456.8 |
|
| R3 |
477.3 |
470.8 |
452.0 |
|
| R2 |
460.8 |
460.8 |
450.5 |
|
| R1 |
454.0 |
454.0 |
449.0 |
457.5 |
| PP |
444.0 |
444.0 |
444.0 |
445.8 |
| S1 |
437.5 |
437.5 |
446.0 |
440.8 |
| S2 |
427.5 |
427.5 |
444.5 |
|
| S3 |
411.0 |
421.0 |
443.0 |
|
| S4 |
394.3 |
404.3 |
438.3 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
576.3 |
551.5 |
465.8 |
|
| R3 |
534.0 |
509.5 |
454.3 |
|
| R2 |
491.8 |
491.8 |
450.3 |
|
| R1 |
467.3 |
467.3 |
446.5 |
479.5 |
| PP |
449.5 |
449.5 |
449.5 |
455.8 |
| S1 |
425.0 |
425.0 |
438.8 |
437.3 |
| S2 |
407.5 |
407.5 |
434.8 |
|
| S3 |
365.3 |
382.8 |
431.0 |
|
| S4 |
323.0 |
340.5 |
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 |
434.1 |
40.1 |
9.0% |
17.3 |
3.9% |
33% |
False |
True |
115,213 |
| 10 |
474.2 |
425.6 |
48.6 |
10.9% |
22.8 |
5.1% |
45% |
False |
False |
112,242 |
| 20 |
518.6 |
425.6 |
93.0 |
20.8% |
21.3 |
4.8% |
24% |
False |
False |
111,825 |
| 40 |
518.6 |
422.2 |
96.4 |
21.5% |
22.8 |
5.1% |
26% |
False |
False |
103,182 |
| 60 |
528.4 |
374.9 |
153.5 |
34.3% |
18.8 |
4.2% |
47% |
False |
False |
68,792 |
| 80 |
573.6 |
374.9 |
198.7 |
44.4% |
17.0 |
3.8% |
37% |
False |
False |
51,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
521.3 |
|
2.618 |
494.3 |
|
1.618 |
477.5 |
|
1.000 |
467.3 |
|
0.618 |
461.0 |
|
HIGH |
450.8 |
|
0.618 |
444.3 |
|
0.500 |
442.5 |
|
0.382 |
440.5 |
|
LOW |
434.0 |
|
0.618 |
423.8 |
|
1.000 |
417.5 |
|
1.618 |
407.3 |
|
2.618 |
390.8 |
|
4.250 |
363.5 |
|
|
| Fisher Pivots for day following 02-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
445.8 |
453.0 |
| PP |
444.0 |
451.3 |
| S1 |
442.5 |
449.3 |
|