ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 21-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
467.0 |
454.2 |
-12.8 |
-2.7% |
455.0 |
| High |
467.3 |
466.6 |
-0.7 |
-0.1% |
476.9 |
| Low |
449.0 |
447.2 |
-1.8 |
-0.4% |
448.4 |
| Close |
452.4 |
465.2 |
12.8 |
2.8% |
473.9 |
| Range |
18.3 |
19.4 |
1.1 |
6.0% |
28.5 |
| ATR |
15.2 |
15.5 |
0.3 |
2.0% |
0.0 |
| Volume |
38 |
16 |
-22 |
-57.9% |
1,558 |
|
| Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
517.8 |
511.0 |
475.8 |
|
| R3 |
498.5 |
491.5 |
470.5 |
|
| R2 |
479.0 |
479.0 |
468.8 |
|
| R1 |
472.3 |
472.3 |
467.0 |
475.5 |
| PP |
459.8 |
459.8 |
459.8 |
461.5 |
| S1 |
452.8 |
452.8 |
463.5 |
456.3 |
| S2 |
440.3 |
440.3 |
461.8 |
|
| S3 |
420.8 |
433.3 |
459.8 |
|
| S4 |
401.5 |
414.0 |
454.5 |
|
|
| 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 |
549.0 |
|
2.618 |
517.5 |
|
1.618 |
498.0 |
|
1.000 |
486.0 |
|
0.618 |
478.5 |
|
HIGH |
466.5 |
|
0.618 |
459.3 |
|
0.500 |
457.0 |
|
0.382 |
454.5 |
|
LOW |
447.3 |
|
0.618 |
435.3 |
|
1.000 |
427.8 |
|
1.618 |
415.8 |
|
2.618 |
396.5 |
|
4.250 |
364.8 |
|
|
| Fisher Pivots for day following 21-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
462.5 |
464.3 |
| PP |
459.8 |
463.0 |
| S1 |
457.0 |
462.0 |
|