ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 13-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
360.8 |
388.9 |
28.1 |
7.8% |
349.6 |
| High |
390.1 |
393.8 |
3.7 |
0.9% |
393.8 |
| Low |
356.9 |
384.2 |
27.3 |
7.6% |
339.5 |
| Close |
388.4 |
391.6 |
3.2 |
0.8% |
391.6 |
| Range |
33.2 |
9.6 |
-23.6 |
-71.1% |
54.3 |
| ATR |
16.6 |
16.1 |
-0.5 |
-3.0% |
0.0 |
| Volume |
58,411 |
208,155 |
149,744 |
256.4% |
281,077 |
|
| Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
418.8 |
414.8 |
397.0 |
|
| R3 |
409.0 |
405.3 |
394.3 |
|
| R2 |
399.5 |
399.5 |
393.3 |
|
| R1 |
395.5 |
395.5 |
392.5 |
397.5 |
| PP |
389.8 |
389.8 |
389.8 |
390.8 |
| S1 |
386.0 |
386.0 |
390.8 |
388.0 |
| S2 |
380.3 |
380.3 |
389.8 |
|
| S3 |
370.8 |
376.3 |
389.0 |
|
| S4 |
361.0 |
366.8 |
386.3 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
537.8 |
519.0 |
421.5 |
|
| R3 |
483.5 |
464.8 |
406.5 |
|
| R2 |
429.3 |
429.3 |
401.5 |
|
| R1 |
410.5 |
410.5 |
396.5 |
419.8 |
| PP |
375.0 |
375.0 |
375.0 |
379.8 |
| S1 |
356.3 |
356.3 |
386.5 |
365.5 |
| S2 |
320.8 |
320.8 |
381.8 |
|
| S3 |
266.3 |
301.8 |
376.8 |
|
| S4 |
212.0 |
247.5 |
361.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
434.5 |
|
2.618 |
419.0 |
|
1.618 |
409.3 |
|
1.000 |
403.5 |
|
0.618 |
399.8 |
|
HIGH |
393.8 |
|
0.618 |
390.3 |
|
0.500 |
389.0 |
|
0.382 |
387.8 |
|
LOW |
384.3 |
|
0.618 |
378.3 |
|
1.000 |
374.5 |
|
1.618 |
368.8 |
|
2.618 |
359.0 |
|
4.250 |
343.5 |
|
|
| Fisher Pivots for day following 13-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
390.8 |
386.3 |
| PP |
389.8 |
380.8 |
| S1 |
389.0 |
375.3 |
|