ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 13-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
| Open |
494.0 |
480.0 |
-14.0 |
-2.8% |
487.0 |
| High |
494.0 |
480.0 |
-14.0 |
-2.8% |
506.6 |
| Low |
486.6 |
469.0 |
-17.6 |
-3.6% |
486.6 |
| Close |
493.3 |
471.0 |
-22.3 |
-4.5% |
505.8 |
| Range |
7.4 |
11.0 |
3.6 |
48.6% |
20.0 |
| ATR |
14.6 |
15.3 |
0.7 |
4.8% |
0.0 |
| Volume |
11 |
6,023 |
6,012 |
54,654.5% |
4,342 |
|
| Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
506.3 |
499.8 |
477.0 |
|
| R3 |
495.3 |
488.8 |
474.0 |
|
| R2 |
484.3 |
484.3 |
473.0 |
|
| R1 |
477.8 |
477.8 |
472.0 |
475.5 |
| PP |
473.3 |
473.3 |
473.3 |
472.3 |
| S1 |
466.8 |
466.8 |
470.0 |
464.5 |
| S2 |
462.3 |
462.3 |
469.0 |
|
| S3 |
451.3 |
455.8 |
468.0 |
|
| S4 |
440.3 |
444.8 |
465.0 |
|
|
| 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 |
526.8 |
|
2.618 |
508.8 |
|
1.618 |
497.8 |
|
1.000 |
491.0 |
|
0.618 |
486.8 |
|
HIGH |
480.0 |
|
0.618 |
475.8 |
|
0.500 |
474.5 |
|
0.382 |
473.3 |
|
LOW |
469.0 |
|
0.618 |
462.3 |
|
1.000 |
458.0 |
|
1.618 |
451.3 |
|
2.618 |
440.3 |
|
4.250 |
422.3 |
|
|
| Fisher Pivots for day following 13-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
474.5 |
486.0 |
| PP |
473.3 |
481.0 |
| S1 |
472.3 |
476.0 |
|