ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 15-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
461.4 |
448.4 |
-13.0 |
-2.8% |
449.0 |
| High |
463.5 |
457.1 |
-6.4 |
-1.4% |
464.0 |
| Low |
448.7 |
448.4 |
-0.3 |
-0.1% |
431.9 |
| Close |
450.9 |
455.7 |
4.8 |
1.1% |
463.1 |
| Range |
14.8 |
8.7 |
-6.1 |
-41.2% |
32.1 |
| ATR |
14.9 |
14.5 |
-0.4 |
-3.0% |
0.0 |
| Volume |
770 |
726 |
-44 |
-5.7% |
36 |
|
| Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
479.8 |
476.5 |
460.5 |
|
| R3 |
471.3 |
467.8 |
458.0 |
|
| R2 |
462.5 |
462.5 |
457.3 |
|
| R1 |
459.0 |
459.0 |
456.5 |
460.8 |
| PP |
453.8 |
453.8 |
453.8 |
454.5 |
| S1 |
450.3 |
450.3 |
455.0 |
452.0 |
| S2 |
445.0 |
445.0 |
454.0 |
|
| S3 |
436.3 |
441.8 |
453.3 |
|
| S4 |
427.8 |
433.0 |
451.0 |
|
|
| 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 |
494.0 |
|
2.618 |
480.0 |
|
1.618 |
471.3 |
|
1.000 |
465.8 |
|
0.618 |
462.5 |
|
HIGH |
457.0 |
|
0.618 |
453.8 |
|
0.500 |
452.8 |
|
0.382 |
451.8 |
|
LOW |
448.5 |
|
0.618 |
443.0 |
|
1.000 |
439.8 |
|
1.618 |
434.3 |
|
2.618 |
425.5 |
|
4.250 |
411.5 |
|
|
| Fisher Pivots for day following 15-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
454.8 |
456.8 |
| PP |
453.8 |
456.5 |
| S1 |
452.8 |
456.0 |
|