ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 16-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
390.2 |
391.9 |
1.7 |
0.4% |
355.1 |
| High |
396.4 |
401.4 |
5.0 |
1.3% |
396.4 |
| Low |
386.7 |
384.5 |
-2.2 |
-0.6% |
341.6 |
| Close |
394.0 |
388.6 |
-5.4 |
-1.4% |
394.0 |
| Range |
9.7 |
16.9 |
7.2 |
74.2% |
54.8 |
| ATR |
19.1 |
18.9 |
-0.2 |
-0.8% |
0.0 |
| Volume |
178,227 |
78,980 |
-99,247 |
-55.7% |
934,815 |
|
| Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
442.3 |
432.3 |
398.0 |
|
| R3 |
425.3 |
415.5 |
393.3 |
|
| R2 |
408.5 |
408.5 |
391.8 |
|
| R1 |
398.5 |
398.5 |
390.3 |
395.0 |
| PP |
391.5 |
391.5 |
391.5 |
389.8 |
| S1 |
381.5 |
381.5 |
387.0 |
378.0 |
| S2 |
374.5 |
374.5 |
385.5 |
|
| S3 |
357.8 |
364.8 |
384.0 |
|
| S4 |
340.8 |
347.8 |
379.3 |
|
|
| 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 |
401.4 |
343.1 |
58.3 |
15.0% |
20.0 |
5.2% |
78% |
True |
False |
170,196 |
| 10 |
401.4 |
341.6 |
59.8 |
15.4% |
19.5 |
5.0% |
79% |
True |
False |
172,607 |
| 20 |
437.9 |
341.6 |
96.3 |
24.8% |
18.0 |
4.7% |
49% |
False |
False |
157,601 |
| 40 |
474.2 |
341.6 |
132.6 |
34.1% |
19.0 |
4.9% |
35% |
False |
False |
140,910 |
| 60 |
518.6 |
341.6 |
177.0 |
45.5% |
19.0 |
4.9% |
27% |
False |
False |
129,423 |
| 80 |
518.6 |
341.6 |
177.0 |
45.5% |
19.8 |
5.1% |
27% |
False |
False |
105,786 |
| 100 |
554.2 |
341.6 |
212.6 |
54.7% |
17.3 |
4.4% |
22% |
False |
False |
84,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
473.3 |
|
2.618 |
445.8 |
|
1.618 |
428.8 |
|
1.000 |
418.3 |
|
0.618 |
411.8 |
|
HIGH |
401.5 |
|
0.618 |
395.0 |
|
0.500 |
393.0 |
|
0.382 |
391.0 |
|
LOW |
384.5 |
|
0.618 |
374.0 |
|
1.000 |
367.5 |
|
1.618 |
357.3 |
|
2.618 |
340.3 |
|
4.250 |
312.8 |
|
|
| Fisher Pivots for day following 16-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
393.0 |
386.0 |
| PP |
391.5 |
383.3 |
| S1 |
390.0 |
380.5 |
|