ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 09-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
352.1 |
355.1 |
3.0 |
0.9% |
385.6 |
| High |
357.9 |
356.8 |
-1.1 |
-0.3% |
386.2 |
| Low |
342.0 |
341.6 |
-0.4 |
-0.1% |
342.0 |
| Close |
354.5 |
344.6 |
-9.9 |
-2.8% |
354.5 |
| Range |
15.9 |
15.2 |
-0.7 |
-4.4% |
44.2 |
| ATR |
18.8 |
18.5 |
-0.3 |
-1.4% |
0.0 |
| Volume |
176,958 |
162,813 |
-14,145 |
-8.0% |
890,372 |
|
| Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
393.3 |
384.3 |
353.0 |
|
| R3 |
378.0 |
369.0 |
348.8 |
|
| R2 |
362.8 |
362.8 |
347.5 |
|
| R1 |
353.8 |
353.8 |
346.0 |
350.8 |
| PP |
347.8 |
347.8 |
347.8 |
346.3 |
| S1 |
338.5 |
338.5 |
343.3 |
335.5 |
| S2 |
332.5 |
332.5 |
341.8 |
|
| S3 |
317.3 |
323.3 |
340.5 |
|
| S4 |
302.0 |
308.3 |
336.3 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
493.5 |
468.3 |
378.8 |
|
| R3 |
449.3 |
424.0 |
366.8 |
|
| R2 |
405.0 |
405.0 |
362.5 |
|
| R1 |
379.8 |
379.8 |
358.5 |
370.3 |
| PP |
361.0 |
361.0 |
361.0 |
356.3 |
| S1 |
335.5 |
335.5 |
350.5 |
326.3 |
| S2 |
316.8 |
316.8 |
346.5 |
|
| S3 |
272.5 |
291.5 |
342.3 |
|
| S4 |
228.3 |
247.3 |
330.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
376.3 |
341.6 |
34.7 |
10.1% |
18.8 |
5.5% |
9% |
False |
True |
175,019 |
| 10 |
413.1 |
341.6 |
71.5 |
20.7% |
18.0 |
5.2% |
4% |
False |
True |
168,456 |
| 20 |
470.4 |
341.6 |
128.8 |
37.4% |
17.3 |
5.0% |
2% |
False |
True |
148,245 |
| 40 |
503.5 |
341.6 |
161.9 |
47.0% |
19.3 |
5.6% |
2% |
False |
True |
133,097 |
| 60 |
518.6 |
341.6 |
177.0 |
51.4% |
20.0 |
5.8% |
2% |
False |
True |
126,764 |
| 80 |
518.6 |
341.6 |
177.0 |
51.4% |
19.3 |
5.6% |
2% |
False |
True |
95,148 |
| 100 |
573.6 |
341.6 |
232.0 |
67.3% |
16.8 |
4.8% |
1% |
False |
True |
76,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
421.5 |
|
2.618 |
396.5 |
|
1.618 |
381.5 |
|
1.000 |
372.0 |
|
0.618 |
366.3 |
|
HIGH |
356.8 |
|
0.618 |
351.0 |
|
0.500 |
349.3 |
|
0.382 |
347.5 |
|
LOW |
341.5 |
|
0.618 |
332.3 |
|
1.000 |
326.5 |
|
1.618 |
317.0 |
|
2.618 |
301.8 |
|
4.250 |
277.0 |
|
|
| Fisher Pivots for day following 09-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
349.3 |
355.3 |
| PP |
347.8 |
351.8 |
| S1 |
346.3 |
348.3 |
|