ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 18-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
425.4 |
419.6 |
-5.8 |
-1.4% |
463.4 |
| High |
432.0 |
424.6 |
-7.4 |
-1.7% |
467.9 |
| Low |
423.5 |
419.6 |
-3.9 |
-0.9% |
431.5 |
| Close |
424.2 |
417.5 |
-6.7 |
-1.6% |
441.5 |
| Range |
8.5 |
5.0 |
-3.5 |
-41.2% |
36.4 |
| ATR |
11.5 |
11.1 |
-0.5 |
-4.0% |
0.0 |
| Volume |
0 |
96 |
96 |
|
686 |
|
| Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
435.5 |
431.5 |
420.3 |
|
| R3 |
430.5 |
426.5 |
419.0 |
|
| R2 |
425.5 |
425.5 |
418.5 |
|
| R1 |
421.5 |
421.5 |
418.0 |
421.0 |
| PP |
420.5 |
420.5 |
420.5 |
420.3 |
| S1 |
416.5 |
416.5 |
417.0 |
416.0 |
| S2 |
415.5 |
415.5 |
416.5 |
|
| S3 |
410.5 |
411.5 |
416.0 |
|
| S4 |
405.5 |
406.5 |
414.8 |
|
|
| 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 |
445.8 |
|
2.618 |
437.8 |
|
1.618 |
432.8 |
|
1.000 |
429.5 |
|
0.618 |
427.8 |
|
HIGH |
424.5 |
|
0.618 |
422.8 |
|
0.500 |
422.0 |
|
0.382 |
421.5 |
|
LOW |
419.5 |
|
0.618 |
416.5 |
|
1.000 |
414.5 |
|
1.618 |
411.5 |
|
2.618 |
406.5 |
|
4.250 |
398.3 |
|
|
| Fisher Pivots for day following 18-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
422.0 |
430.5 |
| PP |
420.5 |
426.3 |
| S1 |
419.0 |
421.8 |
|