ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 25-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
398.4 |
408.8 |
10.4 |
2.6% |
437.0 |
| High |
413.1 |
411.4 |
-1.7 |
-0.4% |
437.9 |
| Low |
395.2 |
394.0 |
-1.2 |
-0.3% |
401.0 |
| Close |
409.4 |
397.9 |
-11.5 |
-2.8% |
409.2 |
| Range |
17.9 |
17.4 |
-0.5 |
-2.8% |
36.9 |
| ATR |
18.8 |
18.7 |
-0.1 |
-0.5% |
0.0 |
| Volume |
156,031 |
156,961 |
930 |
0.6% |
446,788 |
|
| Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
453.3 |
443.0 |
407.5 |
|
| R3 |
436.0 |
425.5 |
402.8 |
|
| R2 |
418.5 |
418.5 |
401.0 |
|
| R1 |
408.3 |
408.3 |
399.5 |
404.8 |
| PP |
401.0 |
401.0 |
401.0 |
399.3 |
| S1 |
390.8 |
390.8 |
396.3 |
387.3 |
| S2 |
383.8 |
383.8 |
394.8 |
|
| S3 |
366.3 |
373.5 |
393.0 |
|
| S4 |
349.0 |
356.0 |
388.3 |
|
|
| 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 |
428.8 |
394.0 |
34.8 |
8.7% |
17.8 |
4.4% |
11% |
False |
True |
154,076 |
| 10 |
456.2 |
394.0 |
62.2 |
15.6% |
16.3 |
4.1% |
6% |
False |
True |
137,855 |
| 20 |
474.2 |
394.0 |
80.2 |
20.2% |
17.0 |
4.3% |
5% |
False |
True |
128,330 |
| 40 |
518.6 |
394.0 |
124.6 |
31.3% |
19.3 |
4.8% |
3% |
False |
True |
114,443 |
| 60 |
518.6 |
394.0 |
124.6 |
31.3% |
21.0 |
5.3% |
3% |
False |
True |
104,004 |
| 80 |
554.2 |
374.9 |
179.3 |
45.1% |
18.3 |
4.6% |
13% |
False |
False |
78,004 |
| 100 |
667.0 |
374.9 |
292.1 |
73.4% |
17.3 |
4.4% |
8% |
False |
False |
62,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
485.3 |
|
2.618 |
457.0 |
|
1.618 |
439.5 |
|
1.000 |
428.8 |
|
0.618 |
422.3 |
|
HIGH |
411.5 |
|
0.618 |
404.8 |
|
0.500 |
402.8 |
|
0.382 |
400.8 |
|
LOW |
394.0 |
|
0.618 |
383.3 |
|
1.000 |
376.5 |
|
1.618 |
365.8 |
|
2.618 |
348.5 |
|
4.250 |
320.0 |
|
|
| Fisher Pivots for day following 25-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
402.8 |
406.0 |
| PP |
401.0 |
403.3 |
| S1 |
399.5 |
400.8 |
|