ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 17-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
453.7 |
471.1 |
17.4 |
3.8% |
455.0 |
| High |
471.9 |
476.9 |
5.0 |
1.1% |
476.9 |
| Low |
452.5 |
467.2 |
14.7 |
3.2% |
448.4 |
| Close |
468.4 |
473.9 |
5.5 |
1.2% |
473.9 |
| Range |
19.4 |
9.7 |
-9.7 |
-50.0% |
28.5 |
| ATR |
14.8 |
14.5 |
-0.4 |
-2.5% |
0.0 |
| Volume |
14 |
38 |
24 |
171.4% |
1,558 |
|
| Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
501.8 |
497.5 |
479.3 |
|
| R3 |
492.0 |
487.8 |
476.5 |
|
| R2 |
482.3 |
482.3 |
475.8 |
|
| R1 |
478.3 |
478.3 |
474.8 |
480.3 |
| PP |
472.8 |
472.8 |
472.8 |
473.8 |
| S1 |
468.5 |
468.5 |
473.0 |
470.5 |
| S2 |
463.0 |
463.0 |
472.0 |
|
| S3 |
453.3 |
458.8 |
471.3 |
|
| S4 |
443.5 |
449.0 |
468.5 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
552.0 |
541.5 |
489.5 |
|
| R3 |
523.5 |
513.0 |
481.8 |
|
| R2 |
495.0 |
495.0 |
479.0 |
|
| R1 |
484.5 |
484.5 |
476.5 |
489.8 |
| PP |
466.5 |
466.5 |
466.5 |
469.0 |
| S1 |
456.0 |
456.0 |
471.3 |
461.3 |
| S2 |
438.0 |
438.0 |
468.8 |
|
| S3 |
409.5 |
427.5 |
466.0 |
|
| S4 |
381.0 |
399.0 |
458.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
518.0 |
|
2.618 |
502.3 |
|
1.618 |
492.5 |
|
1.000 |
486.5 |
|
0.618 |
483.0 |
|
HIGH |
477.0 |
|
0.618 |
473.3 |
|
0.500 |
472.0 |
|
0.382 |
471.0 |
|
LOW |
467.3 |
|
0.618 |
461.3 |
|
1.000 |
457.5 |
|
1.618 |
451.5 |
|
2.618 |
441.8 |
|
4.250 |
426.0 |
|
|
| Fisher Pivots for day following 17-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
473.3 |
470.3 |
| PP |
472.8 |
466.5 |
| S1 |
472.0 |
462.8 |
|