ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 16-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
448.4 |
453.7 |
5.3 |
1.2% |
449.0 |
| High |
457.1 |
471.9 |
14.8 |
3.2% |
464.0 |
| Low |
448.4 |
452.5 |
4.1 |
0.9% |
431.9 |
| Close |
455.7 |
468.4 |
12.7 |
2.8% |
463.1 |
| Range |
8.7 |
19.4 |
10.7 |
123.0% |
32.1 |
| ATR |
14.5 |
14.8 |
0.4 |
2.4% |
0.0 |
| Volume |
726 |
14 |
-712 |
-98.1% |
36 |
|
| Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
522.5 |
514.8 |
479.0 |
|
| R3 |
503.0 |
495.5 |
473.8 |
|
| R2 |
483.8 |
483.8 |
472.0 |
|
| R1 |
476.0 |
476.0 |
470.3 |
479.8 |
| PP |
464.3 |
464.3 |
464.3 |
466.3 |
| S1 |
456.8 |
456.8 |
466.5 |
460.5 |
| S2 |
444.8 |
444.8 |
464.8 |
|
| S3 |
425.5 |
437.3 |
463.0 |
|
| S4 |
406.0 |
417.8 |
457.8 |
|
|
| 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 |
554.3 |
|
2.618 |
522.8 |
|
1.618 |
503.3 |
|
1.000 |
491.3 |
|
0.618 |
484.0 |
|
HIGH |
472.0 |
|
0.618 |
464.5 |
|
0.500 |
462.3 |
|
0.382 |
460.0 |
|
LOW |
452.5 |
|
0.618 |
440.5 |
|
1.000 |
433.0 |
|
1.618 |
421.0 |
|
2.618 |
401.8 |
|
4.250 |
370.0 |
|
|
| Fisher Pivots for day following 16-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
466.3 |
465.8 |
| PP |
464.3 |
463.0 |
| S1 |
462.3 |
460.3 |
|