ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 11-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
343.9 |
365.7 |
21.8 |
6.3% |
385.6 |
| High |
369.6 |
377.0 |
7.4 |
2.0% |
386.2 |
| Low |
343.1 |
362.5 |
19.4 |
5.7% |
342.0 |
| Close |
365.2 |
364.8 |
-0.4 |
-0.1% |
354.5 |
| Range |
26.5 |
14.5 |
-12.0 |
-45.3% |
44.2 |
| ATR |
19.1 |
18.8 |
-0.3 |
-1.7% |
0.0 |
| Volume |
172,880 |
201,998 |
29,118 |
16.8% |
890,372 |
|
| Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
411.5 |
402.8 |
372.8 |
|
| R3 |
397.0 |
388.3 |
368.8 |
|
| R2 |
382.5 |
382.5 |
367.5 |
|
| R1 |
373.8 |
373.8 |
366.3 |
371.0 |
| PP |
368.0 |
368.0 |
368.0 |
366.8 |
| S1 |
359.3 |
359.3 |
363.5 |
356.5 |
| S2 |
353.5 |
353.5 |
362.3 |
|
| S3 |
339.0 |
344.8 |
360.8 |
|
| S4 |
324.5 |
330.3 |
356.8 |
|
|
| 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 |
377.0 |
341.6 |
35.4 |
9.7% |
18.5 |
5.1% |
66% |
True |
False |
178,171 |
| 10 |
406.8 |
341.6 |
65.2 |
17.9% |
18.5 |
5.1% |
36% |
False |
False |
174,645 |
| 20 |
456.2 |
341.6 |
114.6 |
31.4% |
17.5 |
4.8% |
20% |
False |
False |
156,250 |
| 40 |
475.3 |
341.6 |
133.7 |
36.7% |
19.3 |
5.3% |
17% |
False |
False |
137,275 |
| 60 |
518.6 |
341.6 |
177.0 |
48.5% |
19.8 |
5.4% |
13% |
False |
False |
131,888 |
| 80 |
518.6 |
341.6 |
177.0 |
48.5% |
19.8 |
5.4% |
13% |
False |
False |
99,834 |
| 100 |
554.2 |
341.6 |
212.6 |
58.3% |
16.8 |
4.6% |
11% |
False |
False |
79,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
438.5 |
|
2.618 |
415.0 |
|
1.618 |
400.5 |
|
1.000 |
391.5 |
|
0.618 |
386.0 |
|
HIGH |
377.0 |
|
0.618 |
371.5 |
|
0.500 |
369.8 |
|
0.382 |
368.0 |
|
LOW |
362.5 |
|
0.618 |
353.5 |
|
1.000 |
348.0 |
|
1.618 |
339.0 |
|
2.618 |
324.5 |
|
4.250 |
301.0 |
|
|
| Fisher Pivots for day following 11-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
369.8 |
363.0 |
| PP |
368.0 |
361.3 |
| S1 |
366.5 |
359.3 |
|