ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 04-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2009 |
04-May-2009 |
Change |
Change % |
Previous Week |
| Open |
482.9 |
487.0 |
4.1 |
0.8% |
467.2 |
| High |
486.5 |
502.0 |
15.5 |
3.2% |
496.9 |
| Low |
480.4 |
487.0 |
6.6 |
1.4% |
460.7 |
| Close |
483.4 |
501.2 |
17.8 |
3.7% |
483.4 |
| Range |
6.1 |
15.0 |
8.9 |
145.9% |
36.2 |
| ATR |
14.5 |
14.8 |
0.3 |
2.0% |
0.0 |
| Volume |
66 |
66 |
0 |
0.0% |
448 |
|
| Daily Pivots for day following 04-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
541.8 |
536.5 |
509.5 |
|
| R3 |
526.8 |
521.5 |
505.3 |
|
| R2 |
511.8 |
511.8 |
504.0 |
|
| R1 |
506.5 |
506.5 |
502.5 |
509.0 |
| PP |
496.8 |
496.8 |
496.8 |
498.0 |
| S1 |
491.5 |
491.5 |
499.8 |
494.0 |
| S2 |
481.8 |
481.8 |
498.5 |
|
| S3 |
466.8 |
476.5 |
497.0 |
|
| S4 |
451.8 |
461.5 |
493.0 |
|
|
| 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 |
565.8 |
|
2.618 |
541.3 |
|
1.618 |
526.3 |
|
1.000 |
517.0 |
|
0.618 |
511.3 |
|
HIGH |
502.0 |
|
0.618 |
496.3 |
|
0.500 |
494.5 |
|
0.382 |
492.8 |
|
LOW |
487.0 |
|
0.618 |
477.8 |
|
1.000 |
472.0 |
|
1.618 |
462.8 |
|
2.618 |
447.8 |
|
4.250 |
423.3 |
|
|
| Fisher Pivots for day following 04-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
499.0 |
497.8 |
| PP |
496.8 |
494.5 |
| S1 |
494.5 |
491.3 |
|