ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 08-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
447.0 |
426.9 |
-20.1 |
-4.5% |
427.2 |
| High |
448.8 |
441.1 |
-7.7 |
-1.7% |
457.6 |
| Low |
429.6 |
424.4 |
-5.2 |
-1.2% |
406.1 |
| Close |
431.9 |
438.7 |
6.8 |
1.6% |
456.4 |
| Range |
19.2 |
16.7 |
-2.5 |
-13.0% |
51.5 |
| ATR |
19.6 |
19.4 |
-0.2 |
-1.1% |
0.0 |
| Volume |
129,566 |
130,696 |
1,130 |
0.9% |
772,232 |
|
| Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
484.8 |
478.5 |
448.0 |
|
| R3 |
468.3 |
461.8 |
443.3 |
|
| R2 |
451.5 |
451.5 |
441.8 |
|
| R1 |
445.0 |
445.0 |
440.3 |
448.3 |
| PP |
434.8 |
434.8 |
434.8 |
436.3 |
| S1 |
428.3 |
428.3 |
437.3 |
431.5 |
| S2 |
418.0 |
418.0 |
435.8 |
|
| S3 |
401.3 |
411.8 |
434.0 |
|
| S4 |
384.8 |
395.0 |
429.5 |
|
|
| 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 |
512.0 |
|
2.618 |
484.8 |
|
1.618 |
468.0 |
|
1.000 |
457.8 |
|
0.618 |
451.5 |
|
HIGH |
441.0 |
|
0.618 |
434.8 |
|
0.500 |
432.8 |
|
0.382 |
430.8 |
|
LOW |
424.5 |
|
0.618 |
414.0 |
|
1.000 |
407.8 |
|
1.618 |
397.5 |
|
2.618 |
380.8 |
|
4.250 |
353.5 |
|
|
| Fisher Pivots for day following 08-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
436.8 |
443.3 |
| PP |
434.8 |
441.8 |
| S1 |
432.8 |
440.3 |
|