ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 01-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
416.5 |
416.1 |
-0.4 |
-0.1% |
399.3 |
| High |
431.8 |
428.3 |
-3.5 |
-0.8% |
445.2 |
| Low |
414.3 |
409.7 |
-4.6 |
-1.1% |
399.2 |
| Close |
421.3 |
426.7 |
5.4 |
1.3% |
428.9 |
| Range |
17.5 |
18.6 |
1.1 |
6.3% |
46.0 |
| ATR |
19.0 |
19.0 |
0.0 |
-0.2% |
0.0 |
| Volume |
143,273 |
154,862 |
11,589 |
8.1% |
834,367 |
|
| Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
477.3 |
470.8 |
437.0 |
|
| R3 |
458.8 |
452.0 |
431.8 |
|
| R2 |
440.3 |
440.3 |
430.0 |
|
| R1 |
433.5 |
433.5 |
428.5 |
436.8 |
| PP |
421.5 |
421.5 |
421.5 |
423.3 |
| S1 |
414.8 |
414.8 |
425.0 |
418.3 |
| S2 |
403.0 |
403.0 |
423.3 |
|
| S3 |
384.3 |
396.3 |
421.5 |
|
| S4 |
365.8 |
377.8 |
416.5 |
|
|
| 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 |
507.3 |
|
2.618 |
477.0 |
|
1.618 |
458.5 |
|
1.000 |
447.0 |
|
0.618 |
439.8 |
|
HIGH |
428.3 |
|
0.618 |
421.3 |
|
0.500 |
419.0 |
|
0.382 |
416.8 |
|
LOW |
409.8 |
|
0.618 |
398.3 |
|
1.000 |
391.0 |
|
1.618 |
379.5 |
|
2.618 |
361.0 |
|
4.250 |
330.8 |
|
|
| Fisher Pivots for day following 01-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
424.3 |
424.0 |
| PP |
421.5 |
421.5 |
| S1 |
419.0 |
419.0 |
|