ICE Russell 2000 Mini Future June 2009
Trading Metrics calculated at close of trading on 29-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
467.9 |
470.9 |
3.0 |
0.6% |
475.6 |
High |
478.8 |
494.5 |
15.7 |
3.3% |
481.7 |
Low |
461.7 |
469.0 |
7.3 |
1.6% |
448.5 |
Close |
470.9 |
488.8 |
17.9 |
3.8% |
478.0 |
Range |
17.1 |
25.5 |
8.4 |
49.1% |
33.2 |
ATR |
18.8 |
19.3 |
0.5 |
2.5% |
0.0 |
Volume |
144,801 |
138,683 |
-6,118 |
-4.2% |
763,266 |
|
Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
560.5 |
550.3 |
502.8 |
|
R3 |
535.0 |
524.8 |
495.8 |
|
R2 |
509.5 |
509.5 |
493.5 |
|
R1 |
499.3 |
499.3 |
491.3 |
504.5 |
PP |
484.0 |
484.0 |
484.0 |
486.8 |
S1 |
473.8 |
473.8 |
486.5 |
479.0 |
S2 |
458.5 |
458.5 |
484.0 |
|
S3 |
433.0 |
448.3 |
481.8 |
|
S4 |
407.5 |
422.8 |
474.8 |
|
|
Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
569.0 |
556.8 |
496.3 |
|
R3 |
535.8 |
523.5 |
487.3 |
|
R2 |
502.5 |
502.5 |
484.0 |
|
R1 |
490.3 |
490.3 |
481.0 |
496.5 |
PP |
469.5 |
469.5 |
469.5 |
472.5 |
S1 |
457.0 |
457.0 |
475.0 |
463.3 |
S2 |
436.3 |
436.3 |
472.0 |
|
S3 |
403.0 |
424.0 |
468.8 |
|
S4 |
369.8 |
390.8 |
459.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
494.5 |
457.9 |
36.6 |
7.5% |
18.0 |
3.7% |
84% |
True |
False |
158,160 |
10 |
494.5 |
448.5 |
46.0 |
9.4% |
19.5 |
4.0% |
88% |
True |
False |
151,786 |
20 |
494.5 |
409.7 |
84.8 |
17.3% |
19.5 |
4.0% |
93% |
True |
False |
146,822 |
40 |
494.5 |
339.5 |
155.0 |
31.7% |
19.3 |
4.0% |
96% |
True |
False |
135,563 |
60 |
494.5 |
339.5 |
155.0 |
31.7% |
16.3 |
3.3% |
96% |
True |
False |
90,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
603.0 |
2.618 |
561.3 |
1.618 |
535.8 |
1.000 |
520.0 |
0.618 |
510.3 |
HIGH |
494.5 |
0.618 |
484.8 |
0.500 |
481.8 |
0.382 |
478.8 |
LOW |
469.0 |
0.618 |
453.3 |
1.000 |
443.5 |
1.618 |
427.8 |
2.618 |
402.3 |
4.250 |
360.5 |
|
|
Fisher Pivots for day following 29-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
486.5 |
485.3 |
PP |
484.0 |
481.8 |
S1 |
481.8 |
478.0 |
|