ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 09-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2009 |
09-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
459.1 |
463.4 |
4.3 |
0.9% |
444.0 |
| High |
468.5 |
467.9 |
-0.6 |
-0.1% |
468.5 |
| Low |
459.1 |
459.6 |
0.5 |
0.1% |
443.0 |
| Close |
467.1 |
464.3 |
-2.8 |
-0.6% |
467.1 |
| Range |
9.4 |
8.3 |
-1.1 |
-11.7% |
25.5 |
| ATR |
|
|
|
|
|
| Volume |
2 |
2 |
0 |
0.0% |
771 |
|
| Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
488.8 |
484.8 |
468.8 |
|
| R3 |
480.5 |
476.5 |
466.5 |
|
| R2 |
472.3 |
472.3 |
465.8 |
|
| R1 |
468.3 |
468.3 |
465.0 |
470.3 |
| PP |
464.0 |
464.0 |
464.0 |
465.0 |
| S1 |
460.0 |
460.0 |
463.5 |
462.0 |
| S2 |
455.8 |
455.8 |
462.8 |
|
| S3 |
447.3 |
451.8 |
462.0 |
|
| S4 |
439.0 |
443.3 |
459.8 |
|
|
| 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 |
503.3 |
|
2.618 |
489.8 |
|
1.618 |
481.3 |
|
1.000 |
476.3 |
|
0.618 |
473.0 |
|
HIGH |
468.0 |
|
0.618 |
464.8 |
|
0.500 |
463.8 |
|
0.382 |
462.8 |
|
LOW |
459.5 |
|
0.618 |
454.5 |
|
1.000 |
451.3 |
|
1.618 |
446.3 |
|
2.618 |
437.8 |
|
4.250 |
424.3 |
|
|
| Fisher Pivots for day following 09-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
464.0 |
462.8 |
| PP |
464.0 |
461.3 |
| S1 |
463.8 |
459.5 |
|