ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 03-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2009 |
03-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
385.6 |
371.5 |
-14.1 |
-3.7% |
409.9 |
| High |
386.2 |
376.3 |
-9.9 |
-2.6% |
418.2 |
| Low |
366.5 |
353.7 |
-12.8 |
-3.5% |
383.4 |
| Close |
370.3 |
357.4 |
-12.9 |
-3.5% |
388.5 |
| Range |
19.7 |
22.6 |
2.9 |
14.7% |
34.8 |
| ATR |
18.5 |
18.8 |
0.3 |
1.6% |
0.0 |
| Volume |
178,088 |
169,830 |
-8,258 |
-4.6% |
801,070 |
|
| Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
430.3 |
416.5 |
369.8 |
|
| R3 |
407.8 |
393.8 |
363.5 |
|
| R2 |
385.0 |
385.0 |
361.5 |
|
| R1 |
371.3 |
371.3 |
359.5 |
366.8 |
| PP |
362.5 |
362.5 |
362.5 |
360.3 |
| S1 |
348.8 |
348.8 |
355.3 |
344.3 |
| S2 |
339.8 |
339.8 |
353.3 |
|
| S3 |
317.3 |
326.0 |
351.3 |
|
| S4 |
294.8 |
303.5 |
345.0 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
501.0 |
479.5 |
407.8 |
|
| R3 |
466.3 |
444.8 |
398.0 |
|
| R2 |
431.5 |
431.5 |
395.0 |
|
| R1 |
410.0 |
410.0 |
391.8 |
403.3 |
| PP |
396.8 |
396.8 |
396.8 |
393.5 |
| S1 |
375.3 |
375.3 |
385.3 |
368.5 |
| S2 |
362.0 |
362.0 |
382.0 |
|
| S3 |
327.0 |
340.5 |
379.0 |
|
| S4 |
292.3 |
305.5 |
369.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
411.4 |
353.7 |
57.7 |
16.1% |
18.0 |
5.0% |
6% |
False |
True |
164,653 |
| 10 |
434.2 |
353.7 |
80.5 |
22.5% |
17.8 |
5.0% |
5% |
False |
True |
159,408 |
| 20 |
471.1 |
353.7 |
117.4 |
32.8% |
17.0 |
4.8% |
3% |
False |
True |
138,954 |
| 40 |
518.6 |
353.7 |
164.9 |
46.1% |
19.3 |
5.4% |
2% |
False |
True |
125,389 |
| 60 |
518.6 |
353.7 |
164.9 |
46.1% |
20.8 |
5.8% |
2% |
False |
True |
115,106 |
| 80 |
528.4 |
353.7 |
174.7 |
48.9% |
18.3 |
5.1% |
2% |
False |
True |
86,333 |
| 100 |
573.6 |
353.7 |
219.9 |
61.5% |
17.0 |
4.7% |
2% |
False |
True |
69,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
472.3 |
|
2.618 |
435.5 |
|
1.618 |
412.8 |
|
1.000 |
399.0 |
|
0.618 |
390.3 |
|
HIGH |
376.3 |
|
0.618 |
367.8 |
|
0.500 |
365.0 |
|
0.382 |
362.3 |
|
LOW |
353.8 |
|
0.618 |
339.8 |
|
1.000 |
331.0 |
|
1.618 |
317.3 |
|
2.618 |
294.5 |
|
4.250 |
257.8 |
|
|
| Fisher Pivots for day following 03-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
365.0 |
376.0 |
| PP |
362.5 |
369.8 |
| S1 |
360.0 |
363.5 |
|