ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 08-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
| Open |
503.8 |
495.1 |
-8.7 |
-1.7% |
487.0 |
| High |
506.1 |
506.6 |
0.5 |
0.1% |
506.6 |
| Low |
486.6 |
492.5 |
5.9 |
1.2% |
486.6 |
| Close |
491.0 |
505.8 |
14.8 |
3.0% |
505.8 |
| Range |
19.5 |
14.1 |
-5.4 |
-27.7% |
20.0 |
| ATR |
14.8 |
14.9 |
0.1 |
0.4% |
0.0 |
| Volume |
2,276 |
40 |
-2,236 |
-98.2% |
4,342 |
|
| Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
544.0 |
539.0 |
513.5 |
|
| R3 |
529.8 |
524.8 |
509.8 |
|
| R2 |
515.8 |
515.8 |
508.5 |
|
| R1 |
510.8 |
510.8 |
507.0 |
513.3 |
| PP |
501.8 |
501.8 |
501.8 |
503.0 |
| S1 |
496.8 |
496.8 |
504.5 |
499.3 |
| S2 |
487.5 |
487.5 |
503.3 |
|
| S3 |
473.5 |
482.5 |
502.0 |
|
| S4 |
459.3 |
468.5 |
498.0 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
559.8 |
552.8 |
516.8 |
|
| R3 |
539.8 |
532.8 |
511.3 |
|
| R2 |
519.8 |
519.8 |
509.5 |
|
| R1 |
512.8 |
512.8 |
507.8 |
516.3 |
| PP |
499.8 |
499.8 |
499.8 |
501.5 |
| S1 |
492.8 |
492.8 |
504.0 |
496.3 |
| S2 |
479.8 |
479.8 |
502.3 |
|
| S3 |
459.8 |
472.8 |
500.3 |
|
| S4 |
439.8 |
452.8 |
494.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
566.5 |
|
2.618 |
543.5 |
|
1.618 |
529.5 |
|
1.000 |
520.8 |
|
0.618 |
515.3 |
|
HIGH |
506.5 |
|
0.618 |
501.3 |
|
0.500 |
499.5 |
|
0.382 |
498.0 |
|
LOW |
492.5 |
|
0.618 |
483.8 |
|
1.000 |
478.5 |
|
1.618 |
469.8 |
|
2.618 |
455.5 |
|
4.250 |
432.5 |
|
|
| Fisher Pivots for day following 08-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
503.8 |
502.8 |
| PP |
501.8 |
499.8 |
| S1 |
499.5 |
496.5 |
|