ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 09-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2009 |
09-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
452.0 |
467.5 |
15.5 |
3.4% |
445.2 |
| High |
471.1 |
470.4 |
-0.7 |
-0.1% |
471.1 |
| Low |
448.3 |
461.2 |
12.9 |
2.9% |
434.1 |
| Close |
469.5 |
466.6 |
-2.9 |
-0.6% |
469.5 |
| Range |
22.8 |
9.2 |
-13.6 |
-59.6% |
37.0 |
| ATR |
20.8 |
19.9 |
-0.8 |
-4.0% |
0.0 |
| Volume |
137,374 |
124,521 |
-12,853 |
-9.4% |
644,772 |
|
| Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
493.8 |
489.3 |
471.8 |
|
| R3 |
484.5 |
480.3 |
469.3 |
|
| R2 |
475.3 |
475.3 |
468.3 |
|
| R1 |
471.0 |
471.0 |
467.5 |
468.5 |
| PP |
466.0 |
466.0 |
466.0 |
464.8 |
| S1 |
461.8 |
461.8 |
465.8 |
459.3 |
| S2 |
456.8 |
456.8 |
465.0 |
|
| S3 |
447.8 |
452.5 |
464.0 |
|
| S4 |
438.5 |
443.3 |
461.5 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
569.3 |
556.3 |
489.8 |
|
| R3 |
532.3 |
519.3 |
479.8 |
|
| R2 |
495.3 |
495.3 |
476.3 |
|
| R1 |
482.3 |
482.3 |
473.0 |
488.8 |
| PP |
458.3 |
458.3 |
458.3 |
461.5 |
| S1 |
445.3 |
445.3 |
466.0 |
451.8 |
| S2 |
421.3 |
421.3 |
462.8 |
|
| S3 |
384.3 |
408.3 |
459.3 |
|
| S4 |
347.3 |
371.3 |
449.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
471.1 |
441.1 |
30.0 |
6.4% |
15.8 |
3.4% |
85% |
False |
False |
128,790 |
| 10 |
474.2 |
434.1 |
40.1 |
8.6% |
16.5 |
3.5% |
81% |
False |
False |
122,002 |
| 20 |
480.6 |
425.6 |
55.0 |
11.8% |
20.5 |
4.4% |
75% |
False |
False |
119,563 |
| 40 |
518.6 |
425.6 |
93.0 |
19.9% |
21.3 |
4.6% |
44% |
False |
False |
118,585 |
| 60 |
518.6 |
374.9 |
143.7 |
30.8% |
20.0 |
4.3% |
64% |
False |
False |
79,525 |
| 80 |
554.2 |
374.9 |
179.3 |
38.4% |
16.5 |
3.5% |
51% |
False |
False |
59,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
509.5 |
|
2.618 |
494.5 |
|
1.618 |
485.3 |
|
1.000 |
479.5 |
|
0.618 |
476.0 |
|
HIGH |
470.5 |
|
0.618 |
467.0 |
|
0.500 |
465.8 |
|
0.382 |
464.8 |
|
LOW |
461.3 |
|
0.618 |
455.5 |
|
1.000 |
452.0 |
|
1.618 |
446.3 |
|
2.618 |
437.0 |
|
4.250 |
422.0 |
|
|
| Fisher Pivots for day following 09-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
466.3 |
463.0 |
| PP |
466.0 |
459.5 |
| S1 |
465.8 |
456.0 |
|