ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 17-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
441.5 |
425.4 |
-16.1 |
-3.6% |
463.4 |
| High |
441.5 |
432.0 |
-9.5 |
-2.2% |
467.9 |
| Low |
441.5 |
423.5 |
-18.0 |
-4.1% |
431.5 |
| Close |
441.5 |
424.2 |
-17.3 |
-3.9% |
441.5 |
| Range |
0.0 |
8.5 |
8.5 |
|
36.4 |
| ATR |
11.0 |
11.5 |
0.5 |
4.5% |
0.0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
452.0 |
446.8 |
429.0 |
|
| R3 |
443.5 |
438.3 |
426.5 |
|
| R2 |
435.0 |
435.0 |
425.8 |
|
| R1 |
429.8 |
429.8 |
425.0 |
428.0 |
| PP |
426.5 |
426.5 |
426.5 |
425.8 |
| S1 |
421.3 |
421.3 |
423.5 |
419.5 |
| S2 |
418.0 |
418.0 |
422.8 |
|
| S3 |
409.5 |
412.8 |
421.8 |
|
| S4 |
401.0 |
404.3 |
419.5 |
|
|
| 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 |
468.0 |
|
2.618 |
454.3 |
|
1.618 |
445.8 |
|
1.000 |
440.5 |
|
0.618 |
437.3 |
|
HIGH |
432.0 |
|
0.618 |
428.8 |
|
0.500 |
427.8 |
|
0.382 |
426.8 |
|
LOW |
423.5 |
|
0.618 |
418.3 |
|
1.000 |
415.0 |
|
1.618 |
409.8 |
|
2.618 |
401.3 |
|
4.250 |
387.5 |
|
|
| Fisher Pivots for day following 17-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
427.8 |
437.3 |
| PP |
426.5 |
433.0 |
| S1 |
425.5 |
428.5 |
|