ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 16-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
388.9 |
390.0 |
1.1 |
0.3% |
349.6 |
| High |
393.8 |
398.8 |
5.0 |
1.3% |
393.8 |
| Low |
384.2 |
382.0 |
-2.2 |
-0.6% |
339.5 |
| Close |
391.6 |
386.0 |
-5.6 |
-1.4% |
391.6 |
| Range |
9.6 |
16.8 |
7.2 |
75.0% |
54.3 |
| ATR |
16.1 |
16.1 |
0.1 |
0.3% |
0.0 |
| Volume |
208,155 |
181,213 |
-26,942 |
-12.9% |
281,077 |
|
| Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
439.3 |
429.5 |
395.3 |
|
| R3 |
422.5 |
412.8 |
390.5 |
|
| R2 |
405.8 |
405.8 |
389.0 |
|
| R1 |
395.8 |
395.8 |
387.5 |
392.5 |
| PP |
389.0 |
389.0 |
389.0 |
387.3 |
| S1 |
379.0 |
379.0 |
384.5 |
375.5 |
| S2 |
372.3 |
372.3 |
383.0 |
|
| S3 |
355.3 |
362.3 |
381.5 |
|
| S4 |
338.5 |
345.5 |
376.8 |
|
|
| 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 |
470.3 |
|
2.618 |
442.8 |
|
1.618 |
426.0 |
|
1.000 |
415.5 |
|
0.618 |
409.3 |
|
HIGH |
398.8 |
|
0.618 |
392.5 |
|
0.500 |
390.5 |
|
0.382 |
388.5 |
|
LOW |
382.0 |
|
0.618 |
371.5 |
|
1.000 |
365.3 |
|
1.618 |
354.8 |
|
2.618 |
338.0 |
|
4.250 |
310.5 |
|
|
| Fisher Pivots for day following 16-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
390.5 |
383.3 |
| PP |
389.0 |
380.5 |
| S1 |
387.5 |
377.8 |
|