ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 15-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
464.1 |
450.7 |
-13.4 |
-2.9% |
455.9 |
| High |
466.6 |
460.5 |
-6.1 |
-1.3% |
468.6 |
| Low |
450.6 |
447.5 |
-3.1 |
-0.7% |
424.4 |
| Close |
453.4 |
458.2 |
4.8 |
1.1% |
465.4 |
| Range |
16.0 |
13.0 |
-3.0 |
-18.8% |
44.2 |
| ATR |
19.4 |
18.9 |
-0.5 |
-2.4% |
0.0 |
| Volume |
120,062 |
152,639 |
32,577 |
27.1% |
515,885 |
|
| Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
494.5 |
489.3 |
465.3 |
|
| R3 |
481.5 |
476.3 |
461.8 |
|
| R2 |
468.5 |
468.5 |
460.5 |
|
| R1 |
463.3 |
463.3 |
459.5 |
465.8 |
| PP |
455.5 |
455.5 |
455.5 |
456.8 |
| S1 |
450.3 |
450.3 |
457.0 |
452.8 |
| S2 |
442.5 |
442.5 |
455.8 |
|
| S3 |
429.5 |
437.3 |
454.5 |
|
| S4 |
416.5 |
424.3 |
451.0 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
585.5 |
569.5 |
489.8 |
|
| R3 |
541.3 |
525.5 |
477.5 |
|
| R2 |
497.0 |
497.0 |
473.5 |
|
| R1 |
481.3 |
481.3 |
469.5 |
489.0 |
| PP |
452.8 |
452.8 |
452.8 |
456.8 |
| S1 |
437.0 |
437.0 |
461.3 |
445.0 |
| S2 |
408.5 |
408.5 |
457.3 |
|
| S3 |
364.5 |
392.8 |
453.3 |
|
| S4 |
320.3 |
348.5 |
441.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
515.8 |
|
2.618 |
494.5 |
|
1.618 |
481.5 |
|
1.000 |
473.5 |
|
0.618 |
468.5 |
|
HIGH |
460.5 |
|
0.618 |
455.5 |
|
0.500 |
454.0 |
|
0.382 |
452.5 |
|
LOW |
447.5 |
|
0.618 |
439.5 |
|
1.000 |
434.5 |
|
1.618 |
426.5 |
|
2.618 |
413.5 |
|
4.250 |
392.3 |
|
|
| Fisher Pivots for day following 15-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
456.8 |
458.3 |
| PP |
455.5 |
458.3 |
| S1 |
454.0 |
458.3 |
|