ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 06-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2009 |
06-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
450.7 |
459.1 |
8.4 |
1.9% |
444.0 |
| High |
453.9 |
468.5 |
14.6 |
3.2% |
468.5 |
| Low |
450.7 |
459.1 |
8.4 |
1.9% |
443.0 |
| Close |
448.7 |
467.1 |
18.4 |
4.1% |
467.1 |
| Range |
3.2 |
9.4 |
6.2 |
193.8% |
25.5 |
| ATR |
|
|
|
|
|
| Volume |
24 |
2 |
-22 |
-91.7% |
771 |
|
| Daily Pivots for day following 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
493.0 |
489.5 |
472.3 |
|
| R3 |
483.8 |
480.0 |
469.8 |
|
| R2 |
474.3 |
474.3 |
468.8 |
|
| R1 |
470.8 |
470.8 |
468.0 |
472.5 |
| PP |
465.0 |
465.0 |
465.0 |
465.8 |
| S1 |
461.3 |
461.3 |
466.3 |
463.0 |
| S2 |
455.5 |
455.5 |
465.5 |
|
| S3 |
446.0 |
452.0 |
464.5 |
|
| S4 |
436.8 |
442.5 |
462.0 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
536.0 |
527.0 |
481.0 |
|
| R3 |
510.5 |
501.5 |
474.0 |
|
| R2 |
485.0 |
485.0 |
471.8 |
|
| R1 |
476.0 |
476.0 |
469.5 |
480.5 |
| PP |
459.5 |
459.5 |
459.5 |
461.8 |
| S1 |
450.5 |
450.5 |
464.8 |
455.0 |
| S2 |
434.0 |
434.0 |
462.5 |
|
| S3 |
408.5 |
425.0 |
460.0 |
|
| S4 |
383.0 |
399.5 |
453.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
508.5 |
|
2.618 |
493.0 |
|
1.618 |
483.8 |
|
1.000 |
478.0 |
|
0.618 |
474.3 |
|
HIGH |
468.5 |
|
0.618 |
465.0 |
|
0.500 |
463.8 |
|
0.382 |
462.8 |
|
LOW |
459.0 |
|
0.618 |
453.3 |
|
1.000 |
449.8 |
|
1.618 |
444.0 |
|
2.618 |
434.5 |
|
4.250 |
419.3 |
|
|
| Fisher Pivots for day following 06-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
466.0 |
463.8 |
| PP |
465.0 |
460.5 |
| S1 |
463.8 |
457.3 |
|