ICE Russell 2000 Mini Future September 2009
Trading Metrics calculated at close of trading on 21-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
Open |
489.3 |
483.9 |
-5.4 |
-1.1% |
510.0 |
High |
502.1 |
484.6 |
-17.5 |
-3.5% |
502.9 |
Low |
484.0 |
471.4 |
-12.6 |
-2.6% |
468.5 |
Close |
485.2 |
479.2 |
-6.0 |
-1.2% |
473.1 |
Range |
18.1 |
13.2 |
-4.9 |
-27.1% |
34.4 |
ATR |
14.6 |
14.5 |
-0.1 |
-0.4% |
0.0 |
Volume |
983 |
1,081 |
98 |
10.0% |
17,310 |
|
Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
518.0 |
511.8 |
486.5 |
|
R3 |
504.8 |
498.5 |
482.8 |
|
R2 |
491.5 |
491.5 |
481.5 |
|
R1 |
485.5 |
485.5 |
480.5 |
482.0 |
PP |
478.5 |
478.5 |
478.5 |
476.8 |
S1 |
472.3 |
472.3 |
478.0 |
468.8 |
S2 |
465.3 |
465.3 |
476.8 |
|
S3 |
452.0 |
459.0 |
475.5 |
|
S4 |
438.8 |
445.8 |
472.0 |
|
|
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 |
540.8 |
2.618 |
519.3 |
1.618 |
506.0 |
1.000 |
497.8 |
0.618 |
492.8 |
HIGH |
484.5 |
0.618 |
479.5 |
0.500 |
478.0 |
0.382 |
476.5 |
LOW |
471.5 |
0.618 |
463.3 |
1.000 |
458.3 |
1.618 |
450.0 |
2.618 |
436.8 |
4.250 |
415.3 |
|
|
Fisher Pivots for day following 21-May-2009 |
Pivot |
1 day |
3 day |
R1 |
478.8 |
486.8 |
PP |
478.5 |
484.3 |
S1 |
478.0 |
481.8 |
|