ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 12-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
| Open |
510.0 |
494.0 |
-16.0 |
-3.1% |
487.0 |
| High |
502.9 |
494.0 |
-8.9 |
-1.8% |
506.6 |
| Low |
494.4 |
486.6 |
-7.8 |
-1.6% |
486.6 |
| Close |
499.9 |
493.3 |
-6.6 |
-1.3% |
505.8 |
| Range |
8.5 |
7.4 |
-1.1 |
-12.9% |
20.0 |
| ATR |
14.7 |
14.6 |
-0.1 |
-0.7% |
0.0 |
| Volume |
40 |
11 |
-29 |
-72.5% |
4,342 |
|
| Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
513.5 |
510.8 |
497.3 |
|
| R3 |
506.0 |
503.5 |
495.3 |
|
| R2 |
498.8 |
498.8 |
494.8 |
|
| R1 |
496.0 |
496.0 |
494.0 |
493.8 |
| PP |
491.3 |
491.3 |
491.3 |
490.0 |
| S1 |
488.5 |
488.5 |
492.5 |
486.3 |
| S2 |
484.0 |
484.0 |
492.0 |
|
| S3 |
476.5 |
481.3 |
491.3 |
|
| S4 |
469.0 |
473.8 |
489.3 |
|
|
| 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 |
525.5 |
|
2.618 |
513.3 |
|
1.618 |
506.0 |
|
1.000 |
501.5 |
|
0.618 |
498.5 |
|
HIGH |
494.0 |
|
0.618 |
491.3 |
|
0.500 |
490.3 |
|
0.382 |
489.5 |
|
LOW |
486.5 |
|
0.618 |
482.0 |
|
1.000 |
479.3 |
|
1.618 |
474.8 |
|
2.618 |
467.3 |
|
4.250 |
455.3 |
|
|
| Fisher Pivots for day following 12-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
492.3 |
496.5 |
| PP |
491.3 |
495.5 |
| S1 |
490.3 |
494.5 |
|