ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 06-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
| Open |
501.0 |
497.6 |
-3.4 |
-0.7% |
467.2 |
| High |
503.8 |
506.1 |
2.3 |
0.5% |
496.9 |
| Low |
492.8 |
491.8 |
-1.0 |
-0.2% |
460.7 |
| Close |
500.2 |
501.9 |
1.7 |
0.3% |
483.4 |
| Range |
11.0 |
14.3 |
3.3 |
30.0% |
36.2 |
| ATR |
14.5 |
14.5 |
0.0 |
-0.1% |
0.0 |
| Volume |
730 |
1,230 |
500 |
68.5% |
448 |
|
| Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
542.8 |
536.8 |
509.8 |
|
| R3 |
528.5 |
522.3 |
505.8 |
|
| R2 |
514.3 |
514.3 |
504.5 |
|
| R1 |
508.0 |
508.0 |
503.3 |
511.3 |
| PP |
500.0 |
500.0 |
500.0 |
501.5 |
| S1 |
493.8 |
493.8 |
500.5 |
496.8 |
| S2 |
485.8 |
485.8 |
499.3 |
|
| S3 |
471.3 |
479.5 |
498.0 |
|
| S4 |
457.0 |
465.3 |
494.0 |
|
|
| 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 |
567.0 |
|
2.618 |
543.5 |
|
1.618 |
529.3 |
|
1.000 |
520.5 |
|
0.618 |
515.0 |
|
HIGH |
506.0 |
|
0.618 |
500.8 |
|
0.500 |
499.0 |
|
0.382 |
497.3 |
|
LOW |
491.8 |
|
0.618 |
483.0 |
|
1.000 |
477.5 |
|
1.618 |
468.8 |
|
2.618 |
454.3 |
|
4.250 |
431.0 |
|
|
| Fisher Pivots for day following 06-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
501.0 |
500.0 |
| PP |
500.0 |
498.3 |
| S1 |
499.0 |
496.5 |
|