ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 10-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2009 |
10-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
463.4 |
467.1 |
3.7 |
0.8% |
444.0 |
| High |
467.9 |
467.1 |
-0.8 |
-0.2% |
468.5 |
| Low |
459.6 |
442.7 |
-16.9 |
-3.7% |
443.0 |
| Close |
464.3 |
444.2 |
-20.1 |
-4.3% |
467.1 |
| Range |
8.3 |
24.4 |
16.1 |
194.0% |
25.5 |
| ATR |
|
|
|
|
|
| Volume |
2 |
46 |
44 |
2,200.0% |
771 |
|
| Daily Pivots for day following 10-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
524.5 |
508.8 |
457.5 |
|
| R3 |
500.3 |
484.3 |
451.0 |
|
| R2 |
475.8 |
475.8 |
448.8 |
|
| R1 |
460.0 |
460.0 |
446.5 |
455.8 |
| PP |
451.3 |
451.3 |
451.3 |
449.3 |
| S1 |
435.5 |
435.5 |
442.0 |
431.3 |
| S2 |
427.0 |
427.0 |
439.8 |
|
| S3 |
402.5 |
411.3 |
437.5 |
|
| S4 |
378.3 |
386.8 |
430.8 |
|
|
| 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 |
570.8 |
|
2.618 |
531.0 |
|
1.618 |
506.5 |
|
1.000 |
491.5 |
|
0.618 |
482.3 |
|
HIGH |
467.0 |
|
0.618 |
457.8 |
|
0.500 |
455.0 |
|
0.382 |
452.0 |
|
LOW |
442.8 |
|
0.618 |
427.5 |
|
1.000 |
418.3 |
|
1.618 |
403.3 |
|
2.618 |
378.8 |
|
4.250 |
339.0 |
|
|
| Fisher Pivots for day following 10-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
455.0 |
455.5 |
| PP |
451.3 |
451.8 |
| S1 |
447.8 |
448.0 |
|