ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 09-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2009 |
09-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
436.0 |
440.3 |
4.3 |
1.0% |
409.0 |
| High |
436.7 |
464.0 |
27.3 |
6.3% |
454.0 |
| Low |
433.7 |
440.3 |
6.6 |
1.5% |
407.0 |
| Close |
436.4 |
463.1 |
26.7 |
6.1% |
454.2 |
| Range |
3.0 |
23.7 |
20.7 |
690.0% |
47.0 |
| ATR |
|
|
|
|
|
| Volume |
6 |
10 |
4 |
66.7% |
1,380 |
|
| Daily Pivots for day following 09-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
527.0 |
518.8 |
476.3 |
|
| R3 |
503.3 |
495.0 |
469.5 |
|
| R2 |
479.5 |
479.5 |
467.5 |
|
| R1 |
471.3 |
471.3 |
465.3 |
475.5 |
| PP |
455.8 |
455.8 |
455.8 |
457.8 |
| S1 |
447.5 |
447.5 |
461.0 |
451.8 |
| S2 |
432.0 |
432.0 |
458.8 |
|
| S3 |
408.5 |
424.0 |
456.5 |
|
| S4 |
384.8 |
400.3 |
450.0 |
|
|
| 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 |
564.8 |
|
2.618 |
526.0 |
|
1.618 |
502.3 |
|
1.000 |
487.8 |
|
0.618 |
478.8 |
|
HIGH |
464.0 |
|
0.618 |
455.0 |
|
0.500 |
452.3 |
|
0.382 |
449.3 |
|
LOW |
440.3 |
|
0.618 |
425.8 |
|
1.000 |
416.5 |
|
1.618 |
402.0 |
|
2.618 |
378.3 |
|
4.250 |
339.5 |
|
|
| Fisher Pivots for day following 09-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
459.5 |
458.0 |
| PP |
455.8 |
453.0 |
| S1 |
452.3 |
448.0 |
|