ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 06-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
| Open |
504.2 |
502.4 |
-1.8 |
-0.4% |
476.9 |
| High |
505.2 |
510.5 |
5.3 |
1.0% |
501.1 |
| Low |
494.6 |
493.4 |
-1.2 |
-0.2% |
461.7 |
| Close |
502.9 |
504.7 |
1.8 |
0.4% |
485.9 |
| Range |
10.6 |
17.1 |
6.5 |
61.3% |
39.4 |
| ATR |
18.1 |
18.0 |
-0.1 |
-0.4% |
0.0 |
| Volume |
134,231 |
130,768 |
-3,463 |
-2.6% |
781,652 |
|
| Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
554.3 |
546.5 |
514.0 |
|
| R3 |
537.0 |
529.5 |
509.5 |
|
| R2 |
520.0 |
520.0 |
507.8 |
|
| R1 |
512.3 |
512.3 |
506.3 |
516.3 |
| PP |
502.8 |
502.8 |
502.8 |
504.8 |
| S1 |
495.3 |
495.3 |
503.3 |
499.0 |
| S2 |
485.8 |
485.8 |
501.5 |
|
| S3 |
468.8 |
478.3 |
500.0 |
|
| S4 |
451.5 |
461.0 |
495.3 |
|
|
| 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 |
510.5 |
481.5 |
29.0 |
5.7% |
15.0 |
3.0% |
80% |
True |
False |
145,339 |
| 10 |
510.5 |
457.9 |
52.6 |
10.4% |
16.5 |
3.3% |
89% |
True |
False |
151,749 |
| 20 |
510.5 |
424.4 |
86.1 |
17.1% |
18.0 |
3.6% |
93% |
True |
False |
145,724 |
| 40 |
510.5 |
356.9 |
153.6 |
30.4% |
19.3 |
3.8% |
96% |
True |
False |
153,609 |
| 60 |
510.5 |
339.5 |
171.0 |
33.9% |
17.0 |
3.4% |
97% |
True |
False |
102,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
583.3 |
|
2.618 |
555.3 |
|
1.618 |
538.3 |
|
1.000 |
527.5 |
|
0.618 |
521.0 |
|
HIGH |
510.5 |
|
0.618 |
504.0 |
|
0.500 |
502.0 |
|
0.382 |
500.0 |
|
LOW |
493.5 |
|
0.618 |
482.8 |
|
1.000 |
476.3 |
|
1.618 |
465.8 |
|
2.618 |
448.8 |
|
4.250 |
420.8 |
|
|
| Fisher Pivots for day following 06-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
503.8 |
502.5 |
| PP |
502.8 |
500.5 |
| S1 |
502.0 |
498.5 |
|