ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 06-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
449.7 |
455.9 |
6.2 |
1.4% |
427.2 |
| High |
457.6 |
462.0 |
4.4 |
1.0% |
457.6 |
| Low |
442.0 |
438.7 |
-3.3 |
-0.7% |
406.1 |
| Close |
456.4 |
446.3 |
-10.1 |
-2.2% |
456.4 |
| Range |
15.6 |
23.3 |
7.7 |
49.4% |
51.5 |
| ATR |
19.3 |
19.6 |
0.3 |
1.5% |
0.0 |
| Volume |
188,599 |
127,256 |
-61,343 |
-32.5% |
772,232 |
|
| Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
519.0 |
506.0 |
459.0 |
|
| R3 |
495.5 |
482.5 |
452.8 |
|
| R2 |
472.3 |
472.3 |
450.5 |
|
| R1 |
459.3 |
459.3 |
448.5 |
454.3 |
| PP |
449.0 |
449.0 |
449.0 |
446.5 |
| S1 |
436.0 |
436.0 |
444.3 |
430.8 |
| S2 |
425.8 |
425.8 |
442.0 |
|
| S3 |
402.5 |
412.8 |
440.0 |
|
| S4 |
379.0 |
389.5 |
433.5 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
594.5 |
577.0 |
484.8 |
|
| R3 |
543.0 |
525.5 |
470.5 |
|
| R2 |
491.5 |
491.5 |
465.8 |
|
| R1 |
474.0 |
474.0 |
461.0 |
482.8 |
| PP |
440.0 |
440.0 |
440.0 |
444.5 |
| S1 |
422.5 |
422.5 |
451.8 |
431.3 |
| S2 |
388.5 |
388.5 |
447.0 |
|
| S3 |
337.0 |
371.0 |
442.3 |
|
| S4 |
285.5 |
319.5 |
428.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
561.0 |
|
2.618 |
523.0 |
|
1.618 |
499.8 |
|
1.000 |
485.3 |
|
0.618 |
476.5 |
|
HIGH |
462.0 |
|
0.618 |
453.0 |
|
0.500 |
450.3 |
|
0.382 |
447.5 |
|
LOW |
438.8 |
|
0.618 |
424.3 |
|
1.000 |
415.5 |
|
1.618 |
401.0 |
|
2.618 |
377.8 |
|
4.250 |
339.8 |
|
|
| Fisher Pivots for day following 06-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
450.3 |
445.8 |
| PP |
449.0 |
445.0 |
| S1 |
447.8 |
444.3 |
|