ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 09-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
348.0 |
349.6 |
1.6 |
0.5% |
379.2 |
| High |
354.6 |
351.9 |
-2.7 |
-0.8% |
379.2 |
| Low |
340.4 |
339.5 |
-0.9 |
-0.3% |
340.4 |
| Close |
351.8 |
342.2 |
-9.6 |
-2.7% |
351.8 |
| Range |
14.2 |
12.4 |
-1.8 |
-12.7% |
38.8 |
| ATR |
14.1 |
14.0 |
-0.1 |
-0.9% |
0.0 |
| Volume |
720 |
1,298 |
578 |
80.3% |
3,687 |
|
| Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
381.8 |
374.3 |
349.0 |
|
| R3 |
369.3 |
362.0 |
345.5 |
|
| R2 |
357.0 |
357.0 |
344.5 |
|
| R1 |
349.5 |
349.5 |
343.3 |
347.0 |
| PP |
344.5 |
344.5 |
344.5 |
343.3 |
| S1 |
337.3 |
337.3 |
341.0 |
334.8 |
| S2 |
332.3 |
332.3 |
340.0 |
|
| S3 |
319.8 |
324.8 |
338.8 |
|
| S4 |
307.3 |
312.3 |
335.5 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
473.5 |
451.5 |
373.3 |
|
| R3 |
434.8 |
412.8 |
362.5 |
|
| R2 |
396.0 |
396.0 |
359.0 |
|
| R1 |
373.8 |
373.8 |
355.3 |
365.5 |
| PP |
357.3 |
357.3 |
357.3 |
353.0 |
| S1 |
335.0 |
335.0 |
348.3 |
326.8 |
| S2 |
318.3 |
318.3 |
344.8 |
|
| S3 |
279.5 |
296.3 |
341.3 |
|
| S4 |
240.8 |
257.5 |
330.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
404.5 |
|
2.618 |
384.3 |
|
1.618 |
372.0 |
|
1.000 |
364.3 |
|
0.618 |
359.5 |
|
HIGH |
352.0 |
|
0.618 |
347.3 |
|
0.500 |
345.8 |
|
0.382 |
344.3 |
|
LOW |
339.5 |
|
0.618 |
331.8 |
|
1.000 |
327.0 |
|
1.618 |
319.5 |
|
2.618 |
307.0 |
|
4.250 |
286.8 |
|
|
| Fisher Pivots for day following 09-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
345.8 |
351.3 |
| PP |
344.5 |
348.3 |
| S1 |
343.3 |
345.3 |
|