ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 17-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
458.0 |
469.1 |
11.1 |
2.4% |
464.1 |
| High |
475.9 |
481.6 |
5.7 |
1.2% |
481.6 |
| Low |
453.3 |
467.1 |
13.8 |
3.0% |
447.5 |
| Close |
470.9 |
476.4 |
5.5 |
1.2% |
476.4 |
| Range |
22.6 |
14.5 |
-8.1 |
-35.8% |
34.1 |
| ATR |
19.2 |
18.9 |
-0.3 |
-1.7% |
0.0 |
| Volume |
135,764 |
173,551 |
37,787 |
27.8% |
720,183 |
|
| Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
518.5 |
512.0 |
484.5 |
|
| R3 |
504.0 |
497.5 |
480.5 |
|
| R2 |
489.5 |
489.5 |
479.0 |
|
| R1 |
483.0 |
483.0 |
477.8 |
486.3 |
| PP |
475.0 |
475.0 |
475.0 |
476.8 |
| S1 |
468.5 |
468.5 |
475.0 |
471.8 |
| S2 |
460.5 |
460.5 |
473.8 |
|
| S3 |
446.0 |
454.0 |
472.5 |
|
| S4 |
431.5 |
439.5 |
468.5 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
570.8 |
557.8 |
495.3 |
|
| R3 |
536.8 |
523.5 |
485.8 |
|
| R2 |
502.5 |
502.5 |
482.8 |
|
| R1 |
489.5 |
489.5 |
479.5 |
496.0 |
| PP |
468.5 |
468.5 |
468.5 |
471.8 |
| S1 |
455.5 |
455.5 |
473.3 |
462.0 |
| S2 |
434.5 |
434.5 |
470.3 |
|
| S3 |
400.3 |
421.3 |
467.0 |
|
| S4 |
366.3 |
387.3 |
457.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
543.3 |
|
2.618 |
519.5 |
|
1.618 |
505.0 |
|
1.000 |
496.0 |
|
0.618 |
490.5 |
|
HIGH |
481.5 |
|
0.618 |
476.0 |
|
0.500 |
474.3 |
|
0.382 |
472.8 |
|
LOW |
467.0 |
|
0.618 |
458.3 |
|
1.000 |
452.5 |
|
1.618 |
443.8 |
|
2.618 |
429.3 |
|
4.250 |
405.5 |
|
|
| Fisher Pivots for day following 17-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
475.8 |
472.5 |
| PP |
475.0 |
468.5 |
| S1 |
474.3 |
464.5 |
|