ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 14-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
464.1 |
464.1 |
0.0 |
0.0% |
455.9 |
| High |
468.8 |
466.6 |
-2.2 |
-0.5% |
468.6 |
| Low |
455.3 |
450.6 |
-4.7 |
-1.0% |
424.4 |
| Close |
463.7 |
453.4 |
-10.3 |
-2.2% |
465.4 |
| Range |
13.5 |
16.0 |
2.5 |
18.5% |
44.2 |
| ATR |
19.7 |
19.4 |
-0.3 |
-1.3% |
0.0 |
| Volume |
138,167 |
120,062 |
-18,105 |
-13.1% |
515,885 |
|
| Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
504.8 |
495.3 |
462.3 |
|
| R3 |
488.8 |
479.3 |
457.8 |
|
| R2 |
472.8 |
472.8 |
456.3 |
|
| R1 |
463.3 |
463.3 |
454.8 |
460.0 |
| PP |
456.8 |
456.8 |
456.8 |
455.3 |
| S1 |
447.3 |
447.3 |
452.0 |
444.0 |
| S2 |
440.8 |
440.8 |
450.5 |
|
| S3 |
424.8 |
431.3 |
449.0 |
|
| S4 |
408.8 |
415.3 |
444.5 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
585.5 |
569.5 |
489.8 |
|
| R3 |
541.3 |
525.5 |
477.5 |
|
| R2 |
497.0 |
497.0 |
473.5 |
|
| R1 |
481.3 |
481.3 |
469.5 |
489.0 |
| PP |
452.8 |
452.8 |
452.8 |
456.8 |
| S1 |
437.0 |
437.0 |
461.3 |
445.0 |
| S2 |
408.5 |
408.5 |
457.3 |
|
| S3 |
364.5 |
392.8 |
453.3 |
|
| S4 |
320.3 |
348.5 |
441.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
534.5 |
|
2.618 |
508.5 |
|
1.618 |
492.5 |
|
1.000 |
482.5 |
|
0.618 |
476.5 |
|
HIGH |
466.5 |
|
0.618 |
460.5 |
|
0.500 |
458.5 |
|
0.382 |
456.8 |
|
LOW |
450.5 |
|
0.618 |
440.8 |
|
1.000 |
434.5 |
|
1.618 |
424.8 |
|
2.618 |
408.8 |
|
4.250 |
382.5 |
|
|
| Fisher Pivots for day following 14-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
458.5 |
453.8 |
| PP |
456.8 |
453.8 |
| S1 |
455.3 |
453.5 |
|