ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 24-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
413.7 |
398.5 |
-15.2 |
-3.7% |
441.5 |
| High |
413.7 |
409.3 |
-4.4 |
-1.1% |
441.5 |
| Low |
391.8 |
393.3 |
1.5 |
0.4% |
401.6 |
| Close |
395.8 |
406.7 |
10.9 |
2.8% |
407.4 |
| Range |
21.9 |
16.0 |
-5.9 |
-26.9% |
39.9 |
| ATR |
11.7 |
12.0 |
0.3 |
2.6% |
0.0 |
| Volume |
23 |
676 |
653 |
2,839.1% |
150 |
|
| Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
451.0 |
445.0 |
415.5 |
|
| R3 |
435.0 |
429.0 |
411.0 |
|
| R2 |
419.0 |
419.0 |
409.8 |
|
| R1 |
413.0 |
413.0 |
408.3 |
416.0 |
| PP |
403.0 |
403.0 |
403.0 |
404.8 |
| S1 |
397.0 |
397.0 |
405.3 |
400.0 |
| S2 |
387.0 |
387.0 |
403.8 |
|
| S3 |
371.0 |
381.0 |
402.3 |
|
| S4 |
355.0 |
365.0 |
398.0 |
|
|
| 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 |
477.3 |
|
2.618 |
451.3 |
|
1.618 |
435.3 |
|
1.000 |
425.3 |
|
0.618 |
419.3 |
|
HIGH |
409.3 |
|
0.618 |
403.3 |
|
0.500 |
401.3 |
|
0.382 |
399.5 |
|
LOW |
393.3 |
|
0.618 |
383.5 |
|
1.000 |
377.3 |
|
1.618 |
367.5 |
|
2.618 |
351.5 |
|
4.250 |
325.3 |
|
|
| Fisher Pivots for day following 24-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
405.0 |
405.5 |
| PP |
403.0 |
404.0 |
| S1 |
401.3 |
402.8 |
|