ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 20-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
| Open |
490.7 |
489.3 |
-1.4 |
-0.3% |
510.0 |
| High |
494.4 |
502.1 |
7.7 |
1.6% |
502.9 |
| Low |
485.0 |
484.0 |
-1.0 |
-0.2% |
468.5 |
| Close |
488.9 |
485.2 |
-3.7 |
-0.8% |
473.1 |
| Range |
9.4 |
18.1 |
8.7 |
92.6% |
34.4 |
| ATR |
14.3 |
14.6 |
0.3 |
1.9% |
0.0 |
| Volume |
465 |
983 |
518 |
111.4% |
17,310 |
|
| Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
544.8 |
533.0 |
495.3 |
|
| R3 |
526.8 |
515.0 |
490.3 |
|
| R2 |
508.5 |
508.5 |
488.5 |
|
| R1 |
496.8 |
496.8 |
486.8 |
493.8 |
| PP |
490.5 |
490.5 |
490.5 |
488.8 |
| S1 |
478.8 |
478.8 |
483.5 |
475.5 |
| S2 |
472.3 |
472.3 |
482.0 |
|
| S3 |
454.3 |
460.8 |
480.3 |
|
| S4 |
436.3 |
442.5 |
475.3 |
|
|
| 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 |
579.0 |
|
2.618 |
549.5 |
|
1.618 |
531.5 |
|
1.000 |
520.3 |
|
0.618 |
513.3 |
|
HIGH |
502.0 |
|
0.618 |
495.3 |
|
0.500 |
493.0 |
|
0.382 |
491.0 |
|
LOW |
484.0 |
|
0.618 |
472.8 |
|
1.000 |
466.0 |
|
1.618 |
454.8 |
|
2.618 |
436.5 |
|
4.250 |
407.0 |
|
|
| Fisher Pivots for day following 20-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
493.0 |
490.5 |
| PP |
490.5 |
488.8 |
| S1 |
487.8 |
487.0 |
|