ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 20-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
424.1 |
410.2 |
-13.9 |
-3.3% |
441.5 |
| High |
424.6 |
410.8 |
-13.8 |
-3.3% |
441.5 |
| Low |
417.3 |
401.6 |
-15.7 |
-3.8% |
401.6 |
| Close |
414.4 |
407.4 |
-7.0 |
-1.7% |
407.4 |
| Range |
7.3 |
9.2 |
1.9 |
26.0% |
39.9 |
| ATR |
10.8 |
10.9 |
0.1 |
1.3% |
0.0 |
| Volume |
31 |
23 |
-8 |
-25.8% |
150 |
|
| Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
434.3 |
430.0 |
412.5 |
|
| R3 |
425.0 |
420.8 |
410.0 |
|
| R2 |
415.8 |
415.8 |
409.0 |
|
| R1 |
411.5 |
411.5 |
408.3 |
409.0 |
| PP |
406.5 |
406.5 |
406.5 |
405.3 |
| S1 |
402.5 |
402.5 |
406.5 |
400.0 |
| S2 |
397.5 |
397.5 |
405.8 |
|
| S3 |
388.3 |
393.3 |
404.8 |
|
| S4 |
379.0 |
384.0 |
402.3 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
536.5 |
511.8 |
429.3 |
|
| R3 |
496.8 |
472.0 |
418.3 |
|
| R2 |
456.8 |
456.8 |
414.8 |
|
| R1 |
432.0 |
432.0 |
411.0 |
424.5 |
| PP |
416.8 |
416.8 |
416.8 |
413.0 |
| S1 |
392.3 |
392.3 |
403.8 |
384.5 |
| S2 |
377.0 |
377.0 |
400.0 |
|
| S3 |
337.0 |
352.3 |
396.5 |
|
| S4 |
297.3 |
312.3 |
385.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
450.0 |
|
2.618 |
435.0 |
|
1.618 |
425.8 |
|
1.000 |
420.0 |
|
0.618 |
416.5 |
|
HIGH |
410.8 |
|
0.618 |
407.3 |
|
0.500 |
406.3 |
|
0.382 |
405.0 |
|
LOW |
401.5 |
|
0.618 |
396.0 |
|
1.000 |
392.5 |
|
1.618 |
386.8 |
|
2.618 |
377.5 |
|
4.250 |
362.5 |
|
|
| Fisher Pivots for day following 20-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
407.0 |
413.0 |
| PP |
406.5 |
411.3 |
| S1 |
406.3 |
409.3 |
|