ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 14-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
| Open |
480.0 |
468.5 |
-11.5 |
-2.4% |
487.0 |
| High |
480.0 |
478.0 |
-2.0 |
-0.4% |
506.6 |
| Low |
469.0 |
468.5 |
-0.5 |
-0.1% |
486.6 |
| Close |
471.0 |
475.2 |
4.2 |
0.9% |
505.8 |
| Range |
11.0 |
9.5 |
-1.5 |
-13.6% |
20.0 |
| ATR |
15.3 |
14.8 |
-0.4 |
-2.7% |
0.0 |
| Volume |
6,023 |
10,009 |
3,986 |
66.2% |
4,342 |
|
| Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
502.5 |
498.3 |
480.5 |
|
| R3 |
493.0 |
488.8 |
477.8 |
|
| R2 |
483.5 |
483.5 |
477.0 |
|
| R1 |
479.3 |
479.3 |
476.0 |
481.3 |
| PP |
474.0 |
474.0 |
474.0 |
475.0 |
| S1 |
469.8 |
469.8 |
474.3 |
471.8 |
| S2 |
464.5 |
464.5 |
473.5 |
|
| S3 |
455.0 |
460.3 |
472.5 |
|
| S4 |
445.5 |
450.8 |
470.0 |
|
|
| 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 |
518.5 |
|
2.618 |
502.8 |
|
1.618 |
493.3 |
|
1.000 |
487.5 |
|
0.618 |
483.8 |
|
HIGH |
478.0 |
|
0.618 |
474.3 |
|
0.500 |
473.3 |
|
0.382 |
472.3 |
|
LOW |
468.5 |
|
0.618 |
462.8 |
|
1.000 |
459.0 |
|
1.618 |
453.3 |
|
2.618 |
443.8 |
|
4.250 |
428.0 |
|
|
| Fisher Pivots for day following 14-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
474.5 |
481.3 |
| PP |
474.0 |
479.3 |
| S1 |
473.3 |
477.3 |
|