ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 01-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
01-May-2009 |
Change |
Change % |
Previous Week |
| Open |
488.6 |
483.2 |
-5.4 |
-1.1% |
476.9 |
| High |
501.1 |
491.6 |
-9.5 |
-1.9% |
501.1 |
| Low |
481.5 |
482.5 |
1.0 |
0.2% |
461.7 |
| Close |
486.7 |
485.9 |
-0.8 |
-0.2% |
485.9 |
| Range |
19.6 |
9.1 |
-10.5 |
-53.6% |
39.4 |
| ATR |
19.3 |
18.6 |
-0.7 |
-3.8% |
0.0 |
| Volume |
163,973 |
172,392 |
8,419 |
5.1% |
781,652 |
|
| Daily Pivots for day following 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
514.0 |
509.0 |
491.0 |
|
| R3 |
504.8 |
500.0 |
488.5 |
|
| R2 |
495.8 |
495.8 |
487.5 |
|
| R1 |
490.8 |
490.8 |
486.8 |
493.3 |
| PP |
486.8 |
486.8 |
486.8 |
488.0 |
| S1 |
481.8 |
481.8 |
485.0 |
484.3 |
| S2 |
477.5 |
477.5 |
484.3 |
|
| S3 |
468.5 |
472.8 |
483.5 |
|
| S4 |
459.3 |
463.5 |
481.0 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
601.0 |
583.0 |
507.5 |
|
| R3 |
561.8 |
543.5 |
496.8 |
|
| R2 |
522.3 |
522.3 |
493.0 |
|
| R1 |
504.0 |
504.0 |
489.5 |
513.3 |
| PP |
483.0 |
483.0 |
483.0 |
487.5 |
| S1 |
464.8 |
464.8 |
482.3 |
473.8 |
| S2 |
443.5 |
443.5 |
478.8 |
|
| S3 |
404.0 |
425.3 |
475.0 |
|
| S4 |
364.8 |
386.0 |
464.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
501.1 |
461.7 |
39.4 |
8.1% |
16.8 |
3.4% |
61% |
False |
False |
156,330 |
| 10 |
501.1 |
448.5 |
52.6 |
10.8% |
18.8 |
3.8% |
71% |
False |
False |
154,491 |
| 20 |
501.1 |
424.4 |
76.7 |
15.8% |
18.5 |
3.8% |
80% |
False |
False |
148,479 |
| 40 |
501.1 |
339.5 |
161.6 |
33.3% |
19.3 |
4.0% |
91% |
False |
False |
143,944 |
| 60 |
501.1 |
339.5 |
161.6 |
33.3% |
16.5 |
3.4% |
91% |
False |
False |
96,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
530.3 |
|
2.618 |
515.5 |
|
1.618 |
506.3 |
|
1.000 |
500.8 |
|
0.618 |
497.3 |
|
HIGH |
491.5 |
|
0.618 |
488.0 |
|
0.500 |
487.0 |
|
0.382 |
486.0 |
|
LOW |
482.5 |
|
0.618 |
477.0 |
|
1.000 |
473.5 |
|
1.618 |
467.8 |
|
2.618 |
458.8 |
|
4.250 |
443.8 |
|
|
| Fisher Pivots for day following 01-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
487.0 |
485.5 |
| PP |
486.8 |
485.3 |
| S1 |
486.3 |
485.0 |
|