ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 23-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
410.2 |
413.7 |
3.5 |
0.9% |
441.5 |
| High |
410.8 |
413.7 |
2.9 |
0.7% |
441.5 |
| Low |
401.6 |
391.8 |
-9.8 |
-2.4% |
401.6 |
| Close |
407.4 |
395.8 |
-11.6 |
-2.8% |
407.4 |
| Range |
9.2 |
21.9 |
12.7 |
138.0% |
39.9 |
| ATR |
10.9 |
11.7 |
0.8 |
7.1% |
0.0 |
| Volume |
23 |
23 |
0 |
0.0% |
150 |
|
| Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
466.3 |
452.8 |
407.8 |
|
| R3 |
444.3 |
431.0 |
401.8 |
|
| R2 |
422.3 |
422.3 |
399.8 |
|
| R1 |
409.0 |
409.0 |
397.8 |
404.8 |
| PP |
400.5 |
400.5 |
400.5 |
398.3 |
| S1 |
387.3 |
387.3 |
393.8 |
382.8 |
| S2 |
378.5 |
378.5 |
391.8 |
|
| S3 |
356.8 |
365.3 |
389.8 |
|
| S4 |
334.8 |
343.3 |
383.8 |
|
|
| 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 |
506.8 |
|
2.618 |
471.0 |
|
1.618 |
449.3 |
|
1.000 |
435.5 |
|
0.618 |
427.3 |
|
HIGH |
413.8 |
|
0.618 |
405.3 |
|
0.500 |
402.8 |
|
0.382 |
400.3 |
|
LOW |
391.8 |
|
0.618 |
378.3 |
|
1.000 |
370.0 |
|
1.618 |
356.3 |
|
2.618 |
334.5 |
|
4.250 |
298.8 |
|
|
| Fisher Pivots for day following 23-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
402.8 |
408.3 |
| PP |
400.5 |
404.0 |
| S1 |
398.0 |
400.0 |
|