ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 02-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
416.1 |
427.5 |
11.4 |
2.7% |
399.3 |
| High |
428.3 |
454.2 |
25.9 |
6.0% |
445.2 |
| Low |
409.7 |
426.7 |
17.0 |
4.1% |
399.2 |
| Close |
426.7 |
450.2 |
23.5 |
5.5% |
428.9 |
| Range |
18.6 |
27.5 |
8.9 |
47.8% |
46.0 |
| ATR |
19.0 |
19.6 |
0.6 |
3.2% |
0.0 |
| Volume |
154,862 |
148,368 |
-6,494 |
-4.2% |
834,367 |
|
| Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
526.3 |
515.8 |
465.3 |
|
| R3 |
498.8 |
488.3 |
457.8 |
|
| R2 |
471.3 |
471.3 |
455.3 |
|
| R1 |
460.8 |
460.8 |
452.8 |
466.0 |
| PP |
443.8 |
443.8 |
443.8 |
446.3 |
| S1 |
433.3 |
433.3 |
447.8 |
438.5 |
| S2 |
416.3 |
416.3 |
445.3 |
|
| S3 |
388.8 |
405.8 |
442.8 |
|
| S4 |
361.3 |
378.3 |
435.0 |
|
|
| 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 |
571.0 |
|
2.618 |
526.3 |
|
1.618 |
498.8 |
|
1.000 |
481.8 |
|
0.618 |
471.3 |
|
HIGH |
454.3 |
|
0.618 |
443.8 |
|
0.500 |
440.5 |
|
0.382 |
437.3 |
|
LOW |
426.8 |
|
0.618 |
409.8 |
|
1.000 |
399.3 |
|
1.618 |
382.3 |
|
2.618 |
354.8 |
|
4.250 |
309.8 |
|
|
| Fisher Pivots for day following 02-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
447.0 |
444.0 |
| PP |
443.8 |
438.0 |
| S1 |
440.5 |
432.0 |
|