ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 04-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2009 |
04-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
448.7 |
449.7 |
1.0 |
0.2% |
438.0 |
| High |
454.9 |
460.4 |
5.5 |
1.2% |
474.2 |
| Low |
443.4 |
444.2 |
0.8 |
0.2% |
432.0 |
| Close |
449.1 |
449.1 |
0.0 |
0.0% |
442.6 |
| Range |
11.5 |
16.2 |
4.7 |
40.9% |
42.2 |
| ATR |
21.1 |
20.8 |
-0.4 |
-1.7% |
0.0 |
| Volume |
130,600 |
121,764 |
-8,836 |
-6.8% |
581,755 |
|
| Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
499.8 |
490.8 |
458.0 |
|
| R3 |
483.8 |
474.5 |
453.5 |
|
| R2 |
467.5 |
467.5 |
452.0 |
|
| R1 |
458.3 |
458.3 |
450.5 |
454.8 |
| PP |
451.3 |
451.3 |
451.3 |
449.5 |
| S1 |
442.0 |
442.0 |
447.5 |
438.5 |
| S2 |
435.0 |
435.0 |
446.3 |
|
| S3 |
418.8 |
425.8 |
444.8 |
|
| S4 |
402.8 |
409.8 |
440.3 |
|
|
| 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 |
471.8 |
434.1 |
37.7 |
8.4% |
16.8 |
3.7% |
40% |
False |
False |
120,849 |
| 10 |
474.2 |
425.6 |
48.6 |
10.8% |
19.0 |
4.2% |
48% |
False |
False |
123,259 |
| 20 |
511.5 |
425.6 |
85.9 |
19.1% |
21.0 |
4.7% |
27% |
False |
False |
115,479 |
| 40 |
518.6 |
425.6 |
93.0 |
20.7% |
21.8 |
4.8% |
25% |
False |
False |
109,481 |
| 60 |
518.6 |
374.9 |
143.7 |
32.0% |
19.3 |
4.3% |
52% |
False |
False |
72,998 |
| 80 |
573.6 |
374.9 |
198.7 |
44.2% |
17.0 |
3.8% |
37% |
False |
False |
54,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
529.3 |
|
2.618 |
502.8 |
|
1.618 |
486.5 |
|
1.000 |
476.5 |
|
0.618 |
470.5 |
|
HIGH |
460.5 |
|
0.618 |
454.3 |
|
0.500 |
452.3 |
|
0.382 |
450.5 |
|
LOW |
444.3 |
|
0.618 |
434.3 |
|
1.000 |
428.0 |
|
1.618 |
418.0 |
|
2.618 |
401.8 |
|
4.250 |
375.3 |
|
|
| Fisher Pivots for day following 04-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
452.3 |
448.5 |
| PP |
451.3 |
447.8 |
| S1 |
450.3 |
447.3 |
|