ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 22-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
454.2 |
460.0 |
5.8 |
1.3% |
455.0 |
| High |
466.6 |
477.4 |
10.8 |
2.3% |
476.9 |
| Low |
447.2 |
459.5 |
12.3 |
2.8% |
448.4 |
| Close |
465.2 |
463.2 |
-2.0 |
-0.4% |
473.9 |
| Range |
19.4 |
17.9 |
-1.5 |
-7.7% |
28.5 |
| ATR |
15.5 |
15.7 |
0.2 |
1.1% |
0.0 |
| Volume |
16 |
58 |
42 |
262.5% |
1,558 |
|
| Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
520.5 |
509.8 |
473.0 |
|
| R3 |
502.5 |
491.8 |
468.0 |
|
| R2 |
484.5 |
484.5 |
466.5 |
|
| R1 |
474.0 |
474.0 |
464.8 |
479.3 |
| PP |
466.8 |
466.8 |
466.8 |
469.5 |
| S1 |
456.0 |
456.0 |
461.5 |
461.3 |
| S2 |
448.8 |
448.8 |
460.0 |
|
| S3 |
431.0 |
438.0 |
458.3 |
|
| S4 |
413.0 |
420.3 |
453.3 |
|
|
| 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 |
553.5 |
|
2.618 |
524.3 |
|
1.618 |
506.3 |
|
1.000 |
495.3 |
|
0.618 |
488.5 |
|
HIGH |
477.5 |
|
0.618 |
470.5 |
|
0.500 |
468.5 |
|
0.382 |
466.3 |
|
LOW |
459.5 |
|
0.618 |
448.5 |
|
1.000 |
441.5 |
|
1.618 |
430.5 |
|
2.618 |
412.8 |
|
4.250 |
383.5 |
|
|
| Fisher Pivots for day following 22-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
468.5 |
463.0 |
| PP |
466.8 |
462.5 |
| S1 |
465.0 |
462.3 |
|