ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 16-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
16-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
449.0 |
441.5 |
-7.5 |
-1.7% |
463.4 |
| High |
451.1 |
441.5 |
-9.6 |
-2.1% |
467.9 |
| Low |
442.6 |
441.5 |
-1.1 |
-0.2% |
431.5 |
| Close |
441.5 |
441.5 |
0.0 |
0.0% |
441.5 |
| Range |
8.5 |
0.0 |
-8.5 |
-100.0% |
36.4 |
| ATR |
11.9 |
11.0 |
-0.8 |
-7.1% |
0.0 |
| Volume |
100 |
0 |
-100 |
-100.0% |
686 |
|
| Daily Pivots for day following 16-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
441.5 |
441.5 |
441.5 |
|
| R3 |
441.5 |
441.5 |
441.5 |
|
| R2 |
441.5 |
441.5 |
441.5 |
|
| R1 |
441.5 |
441.5 |
441.5 |
441.5 |
| PP |
441.5 |
441.5 |
441.5 |
441.5 |
| S1 |
441.5 |
441.5 |
441.5 |
441.5 |
| S2 |
441.5 |
441.5 |
441.5 |
|
| S3 |
441.5 |
441.5 |
441.5 |
|
| S4 |
441.5 |
441.5 |
441.5 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
556.3 |
535.3 |
461.5 |
|
| R3 |
519.8 |
498.8 |
451.5 |
|
| R2 |
483.3 |
483.3 |
448.3 |
|
| R1 |
462.5 |
462.5 |
444.8 |
454.8 |
| PP |
447.0 |
447.0 |
447.0 |
443.0 |
| S1 |
426.0 |
426.0 |
438.3 |
418.3 |
| S2 |
410.5 |
410.5 |
434.8 |
|
| S3 |
374.3 |
389.8 |
431.5 |
|
| S4 |
337.8 |
353.3 |
421.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
441.5 |
|
2.618 |
441.5 |
|
1.618 |
441.5 |
|
1.000 |
441.5 |
|
0.618 |
441.5 |
|
HIGH |
441.5 |
|
0.618 |
441.5 |
|
0.500 |
441.5 |
|
0.382 |
441.5 |
|
LOW |
441.5 |
|
0.618 |
441.5 |
|
1.000 |
441.5 |
|
1.618 |
441.5 |
|
2.618 |
441.5 |
|
4.250 |
441.5 |
|
|
| Fisher Pivots for day following 16-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
441.5 |
441.5 |
| PP |
441.5 |
441.3 |
| S1 |
441.5 |
441.3 |
|