ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 10-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2009 |
10-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
467.5 |
462.8 |
-4.7 |
-1.0% |
445.2 |
| High |
470.4 |
470.2 |
-0.2 |
0.0% |
471.1 |
| Low |
461.2 |
443.3 |
-17.9 |
-3.9% |
434.1 |
| Close |
466.6 |
446.4 |
-20.2 |
-4.3% |
469.5 |
| Range |
9.2 |
26.9 |
17.7 |
192.4% |
37.0 |
| ATR |
19.9 |
20.4 |
0.5 |
2.5% |
0.0 |
| Volume |
124,521 |
90,268 |
-34,253 |
-27.5% |
644,772 |
|
| Daily Pivots for day following 10-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
534.0 |
517.0 |
461.3 |
|
| R3 |
507.0 |
490.3 |
453.8 |
|
| R2 |
480.3 |
480.3 |
451.3 |
|
| R1 |
463.3 |
463.3 |
448.8 |
458.3 |
| PP |
453.3 |
453.3 |
453.3 |
450.8 |
| S1 |
436.5 |
436.5 |
444.0 |
431.5 |
| S2 |
426.5 |
426.5 |
441.5 |
|
| S3 |
399.5 |
409.5 |
439.0 |
|
| S4 |
372.5 |
382.5 |
431.5 |
|
|
| 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 |
6.7% |
18.8 |
4.2% |
18% |
False |
False |
120,724 |
| 10 |
474.2 |
434.1 |
40.1 |
9.0% |
18.0 |
4.0% |
31% |
False |
False |
118,804 |
| 20 |
475.3 |
425.6 |
49.7 |
11.1% |
21.0 |
4.7% |
42% |
False |
False |
118,300 |
| 40 |
518.6 |
425.6 |
93.0 |
20.8% |
21.0 |
4.7% |
22% |
False |
False |
119,708 |
| 60 |
518.6 |
374.9 |
143.7 |
32.2% |
20.5 |
4.6% |
50% |
False |
False |
81,029 |
| 80 |
554.2 |
374.9 |
179.3 |
40.2% |
16.5 |
3.7% |
40% |
False |
False |
60,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
584.5 |
|
2.618 |
540.5 |
|
1.618 |
513.8 |
|
1.000 |
497.0 |
|
0.618 |
486.8 |
|
HIGH |
470.3 |
|
0.618 |
460.0 |
|
0.500 |
456.8 |
|
0.382 |
453.5 |
|
LOW |
443.3 |
|
0.618 |
426.8 |
|
1.000 |
416.5 |
|
1.618 |
399.8 |
|
2.618 |
373.0 |
|
4.250 |
329.0 |
|
|
| Fisher Pivots for day following 10-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
456.8 |
457.3 |
| PP |
453.3 |
453.5 |
| S1 |
449.8 |
450.0 |
|