ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 19-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
| Open |
479.0 |
490.7 |
11.7 |
2.4% |
510.0 |
| High |
491.1 |
494.4 |
3.3 |
0.7% |
502.9 |
| Low |
479.0 |
485.0 |
6.0 |
1.3% |
468.5 |
| Close |
489.7 |
488.9 |
-0.8 |
-0.2% |
473.1 |
| Range |
12.1 |
9.4 |
-2.7 |
-22.3% |
34.4 |
| ATR |
14.7 |
14.3 |
-0.4 |
-2.6% |
0.0 |
| Volume |
1,227 |
465 |
-762 |
-62.1% |
17,310 |
|
| Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
517.8 |
512.8 |
494.0 |
|
| R3 |
508.3 |
503.3 |
491.5 |
|
| R2 |
498.8 |
498.8 |
490.5 |
|
| R1 |
493.8 |
493.8 |
489.8 |
491.8 |
| PP |
489.5 |
489.5 |
489.5 |
488.3 |
| S1 |
484.5 |
484.5 |
488.0 |
482.3 |
| S2 |
480.0 |
480.0 |
487.3 |
|
| S3 |
470.8 |
475.0 |
486.3 |
|
| S4 |
461.3 |
465.8 |
483.8 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
584.8 |
563.3 |
492.0 |
|
| R3 |
550.3 |
529.0 |
482.5 |
|
| R2 |
516.0 |
516.0 |
479.5 |
|
| R1 |
494.5 |
494.5 |
476.3 |
488.0 |
| PP |
481.5 |
481.5 |
481.5 |
478.3 |
| S1 |
460.0 |
460.0 |
470.0 |
453.5 |
| S2 |
447.0 |
447.0 |
466.8 |
|
| S3 |
412.8 |
425.8 |
463.8 |
|
| S4 |
378.3 |
391.3 |
454.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
534.3 |
|
2.618 |
519.0 |
|
1.618 |
509.5 |
|
1.000 |
503.8 |
|
0.618 |
500.3 |
|
HIGH |
494.5 |
|
0.618 |
490.8 |
|
0.500 |
489.8 |
|
0.382 |
488.5 |
|
LOW |
485.0 |
|
0.618 |
479.3 |
|
1.000 |
475.5 |
|
1.618 |
469.8 |
|
2.618 |
460.5 |
|
4.250 |
445.0 |
|
|
| Fisher Pivots for day following 19-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
489.8 |
486.5 |
| PP |
489.5 |
484.3 |
| S1 |
489.3 |
482.0 |
|