ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 26-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
404.3 |
401.5 |
-2.8 |
-0.7% |
441.5 |
| High |
404.3 |
401.5 |
-2.8 |
-0.7% |
441.5 |
| Low |
394.6 |
389.5 |
-5.1 |
-1.3% |
401.6 |
| Close |
395.3 |
391.3 |
-4.0 |
-1.0% |
407.4 |
| Range |
9.7 |
12.0 |
2.3 |
23.7% |
39.9 |
| ATR |
12.0 |
12.0 |
0.0 |
0.0% |
0.0 |
| Volume |
52 |
38 |
-14 |
-26.9% |
150 |
|
| Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
430.0 |
422.8 |
398.0 |
|
| R3 |
418.0 |
410.8 |
394.5 |
|
| R2 |
406.0 |
406.0 |
393.5 |
|
| R1 |
398.8 |
398.8 |
392.5 |
396.5 |
| PP |
394.0 |
394.0 |
394.0 |
393.0 |
| S1 |
386.8 |
386.8 |
390.3 |
384.5 |
| S2 |
382.0 |
382.0 |
389.0 |
|
| S3 |
370.0 |
374.8 |
388.0 |
|
| S4 |
358.0 |
362.8 |
384.8 |
|
|
| 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 |
452.5 |
|
2.618 |
433.0 |
|
1.618 |
421.0 |
|
1.000 |
413.5 |
|
0.618 |
409.0 |
|
HIGH |
401.5 |
|
0.618 |
397.0 |
|
0.500 |
395.5 |
|
0.382 |
394.0 |
|
LOW |
389.5 |
|
0.618 |
382.0 |
|
1.000 |
377.5 |
|
1.618 |
370.0 |
|
2.618 |
358.0 |
|
4.250 |
338.5 |
|
|
| Fisher Pivots for day following 26-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
395.5 |
399.5 |
| PP |
394.0 |
396.8 |
| S1 |
392.8 |
394.0 |
|