ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 05-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
360.8 |
362.7 |
1.9 |
0.5% |
413.7 |
| High |
372.5 |
363.0 |
-9.5 |
-2.6% |
413.7 |
| Low |
359.9 |
346.0 |
-13.9 |
-3.9% |
379.7 |
| Close |
364.3 |
349.3 |
-15.0 |
-4.1% |
385.9 |
| Range |
12.6 |
17.0 |
4.4 |
34.9% |
34.0 |
| ATR |
13.8 |
14.1 |
0.3 |
2.3% |
0.0 |
| Volume |
914 |
1,693 |
779 |
85.2% |
921 |
|
| Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
403.8 |
393.5 |
358.8 |
|
| R3 |
386.8 |
376.5 |
354.0 |
|
| R2 |
369.8 |
369.8 |
352.5 |
|
| R1 |
359.5 |
359.5 |
350.8 |
356.3 |
| PP |
352.8 |
352.8 |
352.8 |
351.0 |
| S1 |
342.5 |
342.5 |
347.8 |
339.3 |
| S2 |
335.8 |
335.8 |
346.3 |
|
| S3 |
318.8 |
325.5 |
344.5 |
|
| S4 |
301.8 |
308.5 |
340.0 |
|
|
| 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 |
435.3 |
|
2.618 |
407.5 |
|
1.618 |
390.5 |
|
1.000 |
380.0 |
|
0.618 |
373.5 |
|
HIGH |
363.0 |
|
0.618 |
356.5 |
|
0.500 |
354.5 |
|
0.382 |
352.5 |
|
LOW |
346.0 |
|
0.618 |
335.5 |
|
1.000 |
329.0 |
|
1.618 |
318.5 |
|
2.618 |
301.5 |
|
4.250 |
273.8 |
|
|
| Fisher Pivots for day following 05-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
354.5 |
359.5 |
| PP |
352.8 |
356.0 |
| S1 |
351.0 |
352.8 |
|