ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 25-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2009 |
25-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
428.8 |
416.4 |
-12.4 |
-2.9% |
390.0 |
| High |
430.5 |
431.5 |
1.0 |
0.2% |
422.1 |
| Low |
413.0 |
406.6 |
-6.4 |
-1.5% |
380.7 |
| Close |
416.1 |
424.0 |
7.9 |
1.9% |
397.4 |
| Range |
17.5 |
24.9 |
7.4 |
42.3% |
41.4 |
| ATR |
18.5 |
18.9 |
0.5 |
2.5% |
0.0 |
| Volume |
179,962 |
134,381 |
-45,581 |
-25.3% |
1,086,691 |
|
| Daily Pivots for day following 25-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
495.5 |
484.5 |
437.8 |
|
| R3 |
470.5 |
459.8 |
430.8 |
|
| R2 |
445.5 |
445.5 |
428.5 |
|
| R1 |
434.8 |
434.8 |
426.3 |
440.3 |
| PP |
420.8 |
420.8 |
420.8 |
423.5 |
| S1 |
410.0 |
410.0 |
421.8 |
415.3 |
| S2 |
395.8 |
395.8 |
419.5 |
|
| S3 |
371.0 |
385.0 |
417.3 |
|
| S4 |
346.0 |
360.0 |
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 |
537.3 |
|
2.618 |
496.8 |
|
1.618 |
471.8 |
|
1.000 |
456.5 |
|
0.618 |
447.0 |
|
HIGH |
431.5 |
|
0.618 |
422.0 |
|
0.500 |
419.0 |
|
0.382 |
416.0 |
|
LOW |
406.5 |
|
0.618 |
391.3 |
|
1.000 |
381.8 |
|
1.618 |
366.3 |
|
2.618 |
341.5 |
|
4.250 |
300.8 |
|
|
| Fisher Pivots for day following 25-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
422.3 |
421.8 |
| PP |
420.8 |
419.3 |
| S1 |
419.0 |
417.0 |
|