ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 04-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
04-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
372.5 |
360.8 |
-11.7 |
-3.1% |
413.7 |
| High |
373.0 |
372.5 |
-0.5 |
-0.1% |
413.7 |
| Low |
351.8 |
359.9 |
8.1 |
2.3% |
379.7 |
| Close |
354.9 |
364.3 |
9.4 |
2.6% |
385.9 |
| Range |
21.2 |
12.6 |
-8.6 |
-40.6% |
34.0 |
| ATR |
13.5 |
13.8 |
0.3 |
2.2% |
0.0 |
| Volume |
228 |
914 |
686 |
300.9% |
921 |
|
| Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
403.3 |
396.5 |
371.3 |
|
| R3 |
390.8 |
383.8 |
367.8 |
|
| R2 |
378.3 |
378.3 |
366.5 |
|
| R1 |
371.3 |
371.3 |
365.5 |
374.8 |
| PP |
365.5 |
365.5 |
365.5 |
367.3 |
| S1 |
358.8 |
358.8 |
363.3 |
362.0 |
| S2 |
353.0 |
353.0 |
362.0 |
|
| S3 |
340.3 |
346.0 |
360.8 |
|
| S4 |
327.8 |
333.5 |
357.3 |
|
|
| 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 |
426.0 |
|
2.618 |
405.5 |
|
1.618 |
393.0 |
|
1.000 |
385.0 |
|
0.618 |
380.3 |
|
HIGH |
372.5 |
|
0.618 |
367.8 |
|
0.500 |
366.3 |
|
0.382 |
364.8 |
|
LOW |
360.0 |
|
0.618 |
352.0 |
|
1.000 |
347.3 |
|
1.618 |
339.5 |
|
2.618 |
327.0 |
|
4.250 |
306.3 |
|
|
| Fisher Pivots for day following 04-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
366.3 |
365.5 |
| PP |
365.5 |
365.0 |
| S1 |
365.0 |
364.8 |
|