ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 12-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
444.0 |
436.5 |
-7.5 |
-1.7% |
444.0 |
| High |
445.3 |
447.0 |
1.7 |
0.4% |
468.5 |
| Low |
439.2 |
431.5 |
-7.7 |
-1.8% |
443.0 |
| Close |
445.1 |
451.2 |
6.1 |
1.4% |
467.1 |
| Range |
6.1 |
15.5 |
9.4 |
154.1% |
25.5 |
| ATR |
11.9 |
12.1 |
0.3 |
2.2% |
0.0 |
| Volume |
514 |
24 |
-490 |
-95.3% |
771 |
|
| Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
489.8 |
486.0 |
459.8 |
|
| R3 |
474.3 |
470.5 |
455.5 |
|
| R2 |
458.8 |
458.8 |
454.0 |
|
| R1 |
455.0 |
455.0 |
452.5 |
456.8 |
| PP |
443.3 |
443.3 |
443.3 |
444.3 |
| S1 |
439.5 |
439.5 |
449.8 |
441.3 |
| S2 |
427.8 |
427.8 |
448.3 |
|
| S3 |
412.3 |
424.0 |
447.0 |
|
| S4 |
396.8 |
408.5 |
442.8 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
536.0 |
527.0 |
481.0 |
|
| R3 |
510.5 |
501.5 |
474.0 |
|
| R2 |
485.0 |
485.0 |
471.8 |
|
| R1 |
476.0 |
476.0 |
469.5 |
480.5 |
| PP |
459.5 |
459.5 |
459.5 |
461.8 |
| S1 |
450.5 |
450.5 |
464.8 |
455.0 |
| S2 |
434.0 |
434.0 |
462.5 |
|
| S3 |
408.5 |
425.0 |
460.0 |
|
| S4 |
383.0 |
399.5 |
453.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
513.0 |
|
2.618 |
487.5 |
|
1.618 |
472.0 |
|
1.000 |
462.5 |
|
0.618 |
456.5 |
|
HIGH |
447.0 |
|
0.618 |
441.0 |
|
0.500 |
439.3 |
|
0.382 |
437.5 |
|
LOW |
431.5 |
|
0.618 |
422.0 |
|
1.000 |
416.0 |
|
1.618 |
406.5 |
|
2.618 |
391.0 |
|
4.250 |
365.5 |
|
|
| Fisher Pivots for day following 12-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
447.3 |
450.5 |
| PP |
443.3 |
450.0 |
| S1 |
439.3 |
449.3 |
|