ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 13-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
13-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
440.3 |
455.0 |
14.7 |
3.3% |
449.0 |
| High |
464.0 |
465.1 |
1.1 |
0.2% |
464.0 |
| Low |
440.3 |
454.0 |
13.7 |
3.1% |
431.9 |
| Close |
463.1 |
461.3 |
-1.8 |
-0.4% |
463.1 |
| Range |
23.7 |
11.1 |
-12.6 |
-53.2% |
32.1 |
| ATR |
0.0 |
14.9 |
14.9 |
|
0.0 |
| Volume |
10 |
10 |
0 |
0.0% |
36 |
|
| Daily Pivots for day following 13-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
493.5 |
488.5 |
467.5 |
|
| R3 |
482.3 |
477.3 |
464.3 |
|
| R2 |
471.3 |
471.3 |
463.3 |
|
| R1 |
466.3 |
466.3 |
462.3 |
468.8 |
| PP |
460.3 |
460.3 |
460.3 |
461.5 |
| S1 |
455.3 |
455.3 |
460.3 |
457.8 |
| S2 |
449.0 |
449.0 |
459.3 |
|
| S3 |
438.0 |
444.0 |
458.3 |
|
| S4 |
426.8 |
433.0 |
455.3 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
549.3 |
538.3 |
480.8 |
|
| R3 |
517.3 |
506.3 |
472.0 |
|
| R2 |
485.0 |
485.0 |
469.0 |
|
| R1 |
474.0 |
474.0 |
466.0 |
479.5 |
| PP |
453.0 |
453.0 |
453.0 |
455.8 |
| S1 |
442.0 |
442.0 |
460.3 |
447.5 |
| S2 |
421.0 |
421.0 |
457.3 |
|
| S3 |
388.8 |
410.0 |
454.3 |
|
| S4 |
356.8 |
377.8 |
445.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
512.3 |
|
2.618 |
494.3 |
|
1.618 |
483.0 |
|
1.000 |
476.3 |
|
0.618 |
472.0 |
|
HIGH |
465.0 |
|
0.618 |
460.8 |
|
0.500 |
459.5 |
|
0.382 |
458.3 |
|
LOW |
454.0 |
|
0.618 |
447.3 |
|
1.000 |
443.0 |
|
1.618 |
436.0 |
|
2.618 |
425.0 |
|
4.250 |
406.8 |
|
|
| Fisher Pivots for day following 13-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
460.8 |
457.3 |
| PP |
460.3 |
453.3 |
| S1 |
459.5 |
449.5 |
|