ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 20-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
420.0 |
416.0 |
-4.0 |
-1.0% |
437.0 |
| High |
428.8 |
416.3 |
-12.5 |
-2.9% |
437.9 |
| Low |
415.3 |
401.0 |
-14.3 |
-3.4% |
401.0 |
| Close |
416.7 |
409.2 |
-7.5 |
-1.8% |
409.2 |
| Range |
13.5 |
15.3 |
1.8 |
13.3% |
36.9 |
| ATR |
18.7 |
18.5 |
-0.2 |
-1.1% |
0.0 |
| Volume |
151,224 |
136,477 |
-14,747 |
-9.8% |
446,788 |
|
| Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
454.8 |
447.3 |
417.5 |
|
| R3 |
439.5 |
432.0 |
413.5 |
|
| R2 |
424.3 |
424.3 |
412.0 |
|
| R1 |
416.8 |
416.8 |
410.5 |
412.8 |
| PP |
408.8 |
408.8 |
408.8 |
407.0 |
| S1 |
401.3 |
401.3 |
407.8 |
397.5 |
| S2 |
393.5 |
393.5 |
406.5 |
|
| S3 |
378.3 |
386.0 |
405.0 |
|
| S4 |
363.0 |
370.8 |
400.8 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
526.8 |
504.8 |
429.5 |
|
| R3 |
489.8 |
468.0 |
419.3 |
|
| R2 |
453.0 |
453.0 |
416.0 |
|
| R1 |
431.0 |
431.0 |
412.5 |
423.5 |
| PP |
416.0 |
416.0 |
416.0 |
412.3 |
| S1 |
394.3 |
394.3 |
405.8 |
386.8 |
| S2 |
379.3 |
379.3 |
402.5 |
|
| S3 |
342.3 |
357.3 |
399.0 |
|
| S4 |
305.3 |
320.3 |
389.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
456.2 |
401.0 |
55.2 |
13.5% |
14.3 |
3.5% |
15% |
False |
True |
120,647 |
| 10 |
471.1 |
401.0 |
70.1 |
17.1% |
16.3 |
4.0% |
12% |
False |
True |
124,803 |
| 20 |
474.2 |
401.0 |
73.2 |
17.9% |
17.3 |
4.2% |
11% |
False |
True |
124,068 |
| 40 |
518.6 |
401.0 |
117.6 |
28.7% |
18.5 |
4.5% |
7% |
False |
True |
108,252 |
| 60 |
518.6 |
401.0 |
117.6 |
28.7% |
20.3 |
5.0% |
7% |
False |
True |
95,960 |
| 80 |
554.2 |
374.9 |
179.3 |
43.8% |
17.8 |
4.3% |
19% |
False |
False |
71,971 |
| 100 |
689.1 |
374.9 |
314.2 |
76.8% |
17.0 |
4.2% |
11% |
False |
False |
57,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
481.3 |
|
2.618 |
456.3 |
|
1.618 |
441.0 |
|
1.000 |
431.5 |
|
0.618 |
425.8 |
|
HIGH |
416.3 |
|
0.618 |
410.5 |
|
0.500 |
408.8 |
|
0.382 |
406.8 |
|
LOW |
401.0 |
|
0.618 |
391.5 |
|
1.000 |
385.8 |
|
1.618 |
376.3 |
|
2.618 |
361.0 |
|
4.250 |
336.0 |
|
|
| Fisher Pivots for day following 20-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
409.0 |
417.5 |
| PP |
408.8 |
414.8 |
| S1 |
408.8 |
412.0 |
|