ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 17-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
391.9 |
387.5 |
-4.4 |
-1.1% |
355.1 |
| High |
401.4 |
407.0 |
5.6 |
1.4% |
396.4 |
| Low |
384.5 |
383.3 |
-1.2 |
-0.3% |
341.6 |
| Close |
388.6 |
405.6 |
17.0 |
4.4% |
394.0 |
| Range |
16.9 |
23.7 |
6.8 |
40.2% |
54.8 |
| ATR |
18.9 |
19.3 |
0.3 |
1.8% |
0.0 |
| Volume |
78,980 |
110,413 |
31,433 |
39.8% |
934,815 |
|
| Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
469.8 |
461.3 |
418.8 |
|
| R3 |
446.0 |
437.8 |
412.0 |
|
| R2 |
422.3 |
422.3 |
410.0 |
|
| R1 |
414.0 |
414.0 |
407.8 |
418.3 |
| PP |
398.8 |
398.8 |
398.8 |
400.8 |
| S1 |
390.3 |
390.3 |
403.5 |
394.5 |
| S2 |
375.0 |
375.0 |
401.3 |
|
| S3 |
351.3 |
366.5 |
399.0 |
|
| S4 |
327.5 |
342.8 |
392.5 |
|
|
| 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 |
407.0 |
359.6 |
47.4 |
11.7% |
19.5 |
4.8% |
97% |
True |
False |
157,703 |
| 10 |
407.0 |
341.6 |
65.4 |
16.1% |
19.5 |
4.8% |
98% |
True |
False |
166,666 |
| 20 |
434.2 |
341.6 |
92.6 |
22.8% |
18.8 |
4.6% |
69% |
False |
False |
163,037 |
| 40 |
474.2 |
341.6 |
132.6 |
32.7% |
19.0 |
4.7% |
48% |
False |
False |
139,204 |
| 60 |
518.6 |
341.6 |
177.0 |
43.6% |
19.0 |
4.7% |
36% |
False |
False |
126,941 |
| 80 |
518.6 |
341.6 |
177.0 |
43.6% |
20.0 |
4.9% |
36% |
False |
False |
107,166 |
| 100 |
554.2 |
341.6 |
212.6 |
52.4% |
17.5 |
4.3% |
30% |
False |
False |
85,733 |
| 120 |
712.5 |
341.6 |
370.9 |
91.4% |
17.0 |
4.2% |
17% |
False |
False |
71,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
507.8 |
|
2.618 |
469.0 |
|
1.618 |
445.3 |
|
1.000 |
430.8 |
|
0.618 |
421.8 |
|
HIGH |
407.0 |
|
0.618 |
398.0 |
|
0.500 |
395.3 |
|
0.382 |
392.3 |
|
LOW |
383.3 |
|
0.618 |
368.8 |
|
1.000 |
359.5 |
|
1.618 |
345.0 |
|
2.618 |
321.3 |
|
4.250 |
282.5 |
|
|
| Fisher Pivots for day following 17-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
402.0 |
402.0 |
| PP |
398.8 |
398.8 |
| S1 |
395.3 |
395.3 |
|