ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 22-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
455.6 |
465.4 |
9.8 |
2.2% |
464.1 |
| High |
469.6 |
480.7 |
11.1 |
2.4% |
481.6 |
| Low |
448.5 |
459.2 |
10.7 |
2.4% |
447.5 |
| Close |
467.6 |
465.6 |
-2.0 |
-0.4% |
476.4 |
| Range |
21.1 |
21.5 |
0.4 |
1.9% |
34.1 |
| ATR |
19.5 |
19.6 |
0.1 |
0.7% |
0.0 |
| Volume |
132,357 |
155,066 |
22,709 |
17.2% |
720,183 |
|
| Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
533.0 |
520.8 |
477.5 |
|
| R3 |
511.5 |
499.3 |
471.5 |
|
| R2 |
490.0 |
490.0 |
469.5 |
|
| R1 |
477.8 |
477.8 |
467.5 |
484.0 |
| PP |
468.5 |
468.5 |
468.5 |
471.5 |
| S1 |
456.3 |
456.3 |
463.8 |
462.5 |
| S2 |
447.0 |
447.0 |
461.8 |
|
| S3 |
425.5 |
434.8 |
459.8 |
|
| S4 |
404.0 |
413.3 |
453.8 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
570.8 |
557.8 |
495.3 |
|
| R3 |
536.8 |
523.5 |
485.8 |
|
| R2 |
502.5 |
502.5 |
482.8 |
|
| R1 |
489.5 |
489.5 |
479.5 |
496.0 |
| PP |
468.5 |
468.5 |
468.5 |
471.8 |
| S1 |
455.5 |
455.5 |
473.3 |
462.0 |
| S2 |
434.5 |
434.5 |
470.3 |
|
| S3 |
400.3 |
421.3 |
467.0 |
|
| S4 |
366.3 |
387.3 |
457.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
481.6 |
448.5 |
33.1 |
7.1% |
21.0 |
4.5% |
52% |
False |
False |
145,413 |
| 10 |
481.6 |
424.4 |
57.2 |
12.3% |
19.3 |
4.2% |
72% |
False |
False |
139,699 |
| 20 |
481.6 |
406.1 |
75.5 |
16.2% |
20.0 |
4.3% |
79% |
False |
False |
146,700 |
| 40 |
481.6 |
339.5 |
142.1 |
30.5% |
18.8 |
4.0% |
89% |
False |
False |
115,819 |
| 60 |
481.6 |
339.5 |
142.1 |
30.5% |
15.3 |
3.3% |
89% |
False |
False |
77,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
572.0 |
|
2.618 |
537.0 |
|
1.618 |
515.5 |
|
1.000 |
502.3 |
|
0.618 |
494.0 |
|
HIGH |
480.8 |
|
0.618 |
472.5 |
|
0.500 |
470.0 |
|
0.382 |
467.5 |
|
LOW |
459.3 |
|
0.618 |
446.0 |
|
1.000 |
437.8 |
|
1.618 |
424.5 |
|
2.618 |
403.0 |
|
4.250 |
367.8 |
|
|
| Fisher Pivots for day following 22-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
470.0 |
465.3 |
| PP |
468.5 |
465.0 |
| S1 |
467.0 |
464.5 |
|