ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 07-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
455.9 |
447.0 |
-8.9 |
-2.0% |
427.2 |
| High |
462.0 |
448.8 |
-13.2 |
-2.9% |
457.6 |
| Low |
438.7 |
429.6 |
-9.1 |
-2.1% |
406.1 |
| Close |
446.3 |
431.9 |
-14.4 |
-3.2% |
456.4 |
| Range |
23.3 |
19.2 |
-4.1 |
-17.6% |
51.5 |
| ATR |
19.6 |
19.6 |
0.0 |
-0.2% |
0.0 |
| Volume |
127,256 |
129,566 |
2,310 |
1.8% |
772,232 |
|
| Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
494.3 |
482.3 |
442.5 |
|
| R3 |
475.3 |
463.3 |
437.3 |
|
| R2 |
456.0 |
456.0 |
435.5 |
|
| R1 |
444.0 |
444.0 |
433.8 |
440.3 |
| PP |
436.8 |
436.8 |
436.8 |
435.0 |
| S1 |
424.8 |
424.8 |
430.3 |
421.3 |
| S2 |
417.5 |
417.5 |
428.5 |
|
| S3 |
398.3 |
405.5 |
426.5 |
|
| S4 |
379.3 |
386.3 |
421.3 |
|
|
| 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 |
530.5 |
|
2.618 |
499.0 |
|
1.618 |
479.8 |
|
1.000 |
468.0 |
|
0.618 |
460.8 |
|
HIGH |
448.8 |
|
0.618 |
441.5 |
|
0.500 |
439.3 |
|
0.382 |
437.0 |
|
LOW |
429.5 |
|
0.618 |
417.8 |
|
1.000 |
410.5 |
|
1.618 |
398.5 |
|
2.618 |
379.3 |
|
4.250 |
348.0 |
|
|
| Fisher Pivots for day following 07-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
439.3 |
445.8 |
| PP |
436.8 |
441.3 |
| S1 |
434.3 |
436.5 |
|