ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 27-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
460.9 |
467.2 |
6.3 |
1.4% |
467.0 |
| High |
478.0 |
473.0 |
-5.0 |
-1.0% |
478.0 |
| Low |
460.9 |
463.5 |
2.6 |
0.6% |
447.2 |
| Close |
475.5 |
468.4 |
-7.1 |
-1.5% |
475.5 |
| Range |
17.1 |
9.5 |
-7.6 |
-44.4% |
30.8 |
| ATR |
15.7 |
15.4 |
-0.3 |
-1.7% |
0.0 |
| Volume |
12 |
12 |
0 |
0.0% |
244 |
|
| Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
496.8 |
492.0 |
473.5 |
|
| R3 |
487.3 |
482.5 |
471.0 |
|
| R2 |
477.8 |
477.8 |
470.3 |
|
| R1 |
473.0 |
473.0 |
469.3 |
475.5 |
| PP |
468.3 |
468.3 |
468.3 |
469.5 |
| S1 |
463.5 |
463.5 |
467.5 |
466.0 |
| S2 |
458.8 |
458.8 |
466.8 |
|
| S3 |
449.3 |
454.0 |
465.8 |
|
| S4 |
439.8 |
444.5 |
463.3 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
559.3 |
548.3 |
492.5 |
|
| R3 |
528.5 |
517.5 |
484.0 |
|
| R2 |
497.8 |
497.8 |
481.3 |
|
| R1 |
486.5 |
486.5 |
478.3 |
492.3 |
| PP |
467.0 |
467.0 |
467.0 |
469.8 |
| S1 |
455.8 |
455.8 |
472.8 |
461.3 |
| S2 |
436.0 |
436.0 |
469.8 |
|
| S3 |
405.3 |
425.0 |
467.0 |
|
| S4 |
374.5 |
394.3 |
458.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
513.5 |
|
2.618 |
497.8 |
|
1.618 |
488.3 |
|
1.000 |
482.5 |
|
0.618 |
478.8 |
|
HIGH |
473.0 |
|
0.618 |
469.3 |
|
0.500 |
468.3 |
|
0.382 |
467.3 |
|
LOW |
463.5 |
|
0.618 |
457.8 |
|
1.000 |
454.0 |
|
1.618 |
448.3 |
|
2.618 |
438.8 |
|
4.250 |
423.0 |
|
|
| Fisher Pivots for day following 27-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
468.3 |
468.0 |
| PP |
468.3 |
467.8 |
| S1 |
468.3 |
467.3 |
|