ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 02-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
393.9 |
385.6 |
-8.3 |
-2.1% |
409.9 |
| High |
398.2 |
386.2 |
-12.0 |
-3.0% |
418.2 |
| Low |
383.4 |
366.5 |
-16.9 |
-4.4% |
383.4 |
| Close |
388.5 |
370.3 |
-18.2 |
-4.7% |
388.5 |
| Range |
14.8 |
19.7 |
4.9 |
33.1% |
34.8 |
| ATR |
18.2 |
18.5 |
0.3 |
1.5% |
0.0 |
| Volume |
136,696 |
178,088 |
41,392 |
30.3% |
801,070 |
|
| Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
433.5 |
421.5 |
381.3 |
|
| R3 |
413.8 |
401.8 |
375.8 |
|
| R2 |
394.0 |
394.0 |
374.0 |
|
| R1 |
382.3 |
382.3 |
372.0 |
378.3 |
| PP |
374.3 |
374.3 |
374.3 |
372.5 |
| S1 |
362.5 |
362.5 |
368.5 |
358.5 |
| S2 |
354.8 |
354.8 |
366.8 |
|
| S3 |
335.0 |
342.8 |
365.0 |
|
| S4 |
315.3 |
323.0 |
359.5 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
501.0 |
479.5 |
407.8 |
|
| R3 |
466.3 |
444.8 |
398.0 |
|
| R2 |
431.5 |
431.5 |
395.0 |
|
| R1 |
410.0 |
410.0 |
391.8 |
403.3 |
| PP |
396.8 |
396.8 |
396.8 |
393.5 |
| S1 |
375.3 |
375.3 |
385.3 |
368.5 |
| S2 |
362.0 |
362.0 |
382.0 |
|
| S3 |
327.0 |
340.5 |
379.0 |
|
| S4 |
292.3 |
305.5 |
369.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
413.1 |
366.5 |
46.6 |
12.6% |
17.0 |
4.6% |
8% |
False |
True |
161,893 |
| 10 |
437.9 |
366.5 |
71.4 |
19.3% |
16.8 |
4.5% |
5% |
False |
True |
142,594 |
| 20 |
471.1 |
366.5 |
104.6 |
28.2% |
16.8 |
4.5% |
4% |
False |
True |
136,729 |
| 40 |
518.6 |
366.5 |
152.1 |
41.1% |
19.0 |
5.1% |
2% |
False |
True |
123,278 |
| 60 |
518.6 |
366.5 |
152.1 |
41.1% |
20.8 |
5.6% |
2% |
False |
True |
112,277 |
| 80 |
554.2 |
366.5 |
187.7 |
50.7% |
18.3 |
5.0% |
2% |
False |
True |
84,210 |
| 100 |
595.0 |
366.5 |
228.5 |
61.7% |
17.0 |
4.6% |
2% |
False |
True |
67,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
470.0 |
|
2.618 |
437.8 |
|
1.618 |
418.0 |
|
1.000 |
406.0 |
|
0.618 |
398.3 |
|
HIGH |
386.3 |
|
0.618 |
378.8 |
|
0.500 |
376.3 |
|
0.382 |
374.0 |
|
LOW |
366.5 |
|
0.618 |
354.3 |
|
1.000 |
346.8 |
|
1.618 |
334.8 |
|
2.618 |
315.0 |
|
4.250 |
282.8 |
|
|
| Fisher Pivots for day following 02-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
376.3 |
386.8 |
| PP |
374.3 |
381.3 |
| S1 |
372.3 |
375.8 |
|