ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 27-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2009 |
27-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
438.0 |
449.2 |
11.2 |
2.6% |
455.6 |
| High |
457.8 |
457.5 |
-0.3 |
-0.1% |
461.6 |
| Low |
432.0 |
446.2 |
14.2 |
3.3% |
425.6 |
| Close |
446.1 |
451.1 |
5.0 |
1.1% |
439.4 |
| Range |
25.8 |
11.3 |
-14.5 |
-56.2% |
36.0 |
| ATR |
23.4 |
22.5 |
-0.9 |
-3.7% |
0.0 |
| Volume |
131,028 |
122,242 |
-8,786 |
-6.7% |
415,331 |
|
| Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
485.5 |
479.5 |
457.3 |
|
| R3 |
474.3 |
468.3 |
454.3 |
|
| R2 |
463.0 |
463.0 |
453.3 |
|
| R1 |
457.0 |
457.0 |
452.3 |
460.0 |
| PP |
451.5 |
451.5 |
451.5 |
453.0 |
| S1 |
445.8 |
445.8 |
450.0 |
448.8 |
| S2 |
440.3 |
440.3 |
449.0 |
|
| S3 |
429.0 |
434.5 |
448.0 |
|
| S4 |
417.8 |
423.0 |
445.0 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
550.3 |
530.8 |
459.3 |
|
| R3 |
514.3 |
494.8 |
449.3 |
|
| R2 |
478.3 |
478.3 |
446.0 |
|
| R1 |
458.8 |
458.8 |
442.8 |
450.5 |
| PP |
442.3 |
442.3 |
442.3 |
438.0 |
| S1 |
422.8 |
422.8 |
436.0 |
414.5 |
| S2 |
406.3 |
406.3 |
432.8 |
|
| S3 |
370.3 |
386.8 |
429.5 |
|
| S4 |
334.3 |
350.8 |
419.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
459.0 |
425.6 |
33.4 |
7.4% |
23.3 |
5.2% |
76% |
False |
False |
133,115 |
| 10 |
475.3 |
425.6 |
49.7 |
11.0% |
24.0 |
5.3% |
51% |
False |
False |
117,797 |
| 20 |
518.6 |
425.6 |
93.0 |
20.6% |
21.3 |
4.7% |
27% |
False |
False |
100,556 |
| 40 |
518.6 |
415.0 |
103.6 |
23.0% |
22.8 |
5.1% |
35% |
False |
False |
91,841 |
| 60 |
554.2 |
374.9 |
179.3 |
39.7% |
18.5 |
4.1% |
42% |
False |
False |
61,229 |
| 80 |
667.0 |
374.9 |
292.1 |
64.8% |
17.5 |
3.9% |
26% |
False |
False |
45,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
505.5 |
|
2.618 |
487.0 |
|
1.618 |
475.8 |
|
1.000 |
468.8 |
|
0.618 |
464.5 |
|
HIGH |
457.5 |
|
0.618 |
453.3 |
|
0.500 |
451.8 |
|
0.382 |
450.5 |
|
LOW |
446.3 |
|
0.618 |
439.3 |
|
1.000 |
435.0 |
|
1.618 |
428.0 |
|
2.618 |
416.5 |
|
4.250 |
398.3 |
|
|
| Fisher Pivots for day following 27-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
451.8 |
448.0 |
| PP |
451.5 |
444.8 |
| S1 |
451.3 |
441.8 |
|