ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 24-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
409.9 |
398.4 |
-11.5 |
-2.8% |
437.0 |
| High |
418.2 |
413.1 |
-5.1 |
-1.2% |
437.9 |
| Low |
394.0 |
395.2 |
1.2 |
0.3% |
401.0 |
| Close |
398.2 |
409.4 |
11.2 |
2.8% |
409.2 |
| Range |
24.2 |
17.9 |
-6.3 |
-26.0% |
36.9 |
| ATR |
18.9 |
18.8 |
-0.1 |
-0.4% |
0.0 |
| Volume |
169,689 |
156,031 |
-13,658 |
-8.0% |
446,788 |
|
| Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
459.5 |
452.5 |
419.3 |
|
| R3 |
441.8 |
434.5 |
414.3 |
|
| R2 |
423.8 |
423.8 |
412.8 |
|
| R1 |
416.5 |
416.5 |
411.0 |
420.3 |
| PP |
406.0 |
406.0 |
406.0 |
407.8 |
| S1 |
398.8 |
398.8 |
407.8 |
402.3 |
| S2 |
388.0 |
388.0 |
406.0 |
|
| S3 |
370.0 |
380.8 |
404.5 |
|
| S4 |
352.3 |
363.0 |
399.5 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
526.8 |
504.8 |
429.5 |
|
| R3 |
489.8 |
468.0 |
419.3 |
|
| R2 |
453.0 |
453.0 |
416.0 |
|
| R1 |
431.0 |
431.0 |
412.5 |
423.5 |
| PP |
416.0 |
416.0 |
416.0 |
412.3 |
| S1 |
394.3 |
394.3 |
405.8 |
386.8 |
| S2 |
379.3 |
379.3 |
402.5 |
|
| S3 |
342.3 |
357.3 |
399.0 |
|
| S4 |
305.3 |
320.3 |
389.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
434.2 |
394.0 |
40.2 |
9.8% |
17.5 |
4.3% |
38% |
False |
False |
154,163 |
| 10 |
470.2 |
394.0 |
76.2 |
18.6% |
17.3 |
4.2% |
20% |
False |
False |
131,186 |
| 20 |
474.2 |
394.0 |
80.2 |
19.6% |
16.8 |
4.1% |
19% |
False |
False |
126,594 |
| 40 |
518.6 |
394.0 |
124.6 |
30.4% |
19.0 |
4.6% |
12% |
False |
False |
111,252 |
| 60 |
518.6 |
394.0 |
124.6 |
30.4% |
20.8 |
5.1% |
12% |
False |
False |
101,388 |
| 80 |
554.2 |
374.9 |
179.3 |
43.8% |
18.3 |
4.4% |
19% |
False |
False |
76,042 |
| 100 |
667.0 |
374.9 |
292.1 |
71.3% |
17.3 |
4.2% |
12% |
False |
False |
60,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
489.3 |
|
2.618 |
460.0 |
|
1.618 |
442.0 |
|
1.000 |
431.0 |
|
0.618 |
424.3 |
|
HIGH |
413.0 |
|
0.618 |
406.3 |
|
0.500 |
404.3 |
|
0.382 |
402.0 |
|
LOW |
395.3 |
|
0.618 |
384.3 |
|
1.000 |
377.3 |
|
1.618 |
366.3 |
|
2.618 |
348.3 |
|
4.250 |
319.0 |
|
|
| Fisher Pivots for day following 24-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
407.8 |
408.3 |
| PP |
406.0 |
407.3 |
| S1 |
404.3 |
406.0 |
|