ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 05-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
| Open |
486.4 |
504.2 |
17.8 |
3.7% |
476.9 |
| High |
505.6 |
505.2 |
-0.4 |
-0.1% |
501.1 |
| Low |
486.4 |
494.6 |
8.2 |
1.7% |
461.7 |
| Close |
503.8 |
502.9 |
-0.9 |
-0.2% |
485.9 |
| Range |
19.2 |
10.6 |
-8.6 |
-44.8% |
39.4 |
| ATR |
18.7 |
18.1 |
-0.6 |
-3.1% |
0.0 |
| Volume |
125,331 |
134,231 |
8,900 |
7.1% |
781,652 |
|
| Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
532.8 |
528.5 |
508.8 |
|
| R3 |
522.0 |
517.8 |
505.8 |
|
| R2 |
511.5 |
511.5 |
504.8 |
|
| R1 |
507.3 |
507.3 |
503.8 |
504.0 |
| PP |
501.0 |
501.0 |
501.0 |
499.3 |
| S1 |
496.5 |
496.5 |
502.0 |
493.5 |
| S2 |
490.3 |
490.3 |
501.0 |
|
| S3 |
479.8 |
486.0 |
500.0 |
|
| S4 |
469.0 |
475.5 |
497.0 |
|
|
| 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 |
505.6 |
469.0 |
36.6 |
7.3% |
16.8 |
3.3% |
93% |
False |
False |
146,922 |
| 10 |
505.6 |
457.9 |
47.7 |
9.5% |
17.0 |
3.4% |
94% |
False |
False |
154,179 |
| 20 |
505.6 |
424.4 |
81.2 |
16.1% |
18.0 |
3.6% |
97% |
False |
False |
145,664 |
| 40 |
505.6 |
339.5 |
166.1 |
33.0% |
19.3 |
3.8% |
98% |
False |
False |
150,372 |
| 60 |
505.6 |
339.5 |
166.1 |
33.0% |
17.0 |
3.4% |
98% |
False |
False |
100,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
550.3 |
|
2.618 |
533.0 |
|
1.618 |
522.3 |
|
1.000 |
515.8 |
|
0.618 |
511.8 |
|
HIGH |
505.3 |
|
0.618 |
501.3 |
|
0.500 |
500.0 |
|
0.382 |
498.8 |
|
LOW |
494.5 |
|
0.618 |
488.0 |
|
1.000 |
484.0 |
|
1.618 |
477.5 |
|
2.618 |
466.8 |
|
4.250 |
449.5 |
|
|
| Fisher Pivots for day following 05-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
502.0 |
500.0 |
| PP |
501.0 |
497.0 |
| S1 |
500.0 |
494.0 |
|