ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 12-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
361.5 |
360.8 |
-0.7 |
-0.2% |
379.2 |
| High |
374.3 |
390.1 |
15.8 |
4.2% |
379.2 |
| Low |
360.3 |
356.9 |
-3.4 |
-0.9% |
340.4 |
| Close |
362.3 |
388.4 |
26.1 |
7.2% |
351.8 |
| Range |
14.0 |
33.2 |
19.2 |
137.1% |
38.8 |
| ATR |
15.3 |
16.6 |
1.3 |
8.4% |
0.0 |
| Volume |
13,213 |
58,411 |
45,198 |
342.1% |
3,687 |
|
| Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
478.0 |
466.5 |
406.8 |
|
| R3 |
444.8 |
433.3 |
397.5 |
|
| R2 |
411.8 |
411.8 |
394.5 |
|
| R1 |
400.0 |
400.0 |
391.5 |
405.8 |
| PP |
378.5 |
378.5 |
378.5 |
381.5 |
| S1 |
366.8 |
366.8 |
385.3 |
372.8 |
| S2 |
345.3 |
345.3 |
382.3 |
|
| S3 |
312.0 |
333.8 |
379.3 |
|
| S4 |
278.8 |
300.5 |
370.3 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
473.5 |
451.5 |
373.3 |
|
| R3 |
434.8 |
412.8 |
362.5 |
|
| R2 |
396.0 |
396.0 |
359.0 |
|
| R1 |
373.8 |
373.8 |
355.3 |
365.5 |
| PP |
357.3 |
357.3 |
357.3 |
353.0 |
| S1 |
335.0 |
335.0 |
348.3 |
326.8 |
| S2 |
318.3 |
318.3 |
344.8 |
|
| S3 |
279.5 |
296.3 |
341.3 |
|
| S4 |
240.8 |
257.5 |
330.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
531.3 |
|
2.618 |
477.0 |
|
1.618 |
443.8 |
|
1.000 |
423.3 |
|
0.618 |
410.5 |
|
HIGH |
390.0 |
|
0.618 |
377.5 |
|
0.500 |
373.5 |
|
0.382 |
369.5 |
|
LOW |
357.0 |
|
0.618 |
336.5 |
|
1.000 |
323.8 |
|
1.618 |
303.3 |
|
2.618 |
270.0 |
|
4.250 |
215.8 |
|
|
| Fisher Pivots for day following 12-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
383.5 |
380.5 |
| PP |
378.5 |
372.8 |
| S1 |
373.5 |
364.8 |
|