ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 19-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
403.2 |
415.6 |
12.4 |
3.1% |
349.6 |
| High |
419.0 |
422.1 |
3.1 |
0.7% |
393.8 |
| Low |
396.1 |
408.6 |
12.5 |
3.2% |
339.5 |
| Close |
416.7 |
411.8 |
-4.9 |
-1.2% |
391.6 |
| Range |
22.9 |
13.5 |
-9.4 |
-41.0% |
54.3 |
| ATR |
17.1 |
16.9 |
-0.3 |
-1.5% |
0.0 |
| Volume |
241,823 |
235,304 |
-6,519 |
-2.7% |
281,077 |
|
| Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
454.8 |
446.8 |
419.3 |
|
| R3 |
441.3 |
433.3 |
415.5 |
|
| R2 |
427.8 |
427.8 |
414.3 |
|
| R1 |
419.8 |
419.8 |
413.0 |
417.0 |
| PP |
414.3 |
414.3 |
414.3 |
412.8 |
| S1 |
406.3 |
406.3 |
410.5 |
403.5 |
| S2 |
400.8 |
400.8 |
409.3 |
|
| S3 |
387.3 |
392.8 |
408.0 |
|
| S4 |
373.8 |
379.3 |
404.5 |
|
|
| 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 |
479.5 |
|
2.618 |
457.5 |
|
1.618 |
444.0 |
|
1.000 |
435.5 |
|
0.618 |
430.5 |
|
HIGH |
422.0 |
|
0.618 |
417.0 |
|
0.500 |
415.3 |
|
0.382 |
413.8 |
|
LOW |
408.5 |
|
0.618 |
400.3 |
|
1.000 |
395.0 |
|
1.618 |
386.8 |
|
2.618 |
373.3 |
|
4.250 |
351.3 |
|
|
| Fisher Pivots for day following 19-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
415.3 |
408.3 |
| PP |
414.3 |
404.8 |
| S1 |
413.0 |
401.5 |
|