ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 27-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2009 |
27-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
426.0 |
441.9 |
15.9 |
3.7% |
399.3 |
| High |
445.2 |
442.5 |
-2.7 |
-0.6% |
445.2 |
| Low |
426.0 |
426.6 |
0.6 |
0.1% |
399.2 |
| Close |
441.9 |
428.9 |
-13.0 |
-2.9% |
428.9 |
| Range |
19.2 |
15.9 |
-3.3 |
-17.2% |
46.0 |
| ATR |
19.1 |
18.9 |
-0.2 |
-1.2% |
0.0 |
| Volume |
187,905 |
185,682 |
-2,223 |
-1.2% |
834,367 |
|
| Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
480.3 |
470.5 |
437.8 |
|
| R3 |
464.5 |
454.8 |
433.3 |
|
| R2 |
448.5 |
448.5 |
431.8 |
|
| R1 |
438.8 |
438.8 |
430.3 |
435.8 |
| PP |
432.8 |
432.8 |
432.8 |
431.3 |
| S1 |
422.8 |
422.8 |
427.5 |
419.8 |
| S2 |
416.8 |
416.8 |
426.0 |
|
| S3 |
400.8 |
407.0 |
424.5 |
|
| S4 |
385.0 |
391.0 |
420.3 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
562.5 |
541.8 |
454.3 |
|
| R3 |
516.5 |
495.8 |
441.5 |
|
| R2 |
470.5 |
470.5 |
437.3 |
|
| R1 |
449.8 |
449.8 |
433.0 |
460.0 |
| PP |
424.5 |
424.5 |
424.5 |
429.5 |
| S1 |
403.8 |
403.8 |
424.8 |
414.0 |
| S2 |
378.5 |
378.5 |
420.5 |
|
| S3 |
332.5 |
357.8 |
416.3 |
|
| S4 |
286.5 |
311.8 |
403.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
510.0 |
|
2.618 |
484.3 |
|
1.618 |
468.3 |
|
1.000 |
458.5 |
|
0.618 |
452.3 |
|
HIGH |
442.5 |
|
0.618 |
436.5 |
|
0.500 |
434.5 |
|
0.382 |
432.8 |
|
LOW |
426.5 |
|
0.618 |
416.8 |
|
1.000 |
410.8 |
|
1.618 |
400.8 |
|
2.618 |
385.0 |
|
4.250 |
359.0 |
|
|
| Fisher Pivots for day following 27-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
434.5 |
428.0 |
| PP |
432.8 |
427.0 |
| S1 |
430.8 |
426.0 |
|