ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 31-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2009 |
31-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
427.2 |
416.5 |
-10.7 |
-2.5% |
399.3 |
| High |
429.0 |
431.8 |
2.8 |
0.7% |
445.2 |
| Low |
406.1 |
414.3 |
8.2 |
2.0% |
399.2 |
| Close |
414.8 |
421.3 |
6.5 |
1.6% |
428.9 |
| Range |
22.9 |
17.5 |
-5.4 |
-23.6% |
46.0 |
| ATR |
19.2 |
19.0 |
-0.1 |
-0.6% |
0.0 |
| Volume |
137,130 |
143,273 |
6,143 |
4.5% |
834,367 |
|
| Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
475.0 |
465.8 |
431.0 |
|
| R3 |
457.5 |
448.3 |
426.0 |
|
| R2 |
440.0 |
440.0 |
424.5 |
|
| R1 |
430.8 |
430.8 |
423.0 |
435.3 |
| PP |
422.5 |
422.5 |
422.5 |
424.8 |
| S1 |
413.3 |
413.3 |
419.8 |
417.8 |
| S2 |
405.0 |
405.0 |
418.0 |
|
| S3 |
387.5 |
395.8 |
416.5 |
|
| S4 |
370.0 |
378.3 |
411.8 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
562.5 |
541.8 |
454.3 |
|
| R3 |
516.5 |
495.8 |
441.5 |
|
| R2 |
470.5 |
470.5 |
437.3 |
|
| R1 |
449.8 |
449.8 |
433.0 |
460.0 |
| PP |
424.5 |
424.5 |
424.5 |
429.5 |
| S1 |
403.8 |
403.8 |
424.8 |
414.0 |
| S2 |
378.5 |
378.5 |
420.5 |
|
| S3 |
332.5 |
357.8 |
416.3 |
|
| S4 |
286.5 |
311.8 |
403.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
506.3 |
|
2.618 |
477.5 |
|
1.618 |
460.0 |
|
1.000 |
449.3 |
|
0.618 |
442.5 |
|
HIGH |
431.8 |
|
0.618 |
425.0 |
|
0.500 |
423.0 |
|
0.382 |
421.0 |
|
LOW |
414.3 |
|
0.618 |
403.5 |
|
1.000 |
396.8 |
|
1.618 |
386.0 |
|
2.618 |
368.5 |
|
4.250 |
340.0 |
|
|
| Fisher Pivots for day following 31-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
423.0 |
424.3 |
| PP |
422.5 |
423.3 |
| S1 |
422.0 |
422.3 |
|