ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 11-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
467.1 |
444.0 |
-23.1 |
-4.9% |
444.0 |
| High |
467.1 |
445.3 |
-21.8 |
-4.7% |
468.5 |
| Low |
442.7 |
439.2 |
-3.5 |
-0.8% |
443.0 |
| Close |
444.2 |
445.1 |
0.9 |
0.2% |
467.1 |
| Range |
24.4 |
6.1 |
-18.3 |
-75.0% |
25.5 |
| ATR |
0.0 |
11.9 |
11.9 |
|
0.0 |
| Volume |
46 |
514 |
468 |
1,017.4% |
771 |
|
| Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
461.5 |
459.5 |
448.5 |
|
| R3 |
455.5 |
453.3 |
446.8 |
|
| R2 |
449.3 |
449.3 |
446.3 |
|
| R1 |
447.3 |
447.3 |
445.8 |
448.3 |
| PP |
443.3 |
443.3 |
443.3 |
443.8 |
| S1 |
441.0 |
441.0 |
444.5 |
442.3 |
| S2 |
437.0 |
437.0 |
444.0 |
|
| S3 |
431.0 |
435.0 |
443.5 |
|
| S4 |
425.0 |
429.0 |
441.8 |
|
|
| 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 |
471.3 |
|
2.618 |
461.3 |
|
1.618 |
455.3 |
|
1.000 |
451.5 |
|
0.618 |
449.0 |
|
HIGH |
445.3 |
|
0.618 |
443.0 |
|
0.500 |
442.3 |
|
0.382 |
441.5 |
|
LOW |
439.3 |
|
0.618 |
435.5 |
|
1.000 |
433.0 |
|
1.618 |
429.3 |
|
2.618 |
423.3 |
|
4.250 |
413.3 |
|
|
| Fisher Pivots for day following 11-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
444.3 |
453.5 |
| PP |
443.3 |
450.8 |
| S1 |
442.3 |
448.0 |
|