ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 01-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
01-May-2009 |
Change |
Change % |
Previous Week |
| Open |
492.1 |
482.9 |
-9.2 |
-1.9% |
467.2 |
| High |
496.9 |
486.5 |
-10.4 |
-2.1% |
496.9 |
| Low |
486.1 |
480.4 |
-5.7 |
-1.2% |
460.7 |
| Close |
484.2 |
483.4 |
-0.8 |
-0.2% |
483.4 |
| Range |
10.8 |
6.1 |
-4.7 |
-43.5% |
36.2 |
| ATR |
15.1 |
14.5 |
-0.6 |
-4.3% |
0.0 |
| Volume |
215 |
66 |
-149 |
-69.3% |
448 |
|
| Daily Pivots for day following 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
501.8 |
498.8 |
486.8 |
|
| R3 |
495.8 |
492.5 |
485.0 |
|
| R2 |
489.5 |
489.5 |
484.5 |
|
| R1 |
486.5 |
486.5 |
484.0 |
488.0 |
| PP |
483.5 |
483.5 |
483.5 |
484.3 |
| S1 |
480.3 |
480.3 |
482.8 |
482.0 |
| S2 |
477.3 |
477.3 |
482.3 |
|
| S3 |
471.3 |
474.3 |
481.8 |
|
| S4 |
465.3 |
468.3 |
480.0 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
589.0 |
572.3 |
503.3 |
|
| R3 |
552.8 |
536.3 |
493.3 |
|
| R2 |
516.5 |
516.5 |
490.0 |
|
| R1 |
500.0 |
500.0 |
486.8 |
508.3 |
| PP |
480.3 |
480.3 |
480.3 |
484.5 |
| S1 |
463.8 |
463.8 |
480.0 |
472.0 |
| S2 |
444.3 |
444.3 |
476.8 |
|
| S3 |
408.0 |
427.5 |
473.5 |
|
| S4 |
371.8 |
391.3 |
463.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
512.5 |
|
2.618 |
502.5 |
|
1.618 |
496.3 |
|
1.000 |
492.5 |
|
0.618 |
490.3 |
|
HIGH |
486.5 |
|
0.618 |
484.3 |
|
0.500 |
483.5 |
|
0.382 |
482.8 |
|
LOW |
480.5 |
|
0.618 |
476.8 |
|
1.000 |
474.3 |
|
1.618 |
470.5 |
|
2.618 |
464.5 |
|
4.250 |
454.5 |
|
|
| Fisher Pivots for day following 01-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
483.5 |
486.8 |
| PP |
483.5 |
485.5 |
| S1 |
483.5 |
484.5 |
|