ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 26-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2009 |
26-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
416.4 |
426.0 |
9.6 |
2.3% |
390.0 |
| High |
431.5 |
445.2 |
13.7 |
3.2% |
422.1 |
| Low |
406.6 |
426.0 |
19.4 |
4.8% |
380.7 |
| Close |
424.0 |
441.9 |
17.9 |
4.2% |
397.4 |
| Range |
24.9 |
19.2 |
-5.7 |
-22.9% |
41.4 |
| ATR |
18.9 |
19.1 |
0.2 |
0.9% |
0.0 |
| Volume |
134,381 |
187,905 |
53,524 |
39.8% |
1,086,691 |
|
| Daily Pivots for day following 26-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
495.3 |
487.8 |
452.5 |
|
| R3 |
476.0 |
468.5 |
447.3 |
|
| R2 |
457.0 |
457.0 |
445.5 |
|
| R1 |
449.5 |
449.5 |
443.8 |
453.3 |
| PP |
437.8 |
437.8 |
437.8 |
439.5 |
| S1 |
430.3 |
430.3 |
440.3 |
434.0 |
| S2 |
418.5 |
418.5 |
438.5 |
|
| S3 |
399.3 |
411.0 |
436.5 |
|
| S4 |
380.0 |
391.8 |
431.3 |
|
|
| 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 |
526.8 |
|
2.618 |
495.5 |
|
1.618 |
476.3 |
|
1.000 |
464.5 |
|
0.618 |
457.0 |
|
HIGH |
445.3 |
|
0.618 |
437.8 |
|
0.500 |
435.5 |
|
0.382 |
433.3 |
|
LOW |
426.0 |
|
0.618 |
414.3 |
|
1.000 |
406.8 |
|
1.618 |
395.0 |
|
2.618 |
375.8 |
|
4.250 |
344.5 |
|
|
| Fisher Pivots for day following 26-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
439.8 |
436.5 |
| PP |
437.8 |
431.3 |
| S1 |
435.5 |
426.0 |
|