ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 03-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2009 |
03-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
379.2 |
372.5 |
-6.7 |
-1.8% |
413.7 |
| High |
379.2 |
373.0 |
-6.2 |
-1.6% |
413.7 |
| Low |
365.0 |
351.8 |
-13.2 |
-3.6% |
379.7 |
| Close |
367.7 |
354.9 |
-12.8 |
-3.5% |
385.9 |
| Range |
14.2 |
21.2 |
7.0 |
49.3% |
34.0 |
| ATR |
12.9 |
13.5 |
0.6 |
4.6% |
0.0 |
| Volume |
132 |
228 |
96 |
72.7% |
921 |
|
| Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
423.5 |
410.5 |
366.5 |
|
| R3 |
402.3 |
389.3 |
360.8 |
|
| R2 |
381.0 |
381.0 |
358.8 |
|
| R1 |
368.0 |
368.0 |
356.8 |
364.0 |
| PP |
360.0 |
360.0 |
360.0 |
358.0 |
| S1 |
346.8 |
346.8 |
353.0 |
342.8 |
| S2 |
338.8 |
338.8 |
351.0 |
|
| S3 |
317.5 |
325.5 |
349.0 |
|
| S4 |
296.3 |
304.5 |
343.3 |
|
|
| 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 |
463.0 |
|
2.618 |
428.5 |
|
1.618 |
407.3 |
|
1.000 |
394.3 |
|
0.618 |
386.0 |
|
HIGH |
373.0 |
|
0.618 |
365.0 |
|
0.500 |
362.5 |
|
0.382 |
360.0 |
|
LOW |
351.8 |
|
0.618 |
338.8 |
|
1.000 |
330.5 |
|
1.618 |
317.5 |
|
2.618 |
296.3 |
|
4.250 |
261.8 |
|
|
| Fisher Pivots for day following 03-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
362.5 |
373.5 |
| PP |
360.0 |
367.3 |
| S1 |
357.5 |
361.0 |
|