ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 13-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2009 |
13-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
436.5 |
449.0 |
12.5 |
2.9% |
463.4 |
| High |
447.0 |
451.1 |
4.1 |
0.9% |
467.9 |
| Low |
431.5 |
442.6 |
11.1 |
2.6% |
431.5 |
| Close |
451.2 |
441.5 |
-9.7 |
-2.1% |
441.5 |
| Range |
15.5 |
8.5 |
-7.0 |
-45.2% |
36.4 |
| ATR |
12.1 |
11.9 |
-0.3 |
-2.1% |
0.0 |
| Volume |
24 |
100 |
76 |
316.7% |
686 |
|
| Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
470.5 |
464.5 |
446.3 |
|
| R3 |
462.0 |
456.0 |
443.8 |
|
| R2 |
453.5 |
453.5 |
443.0 |
|
| R1 |
447.5 |
447.5 |
442.3 |
446.3 |
| PP |
445.0 |
445.0 |
445.0 |
444.5 |
| S1 |
439.0 |
439.0 |
440.8 |
437.8 |
| S2 |
436.5 |
436.5 |
440.0 |
|
| S3 |
428.0 |
430.5 |
439.3 |
|
| S4 |
419.5 |
422.0 |
436.8 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
556.3 |
535.3 |
461.5 |
|
| R3 |
519.8 |
498.8 |
451.5 |
|
| R2 |
483.3 |
483.3 |
448.3 |
|
| R1 |
462.5 |
462.5 |
444.8 |
454.8 |
| PP |
447.0 |
447.0 |
447.0 |
443.0 |
| S1 |
426.0 |
426.0 |
438.3 |
418.3 |
| S2 |
410.5 |
410.5 |
434.8 |
|
| S3 |
374.3 |
389.8 |
431.5 |
|
| S4 |
337.8 |
353.3 |
421.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
487.3 |
|
2.618 |
473.3 |
|
1.618 |
464.8 |
|
1.000 |
459.5 |
|
0.618 |
456.3 |
|
HIGH |
451.0 |
|
0.618 |
447.8 |
|
0.500 |
446.8 |
|
0.382 |
445.8 |
|
LOW |
442.5 |
|
0.618 |
437.3 |
|
1.000 |
434.0 |
|
1.618 |
428.8 |
|
2.618 |
420.3 |
|
4.250 |
406.5 |
|
|
| Fisher Pivots for day following 13-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
446.8 |
441.5 |
| PP |
445.0 |
441.3 |
| S1 |
443.3 |
441.3 |
|