ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 27-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2009 |
27-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
401.5 |
379.7 |
-21.8 |
-5.4% |
413.7 |
| High |
401.5 |
395.0 |
-6.5 |
-1.6% |
413.7 |
| Low |
389.5 |
379.7 |
-9.8 |
-2.5% |
379.7 |
| Close |
391.3 |
385.9 |
-5.4 |
-1.4% |
385.9 |
| Range |
12.0 |
15.3 |
3.3 |
27.5% |
34.0 |
| ATR |
12.0 |
12.3 |
0.2 |
1.9% |
0.0 |
| Volume |
38 |
132 |
94 |
247.4% |
921 |
|
| Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
432.8 |
424.8 |
394.3 |
|
| R3 |
417.5 |
409.3 |
390.0 |
|
| R2 |
402.3 |
402.3 |
388.8 |
|
| R1 |
394.0 |
394.0 |
387.3 |
398.0 |
| PP |
386.8 |
386.8 |
386.8 |
389.0 |
| S1 |
378.8 |
378.8 |
384.5 |
382.8 |
| S2 |
371.5 |
371.5 |
383.0 |
|
| S3 |
356.3 |
363.5 |
381.8 |
|
| S4 |
341.0 |
348.3 |
377.5 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
495.0 |
474.5 |
404.5 |
|
| R3 |
461.0 |
440.5 |
395.3 |
|
| R2 |
427.0 |
427.0 |
392.3 |
|
| R1 |
406.5 |
406.5 |
389.0 |
399.8 |
| PP |
393.0 |
393.0 |
393.0 |
389.8 |
| S1 |
372.5 |
372.5 |
382.8 |
365.8 |
| S2 |
359.0 |
359.0 |
379.8 |
|
| S3 |
325.0 |
338.5 |
376.5 |
|
| S4 |
291.0 |
304.5 |
367.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
460.0 |
|
2.618 |
435.0 |
|
1.618 |
419.8 |
|
1.000 |
410.3 |
|
0.618 |
404.5 |
|
HIGH |
395.0 |
|
0.618 |
389.3 |
|
0.500 |
387.3 |
|
0.382 |
385.5 |
|
LOW |
379.8 |
|
0.618 |
370.3 |
|
1.000 |
364.5 |
|
1.618 |
355.0 |
|
2.618 |
339.8 |
|
4.250 |
314.8 |
|
|
| Fisher Pivots for day following 27-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
387.3 |
392.0 |
| PP |
386.8 |
390.0 |
| S1 |
386.5 |
388.0 |
|