ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 02-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
379.7 |
379.2 |
-0.5 |
-0.1% |
413.7 |
| High |
395.0 |
379.2 |
-15.8 |
-4.0% |
413.7 |
| Low |
379.7 |
365.0 |
-14.7 |
-3.9% |
379.7 |
| Close |
385.9 |
367.7 |
-18.2 |
-4.7% |
385.9 |
| Range |
15.3 |
14.2 |
-1.1 |
-7.2% |
34.0 |
| ATR |
12.3 |
12.9 |
0.6 |
5.0% |
0.0 |
| Volume |
132 |
132 |
0 |
0.0% |
921 |
|
| Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
413.3 |
404.8 |
375.5 |
|
| R3 |
399.0 |
390.5 |
371.5 |
|
| R2 |
384.8 |
384.8 |
370.3 |
|
| R1 |
376.3 |
376.3 |
369.0 |
373.5 |
| PP |
370.8 |
370.8 |
370.8 |
369.3 |
| S1 |
362.0 |
362.0 |
366.5 |
359.3 |
| S2 |
356.5 |
356.5 |
365.0 |
|
| S3 |
342.3 |
347.8 |
363.8 |
|
| S4 |
328.0 |
333.8 |
360.0 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
495.0 |
474.5 |
404.5 |
|
| R3 |
461.0 |
440.5 |
395.3 |
|
| R2 |
427.0 |
427.0 |
392.3 |
|
| R1 |
406.5 |
406.5 |
389.0 |
399.8 |
| PP |
393.0 |
393.0 |
393.0 |
389.8 |
| S1 |
372.5 |
372.5 |
382.8 |
365.8 |
| S2 |
359.0 |
359.0 |
379.8 |
|
| S3 |
325.0 |
338.5 |
376.5 |
|
| S4 |
291.0 |
304.5 |
367.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
439.5 |
|
2.618 |
416.5 |
|
1.618 |
402.3 |
|
1.000 |
393.5 |
|
0.618 |
388.0 |
|
HIGH |
379.3 |
|
0.618 |
373.8 |
|
0.500 |
372.0 |
|
0.382 |
370.5 |
|
LOW |
365.0 |
|
0.618 |
356.3 |
|
1.000 |
350.8 |
|
1.618 |
342.0 |
|
2.618 |
327.8 |
|
4.250 |
304.8 |
|
|
| Fisher Pivots for day following 02-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
372.0 |
383.3 |
| PP |
370.8 |
378.0 |
| S1 |
369.3 |
373.0 |
|