ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 12-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
365.7 |
364.3 |
-1.4 |
-0.4% |
385.6 |
| High |
377.0 |
392.6 |
15.6 |
4.1% |
386.2 |
| Low |
362.5 |
359.6 |
-2.9 |
-0.8% |
342.0 |
| Close |
364.8 |
390.8 |
26.0 |
7.1% |
354.5 |
| Range |
14.5 |
33.0 |
18.5 |
127.6% |
44.2 |
| ATR |
18.8 |
19.8 |
1.0 |
5.4% |
0.0 |
| Volume |
201,998 |
218,897 |
16,899 |
8.4% |
890,372 |
|
| Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
480.0 |
468.5 |
409.0 |
|
| R3 |
447.0 |
435.5 |
400.0 |
|
| R2 |
414.0 |
414.0 |
396.8 |
|
| R1 |
402.5 |
402.5 |
393.8 |
408.3 |
| PP |
381.0 |
381.0 |
381.0 |
384.0 |
| S1 |
369.5 |
369.5 |
387.8 |
375.3 |
| S2 |
348.0 |
348.0 |
384.8 |
|
| S3 |
315.0 |
336.5 |
381.8 |
|
| S4 |
282.0 |
303.5 |
372.8 |
|
|
| 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 |
392.6 |
341.6 |
51.0 |
13.1% |
21.0 |
5.4% |
96% |
True |
False |
186,709 |
| 10 |
398.2 |
341.6 |
56.6 |
14.5% |
20.3 |
5.2% |
87% |
False |
False |
178,365 |
| 20 |
456.2 |
341.6 |
114.6 |
29.3% |
18.5 |
4.7% |
43% |
False |
False |
158,107 |
| 40 |
474.4 |
341.6 |
132.8 |
34.0% |
19.8 |
5.0% |
37% |
False |
False |
140,399 |
| 60 |
518.6 |
341.6 |
177.0 |
45.3% |
19.5 |
5.0% |
28% |
False |
False |
132,475 |
| 80 |
518.6 |
341.6 |
177.0 |
45.3% |
19.5 |
5.0% |
28% |
False |
False |
102,570 |
| 100 |
554.2 |
341.6 |
212.6 |
54.4% |
17.0 |
4.4% |
23% |
False |
False |
82,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
532.8 |
|
2.618 |
479.0 |
|
1.618 |
446.0 |
|
1.000 |
425.5 |
|
0.618 |
413.0 |
|
HIGH |
392.5 |
|
0.618 |
380.0 |
|
0.500 |
376.0 |
|
0.382 |
372.3 |
|
LOW |
359.5 |
|
0.618 |
339.3 |
|
1.000 |
326.5 |
|
1.618 |
306.3 |
|
2.618 |
273.3 |
|
4.250 |
219.3 |
|
|
| Fisher Pivots for day following 12-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
386.0 |
383.3 |
| PP |
381.0 |
375.5 |
| S1 |
376.0 |
367.8 |
|