ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 17-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
451.7 |
437.0 |
-14.7 |
-3.3% |
467.5 |
| High |
456.2 |
437.9 |
-18.3 |
-4.0% |
470.4 |
| Low |
442.4 |
425.3 |
-17.1 |
-3.9% |
433.5 |
| Close |
443.7 |
426.4 |
-17.3 |
-3.9% |
443.7 |
| Range |
13.8 |
12.6 |
-1.2 |
-8.7% |
36.9 |
| ATR |
19.4 |
19.3 |
-0.1 |
-0.4% |
0.0 |
| Volume |
156,450 |
1,691 |
-154,759 |
-98.9% |
663,876 |
|
| Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
467.8 |
459.8 |
433.3 |
|
| R3 |
455.0 |
447.0 |
429.8 |
|
| R2 |
442.5 |
442.5 |
428.8 |
|
| R1 |
434.5 |
434.5 |
427.5 |
432.3 |
| PP |
429.8 |
429.8 |
429.8 |
428.8 |
| S1 |
421.8 |
421.8 |
425.3 |
419.5 |
| S2 |
417.3 |
417.3 |
424.0 |
|
| S3 |
404.8 |
409.3 |
423.0 |
|
| S4 |
392.0 |
396.8 |
419.5 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
560.0 |
538.8 |
464.0 |
|
| R3 |
523.0 |
501.8 |
453.8 |
|
| R2 |
486.0 |
486.0 |
450.5 |
|
| R1 |
465.0 |
465.0 |
447.0 |
457.0 |
| PP |
449.3 |
449.3 |
449.3 |
445.3 |
| S1 |
428.0 |
428.0 |
440.3 |
420.3 |
| S2 |
412.3 |
412.3 |
437.0 |
|
| S3 |
375.5 |
391.0 |
433.5 |
|
| S4 |
338.5 |
354.3 |
423.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
470.2 |
425.3 |
44.9 |
10.5% |
17.0 |
4.0% |
2% |
False |
True |
108,209 |
| 10 |
471.1 |
425.3 |
45.8 |
10.7% |
16.3 |
3.8% |
2% |
False |
True |
118,499 |
| 20 |
474.2 |
425.3 |
48.9 |
11.5% |
19.5 |
4.6% |
2% |
False |
True |
115,371 |
| 40 |
518.6 |
425.3 |
93.3 |
21.9% |
19.3 |
4.5% |
1% |
False |
True |
108,893 |
| 60 |
518.6 |
374.9 |
143.7 |
33.7% |
20.5 |
4.8% |
36% |
False |
False |
88,542 |
| 80 |
554.2 |
374.9 |
179.3 |
42.0% |
17.0 |
4.0% |
29% |
False |
False |
66,408 |
| 100 |
712.5 |
374.9 |
337.6 |
79.2% |
16.8 |
3.9% |
15% |
False |
False |
53,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
491.5 |
|
2.618 |
471.0 |
|
1.618 |
458.3 |
|
1.000 |
450.5 |
|
0.618 |
445.8 |
|
HIGH |
438.0 |
|
0.618 |
433.0 |
|
0.500 |
431.5 |
|
0.382 |
430.0 |
|
LOW |
425.3 |
|
0.618 |
417.5 |
|
1.000 |
412.8 |
|
1.618 |
405.0 |
|
2.618 |
392.3 |
|
4.250 |
371.8 |
|
|
| Fisher Pivots for day following 17-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
431.5 |
440.8 |
| PP |
429.8 |
436.0 |
| S1 |
428.3 |
431.3 |
|