ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 07-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
449.0 |
436.6 |
-12.4 |
-2.8% |
409.0 |
| High |
449.0 |
440.3 |
-8.7 |
-1.9% |
454.0 |
| Low |
438.0 |
431.9 |
-6.1 |
-1.4% |
407.0 |
| Close |
444.1 |
429.6 |
-14.5 |
-3.3% |
454.2 |
| Range |
11.0 |
8.4 |
-2.6 |
-23.6% |
47.0 |
| ATR |
|
|
|
|
|
| Volume |
11 |
9 |
-2 |
-18.2% |
1,380 |
|
| Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
459.3 |
452.8 |
434.3 |
|
| R3 |
450.8 |
444.3 |
432.0 |
|
| R2 |
442.3 |
442.3 |
431.3 |
|
| R1 |
436.0 |
436.0 |
430.3 |
435.0 |
| PP |
434.0 |
434.0 |
434.0 |
433.5 |
| S1 |
427.5 |
427.5 |
428.8 |
426.5 |
| S2 |
425.5 |
425.5 |
428.0 |
|
| S3 |
417.3 |
419.3 |
427.3 |
|
| S4 |
408.8 |
410.8 |
425.0 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
579.5 |
563.8 |
480.0 |
|
| R3 |
532.5 |
516.8 |
467.0 |
|
| R2 |
485.5 |
485.5 |
462.8 |
|
| R1 |
469.8 |
469.8 |
458.5 |
477.5 |
| PP |
438.5 |
438.5 |
438.5 |
442.3 |
| S1 |
422.8 |
422.8 |
450.0 |
430.5 |
| S2 |
391.5 |
391.5 |
445.5 |
|
| S3 |
344.5 |
375.8 |
441.3 |
|
| S4 |
297.5 |
328.8 |
428.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
476.0 |
|
2.618 |
462.3 |
|
1.618 |
454.0 |
|
1.000 |
448.8 |
|
0.618 |
445.5 |
|
HIGH |
440.3 |
|
0.618 |
437.0 |
|
0.500 |
436.0 |
|
0.382 |
435.0 |
|
LOW |
432.0 |
|
0.618 |
426.8 |
|
1.000 |
423.5 |
|
1.618 |
418.3 |
|
2.618 |
410.0 |
|
4.250 |
396.3 |
|
|
| Fisher Pivots for day following 07-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
436.0 |
443.0 |
| PP |
434.0 |
438.5 |
| S1 |
431.8 |
434.0 |
|