ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 04-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
04-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
371.5 |
357.0 |
-14.5 |
-3.9% |
409.9 |
| High |
376.3 |
375.6 |
-0.7 |
-0.2% |
418.2 |
| Low |
353.7 |
356.0 |
2.3 |
0.7% |
383.4 |
| Close |
357.4 |
366.9 |
9.5 |
2.7% |
388.5 |
| Range |
22.6 |
19.6 |
-3.0 |
-13.3% |
34.8 |
| ATR |
18.8 |
18.8 |
0.1 |
0.3% |
0.0 |
| Volume |
169,830 |
189,290 |
19,460 |
11.5% |
801,070 |
|
| Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
425.0 |
415.5 |
377.8 |
|
| R3 |
405.3 |
396.0 |
372.3 |
|
| R2 |
385.8 |
385.8 |
370.5 |
|
| R1 |
376.3 |
376.3 |
368.8 |
381.0 |
| PP |
366.3 |
366.3 |
366.3 |
368.5 |
| S1 |
356.8 |
356.8 |
365.0 |
361.5 |
| S2 |
346.5 |
346.5 |
363.3 |
|
| S3 |
327.0 |
337.3 |
361.5 |
|
| S4 |
307.3 |
317.5 |
356.0 |
|
|
| 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 |
406.8 |
353.7 |
53.1 |
14.5% |
18.5 |
5.0% |
25% |
False |
False |
171,119 |
| 10 |
428.8 |
353.7 |
75.1 |
20.5% |
18.0 |
4.9% |
18% |
False |
False |
162,597 |
| 20 |
471.1 |
353.7 |
117.4 |
32.0% |
17.5 |
4.7% |
11% |
False |
False |
141,888 |
| 40 |
518.6 |
353.7 |
164.9 |
44.9% |
19.3 |
5.3% |
8% |
False |
False |
128,334 |
| 60 |
518.6 |
353.7 |
164.9 |
44.9% |
20.8 |
5.6% |
8% |
False |
False |
118,256 |
| 80 |
518.6 |
353.7 |
164.9 |
44.9% |
18.5 |
5.1% |
8% |
False |
False |
88,699 |
| 100 |
573.6 |
353.7 |
219.9 |
59.9% |
16.8 |
4.6% |
6% |
False |
False |
70,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
459.0 |
|
2.618 |
427.0 |
|
1.618 |
407.3 |
|
1.000 |
395.3 |
|
0.618 |
387.8 |
|
HIGH |
375.5 |
|
0.618 |
368.0 |
|
0.500 |
365.8 |
|
0.382 |
363.5 |
|
LOW |
356.0 |
|
0.618 |
344.0 |
|
1.000 |
336.5 |
|
1.618 |
324.3 |
|
2.618 |
304.8 |
|
4.250 |
272.8 |
|
|
| Fisher Pivots for day following 04-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
366.5 |
370.0 |
| PP |
366.3 |
369.0 |
| S1 |
365.8 |
368.0 |
|