ICE Russell 2000 Mini Future March 2009
| Trading Metrics calculated at close of trading on 19-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
404.5 |
416.0 |
11.5 |
2.8% |
355.1 |
| High |
421.1 |
424.5 |
3.4 |
0.8% |
396.4 |
| Low |
398.5 |
410.9 |
12.4 |
3.1% |
341.6 |
| Close |
419.0 |
414.1 |
-4.9 |
-1.2% |
394.0 |
| Range |
22.6 |
13.6 |
-9.0 |
-39.8% |
54.8 |
| ATR |
19.5 |
19.1 |
-0.4 |
-2.2% |
0.0 |
| Volume |
100,036 |
52,295 |
-47,741 |
-47.7% |
934,815 |
|
| Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
457.3 |
449.3 |
421.5 |
|
| R3 |
443.8 |
435.8 |
417.8 |
|
| R2 |
430.0 |
430.0 |
416.5 |
|
| R1 |
422.0 |
422.0 |
415.3 |
419.3 |
| PP |
416.5 |
416.5 |
416.5 |
415.0 |
| S1 |
408.5 |
408.5 |
412.8 |
405.8 |
| S2 |
403.0 |
403.0 |
411.5 |
|
| S3 |
389.3 |
395.0 |
410.3 |
|
| S4 |
375.8 |
381.3 |
406.5 |
|
|
| 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 |
424.5 |
383.3 |
41.2 |
9.9% |
17.3 |
4.2% |
75% |
True |
False |
103,990 |
| 10 |
424.5 |
341.6 |
82.9 |
20.0% |
19.3 |
4.6% |
87% |
True |
False |
145,349 |
| 20 |
424.5 |
341.6 |
82.9 |
20.0% |
19.0 |
4.6% |
87% |
True |
False |
155,222 |
| 40 |
474.2 |
341.6 |
132.6 |
32.0% |
18.3 |
4.4% |
55% |
False |
False |
139,457 |
| 60 |
518.6 |
341.6 |
177.0 |
42.7% |
19.0 |
4.6% |
41% |
False |
False |
124,011 |
| 80 |
518.6 |
341.6 |
177.0 |
42.7% |
19.8 |
4.8% |
41% |
False |
False |
109,070 |
| 100 |
554.2 |
341.6 |
212.6 |
51.3% |
17.8 |
4.3% |
34% |
False |
False |
87,257 |
| 120 |
700.0 |
341.6 |
358.4 |
86.5% |
17.3 |
4.2% |
20% |
False |
False |
72,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
482.3 |
|
2.618 |
460.0 |
|
1.618 |
446.5 |
|
1.000 |
438.0 |
|
0.618 |
433.0 |
|
HIGH |
424.5 |
|
0.618 |
419.3 |
|
0.500 |
417.8 |
|
0.382 |
416.0 |
|
LOW |
411.0 |
|
0.618 |
402.5 |
|
1.000 |
397.3 |
|
1.618 |
389.0 |
|
2.618 |
375.3 |
|
4.250 |
353.0 |
|
|
| Fisher Pivots for day following 19-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
417.8 |
410.8 |
| PP |
416.5 |
407.3 |
| S1 |
415.3 |
404.0 |
|