ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 18-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
387.5 |
404.5 |
17.0 |
4.4% |
355.1 |
| High |
407.0 |
421.1 |
14.1 |
3.5% |
396.4 |
| Low |
383.3 |
398.5 |
15.2 |
4.0% |
341.6 |
| Close |
405.6 |
419.0 |
13.4 |
3.3% |
394.0 |
| Range |
23.7 |
22.6 |
-1.1 |
-4.6% |
54.8 |
| ATR |
19.3 |
19.5 |
0.2 |
1.2% |
0.0 |
| Volume |
110,413 |
100,036 |
-10,377 |
-9.4% |
934,815 |
|
| Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
480.8 |
472.5 |
431.5 |
|
| R3 |
458.0 |
449.8 |
425.3 |
|
| R2 |
435.5 |
435.5 |
423.3 |
|
| R1 |
427.3 |
427.3 |
421.0 |
431.3 |
| PP |
412.8 |
412.8 |
412.8 |
415.0 |
| S1 |
404.8 |
404.8 |
417.0 |
408.8 |
| S2 |
390.3 |
390.3 |
414.8 |
|
| S3 |
367.8 |
382.0 |
412.8 |
|
| S4 |
345.0 |
359.5 |
406.5 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
541.8 |
522.8 |
424.3 |
|
| R3 |
487.0 |
467.8 |
409.0 |
|
| R2 |
432.3 |
432.3 |
404.0 |
|
| R1 |
413.0 |
413.0 |
399.0 |
422.5 |
| PP |
377.3 |
377.3 |
377.3 |
382.0 |
| S1 |
358.3 |
358.3 |
389.0 |
367.8 |
| S2 |
322.5 |
322.5 |
384.0 |
|
| S3 |
267.8 |
303.5 |
379.0 |
|
| S4 |
213.0 |
248.8 |
363.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
421.1 |
359.6 |
61.5 |
14.7% |
21.3 |
5.1% |
97% |
True |
False |
137,310 |
| 10 |
421.1 |
341.6 |
79.5 |
19.0% |
20.0 |
4.7% |
97% |
True |
False |
157,740 |
| 20 |
428.8 |
341.6 |
87.2 |
20.8% |
19.0 |
4.5% |
89% |
False |
False |
160,169 |
| 40 |
474.2 |
341.6 |
132.6 |
31.6% |
18.8 |
4.5% |
58% |
False |
False |
141,629 |
| 60 |
518.6 |
341.6 |
177.0 |
42.2% |
19.0 |
4.6% |
44% |
False |
False |
125,651 |
| 80 |
518.6 |
341.6 |
177.0 |
42.2% |
20.0 |
4.8% |
44% |
False |
False |
108,416 |
| 100 |
554.2 |
341.6 |
212.6 |
50.7% |
17.8 |
4.2% |
36% |
False |
False |
86,734 |
| 120 |
712.5 |
341.6 |
370.9 |
88.5% |
17.3 |
4.1% |
21% |
False |
False |
72,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
517.3 |
|
2.618 |
480.3 |
|
1.618 |
457.8 |
|
1.000 |
443.8 |
|
0.618 |
435.0 |
|
HIGH |
421.0 |
|
0.618 |
412.5 |
|
0.500 |
409.8 |
|
0.382 |
407.3 |
|
LOW |
398.5 |
|
0.618 |
384.5 |
|
1.000 |
376.0 |
|
1.618 |
362.0 |
|
2.618 |
339.3 |
|
4.250 |
302.5 |
|
|
| Fisher Pivots for day following 18-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
416.0 |
413.5 |
| PP |
412.8 |
407.8 |
| S1 |
409.8 |
402.3 |
|