ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 11-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
462.8 |
449.0 |
-13.8 |
-3.0% |
445.2 |
| High |
470.2 |
451.0 |
-19.2 |
-4.1% |
471.1 |
| Low |
443.3 |
440.1 |
-3.2 |
-0.7% |
434.1 |
| Close |
446.4 |
447.3 |
0.9 |
0.2% |
469.5 |
| Range |
26.9 |
10.9 |
-16.0 |
-59.5% |
37.0 |
| ATR |
20.4 |
19.7 |
-0.7 |
-3.3% |
0.0 |
| Volume |
90,268 |
181,752 |
91,484 |
101.3% |
644,772 |
|
| Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
478.8 |
474.0 |
453.3 |
|
| R3 |
468.0 |
463.0 |
450.3 |
|
| R2 |
457.0 |
457.0 |
449.3 |
|
| R1 |
452.3 |
452.3 |
448.3 |
449.3 |
| PP |
446.3 |
446.3 |
446.3 |
444.5 |
| S1 |
441.3 |
441.3 |
446.3 |
438.3 |
| S2 |
435.3 |
435.3 |
445.3 |
|
| S3 |
424.3 |
430.3 |
444.3 |
|
| S4 |
413.5 |
419.5 |
441.3 |
|
|
| 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 |
440.1 |
31.0 |
6.9% |
17.8 |
3.9% |
23% |
False |
True |
132,721 |
| 10 |
471.8 |
434.1 |
37.7 |
8.4% |
17.3 |
3.9% |
35% |
False |
False |
126,785 |
| 20 |
474.4 |
425.6 |
48.8 |
10.9% |
21.0 |
4.7% |
44% |
False |
False |
122,691 |
| 40 |
518.6 |
425.6 |
93.0 |
20.8% |
20.3 |
4.5% |
23% |
False |
False |
119,658 |
| 60 |
518.6 |
374.9 |
143.7 |
32.1% |
19.8 |
4.4% |
50% |
False |
False |
84,058 |
| 80 |
554.2 |
374.9 |
179.3 |
40.1% |
16.8 |
3.7% |
40% |
False |
False |
63,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
497.3 |
|
2.618 |
479.5 |
|
1.618 |
468.8 |
|
1.000 |
462.0 |
|
0.618 |
457.8 |
|
HIGH |
451.0 |
|
0.618 |
446.8 |
|
0.500 |
445.5 |
|
0.382 |
444.3 |
|
LOW |
440.0 |
|
0.618 |
433.3 |
|
1.000 |
429.3 |
|
1.618 |
422.5 |
|
2.618 |
411.5 |
|
4.250 |
393.8 |
|
|
| Fisher Pivots for day following 11-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
446.8 |
455.3 |
| PP |
446.3 |
452.5 |
| S1 |
445.5 |
450.0 |
|