ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 13-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2009 |
13-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
448.0 |
451.7 |
3.7 |
0.8% |
467.5 |
| High |
453.7 |
456.2 |
2.5 |
0.6% |
470.4 |
| Low |
433.5 |
442.4 |
8.9 |
2.1% |
433.5 |
| Close |
453.4 |
443.7 |
-9.7 |
-2.1% |
443.7 |
| Range |
20.2 |
13.8 |
-6.4 |
-31.7% |
36.9 |
| ATR |
19.8 |
19.4 |
-0.4 |
-2.2% |
0.0 |
| Volume |
110,885 |
156,450 |
45,565 |
41.1% |
663,876 |
|
| Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
488.8 |
480.0 |
451.3 |
|
| R3 |
475.0 |
466.3 |
447.5 |
|
| R2 |
461.3 |
461.3 |
446.3 |
|
| R1 |
452.5 |
452.5 |
445.0 |
450.0 |
| PP |
447.5 |
447.5 |
447.5 |
446.3 |
| S1 |
438.8 |
438.8 |
442.5 |
436.3 |
| S2 |
433.8 |
433.8 |
441.3 |
|
| S3 |
419.8 |
424.8 |
440.0 |
|
| S4 |
406.0 |
411.0 |
436.0 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
560.0 |
538.8 |
464.0 |
|
| R3 |
523.0 |
501.8 |
453.8 |
|
| R2 |
486.0 |
486.0 |
450.5 |
|
| R1 |
465.0 |
465.0 |
447.0 |
457.0 |
| PP |
449.3 |
449.3 |
449.3 |
445.3 |
| S1 |
428.0 |
428.0 |
440.3 |
420.3 |
| S2 |
412.3 |
412.3 |
437.0 |
|
| S3 |
375.5 |
391.0 |
433.5 |
|
| S4 |
338.5 |
354.3 |
423.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
470.4 |
433.5 |
36.9 |
8.3% |
16.3 |
3.7% |
28% |
False |
False |
132,775 |
| 10 |
471.1 |
433.5 |
37.6 |
8.5% |
16.8 |
3.8% |
27% |
False |
False |
130,864 |
| 20 |
474.2 |
425.6 |
48.6 |
11.0% |
20.0 |
4.5% |
37% |
False |
False |
124,219 |
| 40 |
518.6 |
425.6 |
93.0 |
21.0% |
19.5 |
4.4% |
19% |
False |
False |
115,334 |
| 60 |
518.6 |
374.9 |
143.7 |
32.4% |
20.3 |
4.6% |
48% |
False |
False |
88,514 |
| 80 |
554.2 |
374.9 |
179.3 |
40.4% |
17.0 |
3.8% |
38% |
False |
False |
66,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
514.8 |
|
2.618 |
492.3 |
|
1.618 |
478.5 |
|
1.000 |
470.0 |
|
0.618 |
464.8 |
|
HIGH |
456.3 |
|
0.618 |
451.0 |
|
0.500 |
449.3 |
|
0.382 |
447.8 |
|
LOW |
442.5 |
|
0.618 |
433.8 |
|
1.000 |
428.5 |
|
1.618 |
420.0 |
|
2.618 |
406.3 |
|
4.250 |
383.8 |
|
|
| Fisher Pivots for day following 13-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
449.3 |
444.8 |
| PP |
447.5 |
444.5 |
| S1 |
445.5 |
444.0 |
|