ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 05-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
| Open |
487.0 |
501.0 |
14.0 |
2.9% |
467.2 |
| High |
502.0 |
503.8 |
1.8 |
0.4% |
496.9 |
| Low |
487.0 |
492.8 |
5.8 |
1.2% |
460.7 |
| Close |
501.2 |
500.2 |
-1.0 |
-0.2% |
483.4 |
| Range |
15.0 |
11.0 |
-4.0 |
-26.7% |
36.2 |
| ATR |
14.8 |
14.5 |
-0.3 |
-1.8% |
0.0 |
| Volume |
66 |
730 |
664 |
1,006.1% |
448 |
|
| Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
532.0 |
527.0 |
506.3 |
|
| R3 |
521.0 |
516.0 |
503.3 |
|
| R2 |
510.0 |
510.0 |
502.3 |
|
| R1 |
505.0 |
505.0 |
501.3 |
502.0 |
| PP |
499.0 |
499.0 |
499.0 |
497.5 |
| S1 |
494.0 |
494.0 |
499.3 |
491.0 |
| S2 |
488.0 |
488.0 |
498.3 |
|
| S3 |
477.0 |
483.0 |
497.3 |
|
| S4 |
466.0 |
472.0 |
494.3 |
|
|
| 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 |
550.5 |
|
2.618 |
532.5 |
|
1.618 |
521.5 |
|
1.000 |
514.8 |
|
0.618 |
510.5 |
|
HIGH |
503.8 |
|
0.618 |
499.5 |
|
0.500 |
498.3 |
|
0.382 |
497.0 |
|
LOW |
492.8 |
|
0.618 |
486.0 |
|
1.000 |
481.8 |
|
1.618 |
475.0 |
|
2.618 |
464.0 |
|
4.250 |
446.0 |
|
|
| Fisher Pivots for day following 05-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
499.5 |
497.5 |
| PP |
499.0 |
494.8 |
| S1 |
498.3 |
492.0 |
|