ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 06-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2009 |
06-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
366.9 |
352.1 |
-14.8 |
-4.0% |
385.6 |
| High |
369.0 |
357.9 |
-11.1 |
-3.0% |
386.2 |
| Low |
348.0 |
342.0 |
-6.0 |
-1.7% |
342.0 |
| Close |
351.9 |
354.5 |
2.6 |
0.7% |
354.5 |
| Range |
21.0 |
15.9 |
-5.1 |
-24.3% |
44.2 |
| ATR |
19.0 |
18.8 |
-0.2 |
-1.2% |
0.0 |
| Volume |
176,206 |
176,958 |
752 |
0.4% |
890,372 |
|
| Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
399.3 |
392.8 |
363.3 |
|
| R3 |
383.3 |
376.8 |
358.8 |
|
| R2 |
367.3 |
367.3 |
357.5 |
|
| R1 |
361.0 |
361.0 |
356.0 |
364.3 |
| PP |
351.5 |
351.5 |
351.5 |
353.0 |
| S1 |
345.0 |
345.0 |
353.0 |
348.3 |
| S2 |
335.5 |
335.5 |
351.5 |
|
| S3 |
319.8 |
329.3 |
350.3 |
|
| S4 |
303.8 |
313.3 |
345.8 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
493.5 |
468.3 |
378.8 |
|
| R3 |
449.3 |
424.0 |
366.8 |
|
| R2 |
405.0 |
405.0 |
362.5 |
|
| R1 |
379.8 |
379.8 |
358.5 |
370.3 |
| PP |
361.0 |
361.0 |
361.0 |
356.3 |
| S1 |
335.5 |
335.5 |
350.5 |
326.3 |
| S2 |
316.8 |
316.8 |
346.5 |
|
| S3 |
272.5 |
291.5 |
342.3 |
|
| S4 |
228.3 |
247.3 |
330.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
386.2 |
342.0 |
44.2 |
12.5% |
19.8 |
5.6% |
28% |
False |
True |
178,074 |
| 10 |
418.2 |
342.0 |
76.2 |
21.5% |
18.8 |
5.3% |
16% |
False |
True |
169,144 |
| 20 |
471.1 |
342.0 |
129.1 |
36.4% |
17.5 |
4.9% |
10% |
False |
True |
146,974 |
| 40 |
503.5 |
342.0 |
161.5 |
45.6% |
19.3 |
5.4% |
8% |
False |
True |
131,882 |
| 60 |
518.6 |
342.0 |
176.6 |
49.8% |
20.3 |
5.7% |
7% |
False |
True |
124,121 |
| 80 |
518.6 |
342.0 |
176.6 |
49.8% |
19.0 |
5.4% |
7% |
False |
True |
93,113 |
| 100 |
573.6 |
342.0 |
231.6 |
65.3% |
16.8 |
4.7% |
5% |
False |
True |
74,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
425.5 |
|
2.618 |
399.5 |
|
1.618 |
383.8 |
|
1.000 |
373.8 |
|
0.618 |
367.8 |
|
HIGH |
358.0 |
|
0.618 |
351.8 |
|
0.500 |
350.0 |
|
0.382 |
348.0 |
|
LOW |
342.0 |
|
0.618 |
332.3 |
|
1.000 |
326.0 |
|
1.618 |
316.3 |
|
2.618 |
300.3 |
|
4.250 |
274.5 |
|
|
| Fisher Pivots for day following 06-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
353.0 |
358.8 |
| PP |
351.5 |
357.3 |
| S1 |
350.0 |
356.0 |
|