ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 23-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
416.0 |
409.9 |
-6.1 |
-1.5% |
437.0 |
| High |
416.3 |
418.2 |
1.9 |
0.5% |
437.9 |
| Low |
401.0 |
394.0 |
-7.0 |
-1.7% |
401.0 |
| Close |
409.2 |
398.2 |
-11.0 |
-2.7% |
409.2 |
| Range |
15.3 |
24.2 |
8.9 |
58.2% |
36.9 |
| ATR |
18.5 |
18.9 |
0.4 |
2.2% |
0.0 |
| Volume |
136,477 |
169,689 |
33,212 |
24.3% |
446,788 |
|
| Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
476.0 |
461.3 |
411.5 |
|
| R3 |
451.8 |
437.3 |
404.8 |
|
| R2 |
427.8 |
427.8 |
402.8 |
|
| R1 |
413.0 |
413.0 |
400.5 |
408.3 |
| PP |
403.5 |
403.5 |
403.5 |
401.0 |
| S1 |
388.8 |
388.8 |
396.0 |
384.0 |
| S2 |
379.3 |
379.3 |
393.8 |
|
| S3 |
355.0 |
364.5 |
391.5 |
|
| S4 |
330.8 |
340.3 |
385.0 |
|
|
| 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 |
437.9 |
394.0 |
43.9 |
11.0% |
16.5 |
4.1% |
10% |
False |
True |
123,295 |
| 10 |
470.4 |
394.0 |
76.4 |
19.2% |
16.3 |
4.1% |
5% |
False |
True |
128,035 |
| 20 |
474.2 |
394.0 |
80.2 |
20.1% |
17.3 |
4.3% |
5% |
False |
True |
125,344 |
| 40 |
518.6 |
394.0 |
124.6 |
31.3% |
18.8 |
4.7% |
3% |
False |
True |
109,515 |
| 60 |
518.6 |
394.0 |
124.6 |
31.3% |
20.5 |
5.2% |
3% |
False |
True |
98,788 |
| 80 |
554.2 |
374.9 |
179.3 |
45.0% |
18.0 |
4.5% |
13% |
False |
False |
74,092 |
| 100 |
684.0 |
374.9 |
309.1 |
77.6% |
17.3 |
4.3% |
8% |
False |
False |
59,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
521.0 |
|
2.618 |
481.5 |
|
1.618 |
457.3 |
|
1.000 |
442.5 |
|
0.618 |
433.3 |
|
HIGH |
418.3 |
|
0.618 |
409.0 |
|
0.500 |
406.0 |
|
0.382 |
403.3 |
|
LOW |
394.0 |
|
0.618 |
379.0 |
|
1.000 |
369.8 |
|
1.618 |
354.8 |
|
2.618 |
330.8 |
|
4.250 |
291.3 |
|
|
| Fisher Pivots for day following 23-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
406.0 |
411.5 |
| PP |
403.5 |
407.0 |
| S1 |
400.8 |
402.5 |
|