ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 26-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
408.8 |
401.1 |
-7.7 |
-1.9% |
437.0 |
| High |
411.4 |
406.8 |
-4.6 |
-1.1% |
437.9 |
| Low |
394.0 |
391.2 |
-2.8 |
-0.7% |
401.0 |
| Close |
397.9 |
393.9 |
-4.0 |
-1.0% |
409.2 |
| Range |
17.4 |
15.6 |
-1.8 |
-10.3% |
36.9 |
| ATR |
18.7 |
18.5 |
-0.2 |
-1.2% |
0.0 |
| Volume |
156,961 |
181,693 |
24,732 |
15.8% |
446,788 |
|
| Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
444.0 |
434.5 |
402.5 |
|
| R3 |
428.5 |
419.0 |
398.3 |
|
| R2 |
413.0 |
413.0 |
396.8 |
|
| R1 |
403.5 |
403.5 |
395.3 |
400.3 |
| PP |
397.3 |
397.3 |
397.3 |
395.8 |
| S1 |
387.8 |
387.8 |
392.5 |
384.8 |
| S2 |
381.8 |
381.8 |
391.0 |
|
| S3 |
366.0 |
372.3 |
389.5 |
|
| S4 |
350.5 |
356.5 |
385.3 |
|
|
| 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 |
418.2 |
391.2 |
27.0 |
6.9% |
18.0 |
4.6% |
10% |
False |
True |
160,170 |
| 10 |
456.2 |
391.2 |
65.0 |
16.5% |
16.8 |
4.2% |
4% |
False |
True |
137,849 |
| 20 |
471.8 |
391.2 |
80.6 |
20.5% |
17.0 |
4.3% |
3% |
False |
True |
132,317 |
| 40 |
518.6 |
391.2 |
127.4 |
32.3% |
19.0 |
4.9% |
2% |
False |
True |
118,329 |
| 60 |
518.6 |
391.2 |
127.4 |
32.3% |
21.3 |
5.4% |
2% |
False |
True |
107,032 |
| 80 |
554.2 |
374.9 |
179.3 |
45.5% |
18.0 |
4.6% |
11% |
False |
False |
80,275 |
| 100 |
652.8 |
374.9 |
277.9 |
70.6% |
17.3 |
4.4% |
7% |
False |
False |
64,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
473.0 |
|
2.618 |
447.8 |
|
1.618 |
432.0 |
|
1.000 |
422.5 |
|
0.618 |
416.5 |
|
HIGH |
406.8 |
|
0.618 |
400.8 |
|
0.500 |
399.0 |
|
0.382 |
397.3 |
|
LOW |
391.3 |
|
0.618 |
381.5 |
|
1.000 |
375.5 |
|
1.618 |
366.0 |
|
2.618 |
350.3 |
|
4.250 |
325.0 |
|
|
| Fisher Pivots for day following 26-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
399.0 |
402.3 |
| PP |
397.3 |
399.5 |
| S1 |
395.5 |
396.8 |
|