ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 12-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
449.0 |
448.0 |
-1.0 |
-0.2% |
445.2 |
| High |
451.0 |
453.7 |
2.7 |
0.6% |
471.1 |
| Low |
440.1 |
433.5 |
-6.6 |
-1.5% |
434.1 |
| Close |
447.3 |
453.4 |
6.1 |
1.4% |
469.5 |
| Range |
10.9 |
20.2 |
9.3 |
85.3% |
37.0 |
| ATR |
19.7 |
19.8 |
0.0 |
0.2% |
0.0 |
| Volume |
181,752 |
110,885 |
-70,867 |
-39.0% |
644,772 |
|
| Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
507.5 |
500.8 |
464.5 |
|
| R3 |
487.3 |
480.5 |
459.0 |
|
| R2 |
467.0 |
467.0 |
457.0 |
|
| R1 |
460.3 |
460.3 |
455.3 |
463.8 |
| PP |
446.8 |
446.8 |
446.8 |
448.5 |
| S1 |
440.0 |
440.0 |
451.5 |
443.5 |
| S2 |
426.8 |
426.8 |
449.8 |
|
| S3 |
406.5 |
419.8 |
447.8 |
|
| S4 |
386.3 |
399.8 |
442.3 |
|
|
| 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 |
433.5 |
37.6 |
8.3% |
18.0 |
4.0% |
53% |
False |
True |
128,960 |
| 10 |
471.1 |
433.5 |
37.6 |
8.3% |
17.3 |
3.8% |
53% |
False |
True |
126,322 |
| 20 |
474.2 |
425.6 |
48.6 |
10.7% |
20.5 |
4.5% |
57% |
False |
False |
122,851 |
| 40 |
518.6 |
425.6 |
93.0 |
20.5% |
19.8 |
4.4% |
30% |
False |
False |
116,701 |
| 60 |
518.6 |
374.9 |
143.7 |
31.7% |
20.3 |
4.4% |
55% |
False |
False |
85,906 |
| 80 |
554.2 |
374.9 |
179.3 |
39.5% |
16.8 |
3.7% |
44% |
False |
False |
64,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
539.5 |
|
2.618 |
506.5 |
|
1.618 |
486.5 |
|
1.000 |
474.0 |
|
0.618 |
466.3 |
|
HIGH |
453.8 |
|
0.618 |
446.0 |
|
0.500 |
443.5 |
|
0.382 |
441.3 |
|
LOW |
433.5 |
|
0.618 |
421.0 |
|
1.000 |
413.3 |
|
1.618 |
400.8 |
|
2.618 |
380.5 |
|
4.250 |
347.8 |
|
|
| Fisher Pivots for day following 12-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
450.3 |
453.0 |
| PP |
446.8 |
452.3 |
| S1 |
443.5 |
451.8 |
|