ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 13-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
364.3 |
390.2 |
25.9 |
7.1% |
355.1 |
| High |
392.6 |
396.4 |
3.8 |
1.0% |
396.4 |
| Low |
359.6 |
386.7 |
27.1 |
7.5% |
341.6 |
| Close |
390.8 |
394.0 |
3.2 |
0.8% |
394.0 |
| Range |
33.0 |
9.7 |
-23.3 |
-70.6% |
54.8 |
| ATR |
19.8 |
19.1 |
-0.7 |
-3.6% |
0.0 |
| Volume |
218,897 |
178,227 |
-40,670 |
-18.6% |
934,815 |
|
| Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
421.5 |
417.5 |
399.3 |
|
| R3 |
411.8 |
407.8 |
396.8 |
|
| R2 |
402.0 |
402.0 |
395.8 |
|
| R1 |
398.0 |
398.0 |
395.0 |
400.0 |
| PP |
392.3 |
392.3 |
392.3 |
393.5 |
| S1 |
388.3 |
388.3 |
393.0 |
390.3 |
| S2 |
382.8 |
382.8 |
392.3 |
|
| S3 |
373.0 |
378.8 |
391.3 |
|
| S4 |
363.3 |
369.0 |
388.8 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
541.8 |
522.8 |
424.3 |
|
| R3 |
487.0 |
467.8 |
409.0 |
|
| R2 |
432.3 |
432.3 |
404.0 |
|
| R1 |
413.0 |
413.0 |
399.0 |
422.5 |
| PP |
377.3 |
377.3 |
377.3 |
382.0 |
| S1 |
358.3 |
358.3 |
389.0 |
367.8 |
| S2 |
322.5 |
322.5 |
384.0 |
|
| S3 |
267.8 |
303.5 |
379.0 |
|
| S4 |
213.0 |
248.8 |
363.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
396.4 |
341.6 |
54.8 |
13.9% |
19.8 |
5.0% |
96% |
True |
False |
186,963 |
| 10 |
396.4 |
341.6 |
54.8 |
13.9% |
19.8 |
5.0% |
96% |
True |
False |
182,518 |
| 20 |
456.2 |
341.6 |
114.6 |
29.1% |
18.0 |
4.6% |
46% |
False |
False |
161,474 |
| 40 |
474.2 |
341.6 |
132.6 |
33.7% |
19.3 |
4.9% |
40% |
False |
False |
142,163 |
| 60 |
518.6 |
341.6 |
177.0 |
44.9% |
19.3 |
4.9% |
30% |
False |
False |
131,626 |
| 80 |
518.6 |
341.6 |
177.0 |
44.9% |
19.5 |
5.0% |
30% |
False |
False |
104,798 |
| 100 |
554.2 |
341.6 |
212.6 |
54.0% |
17.0 |
4.3% |
25% |
False |
False |
83,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
437.5 |
|
2.618 |
421.8 |
|
1.618 |
412.0 |
|
1.000 |
406.0 |
|
0.618 |
402.5 |
|
HIGH |
396.5 |
|
0.618 |
392.8 |
|
0.500 |
391.5 |
|
0.382 |
390.5 |
|
LOW |
386.8 |
|
0.618 |
380.8 |
|
1.000 |
377.0 |
|
1.618 |
371.0 |
|
2.618 |
361.3 |
|
4.250 |
345.5 |
|
|
| Fisher Pivots for day following 13-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
393.3 |
388.8 |
| PP |
392.3 |
383.3 |
| S1 |
391.5 |
378.0 |
|