ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 23-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
460.0 |
469.2 |
9.2 |
2.0% |
455.0 |
| High |
477.4 |
470.7 |
-6.7 |
-1.4% |
476.9 |
| Low |
459.5 |
456.6 |
-2.9 |
-0.6% |
448.4 |
| Close |
463.2 |
463.4 |
0.2 |
0.0% |
473.9 |
| Range |
17.9 |
14.1 |
-3.8 |
-21.2% |
28.5 |
| ATR |
15.7 |
15.6 |
-0.1 |
-0.7% |
0.0 |
| Volume |
58 |
120 |
62 |
106.9% |
1,558 |
|
| Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
505.8 |
498.8 |
471.3 |
|
| R3 |
491.8 |
484.8 |
467.3 |
|
| R2 |
477.8 |
477.8 |
466.0 |
|
| R1 |
470.5 |
470.5 |
464.8 |
467.0 |
| PP |
463.5 |
463.5 |
463.5 |
461.8 |
| S1 |
456.5 |
456.5 |
462.0 |
453.0 |
| S2 |
449.5 |
449.5 |
460.8 |
|
| S3 |
435.3 |
442.3 |
459.5 |
|
| S4 |
421.3 |
428.3 |
455.8 |
|
|
| 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 |
530.5 |
|
2.618 |
507.5 |
|
1.618 |
493.5 |
|
1.000 |
484.8 |
|
0.618 |
479.5 |
|
HIGH |
470.8 |
|
0.618 |
465.3 |
|
0.500 |
463.8 |
|
0.382 |
462.0 |
|
LOW |
456.5 |
|
0.618 |
448.0 |
|
1.000 |
442.5 |
|
1.618 |
433.8 |
|
2.618 |
419.8 |
|
4.250 |
396.8 |
|
|
| Fisher Pivots for day following 23-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
463.8 |
463.0 |
| PP |
463.5 |
462.8 |
| S1 |
463.5 |
462.3 |
|