ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 08-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
436.6 |
436.0 |
-0.6 |
-0.1% |
409.0 |
| High |
440.3 |
436.7 |
-3.6 |
-0.8% |
454.0 |
| Low |
431.9 |
433.7 |
1.8 |
0.4% |
407.0 |
| Close |
429.6 |
436.4 |
6.8 |
1.6% |
454.2 |
| Range |
8.4 |
3.0 |
-5.4 |
-64.3% |
47.0 |
| ATR |
|
|
|
|
|
| Volume |
9 |
6 |
-3 |
-33.3% |
1,380 |
|
| Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
444.5 |
443.5 |
438.0 |
|
| R3 |
441.5 |
440.5 |
437.3 |
|
| R2 |
438.5 |
438.5 |
437.0 |
|
| R1 |
437.5 |
437.5 |
436.8 |
438.0 |
| PP |
435.5 |
435.5 |
435.5 |
436.0 |
| S1 |
434.5 |
434.5 |
436.0 |
435.0 |
| S2 |
432.5 |
432.5 |
435.8 |
|
| S3 |
429.5 |
431.5 |
435.5 |
|
| S4 |
426.5 |
428.5 |
434.8 |
|
|
| 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 |
449.5 |
|
2.618 |
444.5 |
|
1.618 |
441.5 |
|
1.000 |
439.8 |
|
0.618 |
438.5 |
|
HIGH |
436.8 |
|
0.618 |
435.5 |
|
0.500 |
435.3 |
|
0.382 |
434.8 |
|
LOW |
433.8 |
|
0.618 |
431.8 |
|
1.000 |
430.8 |
|
1.618 |
428.8 |
|
2.618 |
425.8 |
|
4.250 |
421.0 |
|
|
| Fisher Pivots for day following 08-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
436.0 |
440.5 |
| PP |
435.5 |
439.0 |
| S1 |
435.3 |
437.8 |
|