ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 18-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
437.0 |
426.4 |
-10.6 |
-2.4% |
467.5 |
| High |
437.9 |
434.2 |
-3.7 |
-0.8% |
470.4 |
| Low |
425.3 |
417.6 |
-7.7 |
-1.8% |
433.5 |
| Close |
426.4 |
419.8 |
-6.6 |
-1.5% |
443.7 |
| Range |
12.6 |
16.6 |
4.0 |
31.7% |
36.9 |
| ATR |
19.3 |
19.1 |
-0.2 |
-1.0% |
0.0 |
| Volume |
1,691 |
157,396 |
155,705 |
9,207.9% |
663,876 |
|
| Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
473.8 |
463.3 |
429.0 |
|
| R3 |
457.0 |
446.8 |
424.3 |
|
| R2 |
440.5 |
440.5 |
422.8 |
|
| R1 |
430.3 |
430.3 |
421.3 |
427.0 |
| PP |
423.8 |
423.8 |
423.8 |
422.3 |
| S1 |
413.5 |
413.5 |
418.3 |
410.5 |
| S2 |
407.3 |
407.3 |
416.8 |
|
| S3 |
390.8 |
397.0 |
415.3 |
|
| S4 |
374.0 |
380.3 |
410.8 |
|
|
| 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 |
456.2 |
417.6 |
38.6 |
9.2% |
14.8 |
3.5% |
6% |
False |
True |
121,634 |
| 10 |
471.1 |
417.6 |
53.5 |
12.7% |
16.8 |
4.0% |
4% |
False |
True |
121,179 |
| 20 |
474.2 |
417.6 |
56.6 |
13.5% |
18.5 |
4.4% |
4% |
False |
True |
123,089 |
| 40 |
518.6 |
417.6 |
101.0 |
24.1% |
19.3 |
4.6% |
2% |
False |
True |
108,392 |
| 60 |
518.6 |
374.9 |
143.7 |
34.2% |
20.3 |
4.8% |
31% |
False |
False |
91,165 |
| 80 |
554.2 |
374.9 |
179.3 |
42.7% |
17.3 |
4.1% |
25% |
False |
False |
68,375 |
| 100 |
712.5 |
374.9 |
337.6 |
80.4% |
17.0 |
4.0% |
13% |
False |
False |
54,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
504.8 |
|
2.618 |
477.8 |
|
1.618 |
461.0 |
|
1.000 |
450.8 |
|
0.618 |
444.5 |
|
HIGH |
434.3 |
|
0.618 |
427.8 |
|
0.500 |
426.0 |
|
0.382 |
424.0 |
|
LOW |
417.5 |
|
0.618 |
407.3 |
|
1.000 |
401.0 |
|
1.618 |
390.8 |
|
2.618 |
374.3 |
|
4.250 |
347.0 |
|
|
| Fisher Pivots for day following 18-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
426.0 |
437.0 |
| PP |
423.8 |
431.3 |
| S1 |
421.8 |
425.5 |
|