ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 09-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2009 |
09-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
426.9 |
438.8 |
11.9 |
2.8% |
427.2 |
| High |
441.1 |
468.6 |
27.5 |
6.2% |
457.6 |
| Low |
424.4 |
438.8 |
14.4 |
3.4% |
406.1 |
| Close |
438.7 |
465.4 |
26.7 |
6.1% |
456.4 |
| Range |
16.7 |
29.8 |
13.1 |
78.4% |
51.5 |
| ATR |
19.4 |
20.1 |
0.8 |
3.9% |
0.0 |
| Volume |
130,696 |
128,367 |
-2,329 |
-1.8% |
772,232 |
|
| Daily Pivots for day following 09-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
547.0 |
536.0 |
481.8 |
|
| R3 |
517.3 |
506.3 |
473.5 |
|
| R2 |
487.5 |
487.5 |
470.8 |
|
| R1 |
476.5 |
476.5 |
468.3 |
482.0 |
| PP |
457.5 |
457.5 |
457.5 |
460.3 |
| S1 |
446.5 |
446.5 |
462.8 |
452.0 |
| S2 |
427.8 |
427.8 |
460.0 |
|
| S3 |
398.0 |
416.8 |
457.3 |
|
| S4 |
368.3 |
387.0 |
449.0 |
|
|
| 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 |
595.3 |
|
2.618 |
546.5 |
|
1.618 |
516.8 |
|
1.000 |
498.5 |
|
0.618 |
487.0 |
|
HIGH |
468.5 |
|
0.618 |
457.3 |
|
0.500 |
453.8 |
|
0.382 |
450.3 |
|
LOW |
438.8 |
|
0.618 |
420.5 |
|
1.000 |
409.0 |
|
1.618 |
390.5 |
|
2.618 |
360.8 |
|
4.250 |
312.3 |
|
|
| Fisher Pivots for day following 09-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
461.5 |
459.0 |
| PP |
457.5 |
452.8 |
| S1 |
453.8 |
446.5 |
|