ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 29-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
460.7 |
477.4 |
16.7 |
3.6% |
467.0 |
| High |
474.4 |
486.0 |
11.6 |
2.4% |
478.0 |
| Low |
460.7 |
476.4 |
15.7 |
3.4% |
447.2 |
| Close |
468.4 |
486.3 |
17.9 |
3.8% |
475.5 |
| Range |
13.7 |
9.6 |
-4.1 |
-29.9% |
30.8 |
| ATR |
15.3 |
15.5 |
0.2 |
1.1% |
0.0 |
| Volume |
128 |
27 |
-101 |
-78.9% |
244 |
|
| Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
511.8 |
508.5 |
491.5 |
|
| R3 |
502.0 |
499.0 |
489.0 |
|
| R2 |
492.5 |
492.5 |
488.0 |
|
| R1 |
489.5 |
489.5 |
487.3 |
491.0 |
| PP |
483.0 |
483.0 |
483.0 |
483.8 |
| S1 |
479.8 |
479.8 |
485.5 |
481.3 |
| S2 |
473.3 |
473.3 |
484.5 |
|
| S3 |
463.8 |
470.3 |
483.8 |
|
| S4 |
454.0 |
460.5 |
481.0 |
|
|
| 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 |
526.8 |
|
2.618 |
511.3 |
|
1.618 |
501.5 |
|
1.000 |
495.5 |
|
0.618 |
492.0 |
|
HIGH |
486.0 |
|
0.618 |
482.3 |
|
0.500 |
481.3 |
|
0.382 |
480.0 |
|
LOW |
476.5 |
|
0.618 |
470.5 |
|
1.000 |
466.8 |
|
1.618 |
460.8 |
|
2.618 |
451.3 |
|
4.250 |
435.5 |
|
|
| Fisher Pivots for day following 29-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
484.5 |
482.0 |
| PP |
483.0 |
477.8 |
| S1 |
481.3 |
473.3 |
|