ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 25-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
398.5 |
404.3 |
5.8 |
1.5% |
441.5 |
| High |
409.3 |
404.3 |
-5.0 |
-1.2% |
441.5 |
| Low |
393.3 |
394.6 |
1.3 |
0.3% |
401.6 |
| Close |
406.7 |
395.3 |
-11.4 |
-2.8% |
407.4 |
| Range |
16.0 |
9.7 |
-6.3 |
-39.4% |
39.9 |
| ATR |
12.0 |
12.0 |
0.0 |
0.0% |
0.0 |
| Volume |
676 |
52 |
-624 |
-92.3% |
150 |
|
| Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
427.3 |
421.0 |
400.8 |
|
| R3 |
417.5 |
411.3 |
398.0 |
|
| R2 |
407.8 |
407.8 |
397.0 |
|
| R1 |
401.5 |
401.5 |
396.3 |
399.8 |
| PP |
398.0 |
398.0 |
398.0 |
397.3 |
| S1 |
391.8 |
391.8 |
394.5 |
390.0 |
| S2 |
388.3 |
388.3 |
393.5 |
|
| S3 |
378.8 |
382.3 |
392.8 |
|
| S4 |
369.0 |
372.5 |
390.0 |
|
|
| 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 |
445.5 |
|
2.618 |
429.8 |
|
1.618 |
420.0 |
|
1.000 |
414.0 |
|
0.618 |
410.3 |
|
HIGH |
404.3 |
|
0.618 |
400.5 |
|
0.500 |
399.5 |
|
0.382 |
398.3 |
|
LOW |
394.5 |
|
0.618 |
388.5 |
|
1.000 |
385.0 |
|
1.618 |
379.0 |
|
2.618 |
369.3 |
|
4.250 |
353.5 |
|
|
| Fisher Pivots for day following 25-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
399.5 |
402.8 |
| PP |
398.0 |
400.3 |
| S1 |
396.8 |
397.8 |
|