ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 07-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
| Open |
502.4 |
504.1 |
1.7 |
0.3% |
476.9 |
| High |
510.5 |
512.5 |
2.0 |
0.4% |
501.1 |
| Low |
493.4 |
487.3 |
-6.1 |
-1.2% |
461.7 |
| Close |
504.7 |
493.8 |
-10.9 |
-2.2% |
485.9 |
| Range |
17.1 |
25.2 |
8.1 |
47.4% |
39.4 |
| ATR |
18.0 |
18.5 |
0.5 |
2.8% |
0.0 |
| Volume |
130,768 |
158,849 |
28,081 |
21.5% |
781,652 |
|
| Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
573.5 |
558.8 |
507.8 |
|
| R3 |
548.3 |
533.8 |
500.8 |
|
| R2 |
523.0 |
523.0 |
498.5 |
|
| R1 |
508.5 |
508.5 |
496.0 |
503.3 |
| PP |
497.8 |
497.8 |
497.8 |
495.3 |
| S1 |
483.3 |
483.3 |
491.5 |
478.0 |
| S2 |
472.8 |
472.8 |
489.3 |
|
| S3 |
447.5 |
458.0 |
486.8 |
|
| S4 |
422.3 |
432.8 |
480.0 |
|
|
| 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 |
512.5 |
482.5 |
30.0 |
6.1% |
16.3 |
3.3% |
38% |
True |
False |
144,314 |
| 10 |
512.5 |
461.4 |
51.1 |
10.3% |
17.5 |
3.6% |
63% |
True |
False |
149,424 |
| 20 |
512.5 |
438.8 |
73.7 |
14.9% |
18.5 |
3.7% |
75% |
True |
False |
147,132 |
| 40 |
512.5 |
356.9 |
155.6 |
31.5% |
19.5 |
4.0% |
88% |
True |
False |
157,250 |
| 60 |
512.5 |
339.5 |
173.0 |
35.0% |
17.0 |
3.5% |
89% |
True |
False |
105,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
619.5 |
|
2.618 |
578.5 |
|
1.618 |
553.3 |
|
1.000 |
537.8 |
|
0.618 |
528.0 |
|
HIGH |
512.5 |
|
0.618 |
502.8 |
|
0.500 |
500.0 |
|
0.382 |
497.0 |
|
LOW |
487.3 |
|
0.618 |
471.8 |
|
1.000 |
462.0 |
|
1.618 |
446.5 |
|
2.618 |
421.3 |
|
4.250 |
380.3 |
|
|
| Fisher Pivots for day following 07-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
500.0 |
500.0 |
| PP |
497.8 |
497.8 |
| S1 |
495.8 |
495.8 |
|