ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 20-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2009 |
20-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
471.1 |
467.0 |
-4.1 |
-0.9% |
455.0 |
| High |
476.9 |
467.3 |
-9.6 |
-2.0% |
476.9 |
| Low |
467.2 |
449.0 |
-18.2 |
-3.9% |
448.4 |
| Close |
473.9 |
452.4 |
-21.5 |
-4.5% |
473.9 |
| Range |
9.7 |
18.3 |
8.6 |
88.7% |
28.5 |
| ATR |
14.5 |
15.2 |
0.7 |
5.1% |
0.0 |
| Volume |
38 |
38 |
0 |
0.0% |
1,558 |
|
| Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
511.3 |
500.0 |
462.5 |
|
| R3 |
492.8 |
481.8 |
457.5 |
|
| R2 |
474.5 |
474.5 |
455.8 |
|
| R1 |
463.5 |
463.5 |
454.0 |
459.8 |
| PP |
456.3 |
456.3 |
456.3 |
454.5 |
| S1 |
445.3 |
445.3 |
450.8 |
441.5 |
| S2 |
438.0 |
438.0 |
449.0 |
|
| S3 |
419.8 |
426.8 |
447.3 |
|
| S4 |
401.3 |
408.5 |
442.3 |
|
|
| 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 |
545.0 |
|
2.618 |
515.3 |
|
1.618 |
497.0 |
|
1.000 |
485.5 |
|
0.618 |
478.5 |
|
HIGH |
467.3 |
|
0.618 |
460.3 |
|
0.500 |
458.3 |
|
0.382 |
456.0 |
|
LOW |
449.0 |
|
0.618 |
437.8 |
|
1.000 |
430.8 |
|
1.618 |
419.5 |
|
2.618 |
401.0 |
|
4.250 |
371.3 |
|
|
| Fisher Pivots for day following 20-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
458.3 |
463.0 |
| PP |
456.3 |
459.5 |
| S1 |
454.3 |
456.0 |
|