ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 01-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
488.8 |
497.1 |
8.3 |
1.7% |
472.5 |
| High |
500.4 |
519.4 |
19.0 |
3.8% |
500.4 |
| Low |
488.0 |
497.1 |
9.1 |
1.9% |
472.5 |
| Close |
498.7 |
514.9 |
16.2 |
3.2% |
498.7 |
| Range |
12.4 |
22.3 |
9.9 |
79.8% |
27.9 |
| ATR |
13.5 |
14.1 |
0.6 |
4.7% |
0.0 |
| Volume |
104 |
104 |
0 |
0.0% |
1,992 |
|
| Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
577.3 |
568.5 |
527.3 |
|
| R3 |
555.0 |
546.3 |
521.0 |
|
| R2 |
532.8 |
532.8 |
519.0 |
|
| R1 |
523.8 |
523.8 |
517.0 |
528.3 |
| PP |
510.5 |
510.5 |
510.5 |
512.8 |
| S1 |
501.5 |
501.5 |
512.8 |
506.0 |
| S2 |
488.3 |
488.3 |
510.8 |
|
| S3 |
465.8 |
479.3 |
508.8 |
|
| S4 |
443.5 |
457.0 |
502.8 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
574.3 |
564.3 |
514.0 |
|
| R3 |
546.3 |
536.5 |
506.3 |
|
| R2 |
518.5 |
518.5 |
503.8 |
|
| R1 |
508.5 |
508.5 |
501.3 |
513.5 |
| PP |
490.5 |
490.5 |
490.5 |
493.0 |
| S1 |
480.8 |
480.8 |
496.3 |
485.5 |
| S2 |
462.8 |
462.8 |
493.5 |
|
| S3 |
434.8 |
452.8 |
491.0 |
|
| S4 |
406.8 |
424.8 |
483.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
614.3 |
|
2.618 |
577.8 |
|
1.618 |
555.5 |
|
1.000 |
541.8 |
|
0.618 |
533.3 |
|
HIGH |
519.5 |
|
0.618 |
511.0 |
|
0.500 |
508.3 |
|
0.382 |
505.5 |
|
LOW |
497.0 |
|
0.618 |
483.3 |
|
1.000 |
474.8 |
|
1.618 |
461.0 |
|
2.618 |
438.8 |
|
4.250 |
402.3 |
|
|
| Fisher Pivots for day following 01-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
512.8 |
509.5 |
| PP |
510.5 |
504.3 |
| S1 |
508.3 |
499.0 |
|