ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 23-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2009 |
23-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
410.2 |
399.3 |
-10.9 |
-2.7% |
390.0 |
| High |
416.1 |
434.7 |
18.6 |
4.5% |
422.1 |
| Low |
395.6 |
399.2 |
3.6 |
0.9% |
380.7 |
| Close |
397.4 |
429.8 |
32.4 |
8.2% |
397.4 |
| Range |
20.5 |
35.5 |
15.0 |
73.2% |
41.4 |
| ATR |
17.1 |
18.6 |
1.4 |
8.4% |
0.0 |
| Volume |
184,992 |
146,437 |
-38,555 |
-20.8% |
1,086,691 |
|
| Daily Pivots for day following 23-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
527.8 |
514.3 |
449.3 |
|
| R3 |
492.3 |
478.8 |
439.5 |
|
| R2 |
456.8 |
456.8 |
436.3 |
|
| R1 |
443.3 |
443.3 |
433.0 |
450.0 |
| PP |
421.3 |
421.3 |
421.3 |
424.5 |
| S1 |
407.8 |
407.8 |
426.5 |
414.5 |
| S2 |
385.8 |
385.8 |
423.3 |
|
| S3 |
350.3 |
372.3 |
420.0 |
|
| S4 |
314.8 |
336.8 |
410.3 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
524.3 |
502.3 |
420.3 |
|
| R3 |
482.8 |
460.8 |
408.8 |
|
| R2 |
441.5 |
441.5 |
405.0 |
|
| R1 |
419.5 |
419.5 |
401.3 |
430.5 |
| PP |
400.0 |
400.0 |
400.0 |
405.5 |
| S1 |
378.0 |
378.0 |
393.5 |
389.0 |
| S2 |
358.8 |
358.8 |
389.8 |
|
| S3 |
317.3 |
336.8 |
386.0 |
|
| S4 |
275.8 |
295.3 |
374.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
585.5 |
|
2.618 |
527.8 |
|
1.618 |
492.3 |
|
1.000 |
470.3 |
|
0.618 |
456.8 |
|
HIGH |
434.8 |
|
0.618 |
421.3 |
|
0.500 |
417.0 |
|
0.382 |
412.8 |
|
LOW |
399.3 |
|
0.618 |
377.3 |
|
1.000 |
363.8 |
|
1.618 |
341.8 |
|
2.618 |
306.3 |
|
4.250 |
248.3 |
|
|
| Fisher Pivots for day following 23-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
425.5 |
425.0 |
| PP |
421.3 |
420.0 |
| S1 |
417.0 |
415.3 |
|