ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 29-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2009 |
29-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
455.8 |
470.5 |
14.7 |
3.2% |
455.6 |
| High |
474.2 |
471.8 |
-2.4 |
-0.5% |
461.6 |
| Low |
455.7 |
451.2 |
-4.5 |
-1.0% |
425.6 |
| Close |
472.3 |
454.7 |
-17.6 |
-3.7% |
439.4 |
| Range |
18.5 |
20.6 |
2.1 |
11.4% |
36.0 |
| ATR |
22.6 |
22.5 |
-0.1 |
-0.5% |
0.0 |
| Volume |
101,942 |
115,515 |
13,573 |
13.3% |
415,331 |
|
| Daily Pivots for day following 29-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
521.0 |
508.5 |
466.0 |
|
| R3 |
500.5 |
487.8 |
460.3 |
|
| R2 |
479.8 |
479.8 |
458.5 |
|
| R1 |
467.3 |
467.3 |
456.5 |
463.3 |
| PP |
459.3 |
459.3 |
459.3 |
457.3 |
| S1 |
446.8 |
446.8 |
452.8 |
442.8 |
| S2 |
438.8 |
438.8 |
451.0 |
|
| S3 |
418.0 |
426.0 |
449.0 |
|
| S4 |
397.5 |
405.5 |
443.3 |
|
|
| 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 |
474.2 |
425.6 |
48.6 |
10.7% |
20.0 |
4.4% |
60% |
False |
False |
122,980 |
| 10 |
474.2 |
425.6 |
48.6 |
10.7% |
24.0 |
5.3% |
60% |
False |
False |
119,380 |
| 20 |
518.6 |
425.6 |
93.0 |
20.5% |
21.3 |
4.7% |
31% |
False |
False |
107,135 |
| 40 |
518.6 |
416.8 |
101.8 |
22.4% |
23.0 |
5.0% |
37% |
False |
False |
97,277 |
| 60 |
554.2 |
374.9 |
179.3 |
39.4% |
18.5 |
4.1% |
45% |
False |
False |
64,853 |
| 80 |
605.0 |
374.9 |
230.1 |
50.6% |
17.3 |
3.8% |
35% |
False |
False |
48,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
559.3 |
|
2.618 |
525.8 |
|
1.618 |
505.3 |
|
1.000 |
492.5 |
|
0.618 |
484.5 |
|
HIGH |
471.8 |
|
0.618 |
464.0 |
|
0.500 |
461.5 |
|
0.382 |
459.0 |
|
LOW |
451.3 |
|
0.618 |
438.5 |
|
1.000 |
430.5 |
|
1.618 |
417.8 |
|
2.618 |
397.3 |
|
4.250 |
363.8 |
|
|
| Fisher Pivots for day following 29-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
461.5 |
460.3 |
| PP |
459.3 |
458.3 |
| S1 |
457.0 |
456.5 |
|