ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 10-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
355.1 |
343.9 |
-11.2 |
-3.2% |
385.6 |
| High |
356.8 |
369.6 |
12.8 |
3.6% |
386.2 |
| Low |
341.6 |
343.1 |
1.5 |
0.4% |
342.0 |
| Close |
344.6 |
365.2 |
20.6 |
6.0% |
354.5 |
| Range |
15.2 |
26.5 |
11.3 |
74.3% |
44.2 |
| ATR |
18.5 |
19.1 |
0.6 |
3.1% |
0.0 |
| Volume |
162,813 |
172,880 |
10,067 |
6.2% |
890,372 |
|
| Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
438.8 |
428.5 |
379.8 |
|
| R3 |
412.3 |
402.0 |
372.5 |
|
| R2 |
385.8 |
385.8 |
370.0 |
|
| R1 |
375.5 |
375.5 |
367.8 |
380.8 |
| PP |
359.3 |
359.3 |
359.3 |
362.0 |
| S1 |
349.0 |
349.0 |
362.8 |
354.3 |
| S2 |
332.8 |
332.8 |
360.3 |
|
| S3 |
306.3 |
322.5 |
358.0 |
|
| S4 |
279.8 |
296.0 |
350.5 |
|
|
| 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 |
375.6 |
341.6 |
34.0 |
9.3% |
19.8 |
5.4% |
69% |
False |
False |
175,629 |
| 10 |
411.4 |
341.6 |
69.8 |
19.1% |
18.8 |
5.2% |
34% |
False |
False |
170,141 |
| 20 |
470.2 |
341.6 |
128.6 |
35.2% |
18.0 |
4.9% |
18% |
False |
False |
150,663 |
| 40 |
480.6 |
341.6 |
139.0 |
38.1% |
19.3 |
5.3% |
17% |
False |
False |
135,113 |
| 60 |
518.6 |
341.6 |
177.0 |
48.5% |
20.3 |
5.5% |
13% |
False |
False |
129,278 |
| 80 |
518.6 |
341.6 |
177.0 |
48.5% |
19.5 |
5.3% |
13% |
False |
False |
97,309 |
| 100 |
554.2 |
341.6 |
212.6 |
58.2% |
16.8 |
4.6% |
11% |
False |
False |
77,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
482.3 |
|
2.618 |
439.0 |
|
1.618 |
412.5 |
|
1.000 |
396.0 |
|
0.618 |
386.0 |
|
HIGH |
369.5 |
|
0.618 |
359.5 |
|
0.500 |
356.3 |
|
0.382 |
353.3 |
|
LOW |
343.0 |
|
0.618 |
326.8 |
|
1.000 |
316.5 |
|
1.618 |
300.3 |
|
2.618 |
273.8 |
|
4.250 |
230.5 |
|
|
| Fisher Pivots for day following 10-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
362.3 |
362.0 |
| PP |
359.3 |
358.8 |
| S1 |
356.3 |
355.5 |
|