ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 11-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
| Open |
496.8 |
507.1 |
10.3 |
2.1% |
486.4 |
| High |
510.8 |
507.1 |
-3.7 |
-0.7% |
512.5 |
| Low |
494.8 |
496.2 |
1.4 |
0.3% |
486.4 |
| Close |
508.4 |
502.5 |
-5.9 |
-1.2% |
508.4 |
| Range |
16.0 |
10.9 |
-5.1 |
-31.9% |
26.1 |
| ATR |
18.4 |
18.0 |
-0.4 |
-2.4% |
0.0 |
| Volume |
163,786 |
184,422 |
20,636 |
12.6% |
712,965 |
|
| Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
534.8 |
529.5 |
508.5 |
|
| R3 |
523.8 |
518.5 |
505.5 |
|
| R2 |
512.8 |
512.8 |
504.5 |
|
| R1 |
507.8 |
507.8 |
503.5 |
504.8 |
| PP |
502.0 |
502.0 |
502.0 |
500.5 |
| S1 |
496.8 |
496.8 |
501.5 |
494.0 |
| S2 |
491.0 |
491.0 |
500.5 |
|
| S3 |
480.3 |
485.8 |
499.5 |
|
| S4 |
469.3 |
475.0 |
496.5 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
580.8 |
570.8 |
522.8 |
|
| R3 |
554.8 |
544.5 |
515.5 |
|
| R2 |
528.5 |
528.5 |
513.3 |
|
| R1 |
518.5 |
518.5 |
510.8 |
523.5 |
| PP |
502.5 |
502.5 |
502.5 |
505.0 |
| S1 |
492.3 |
492.3 |
506.0 |
497.5 |
| S2 |
476.3 |
476.3 |
503.5 |
|
| S3 |
450.3 |
466.3 |
501.3 |
|
| S4 |
424.3 |
440.3 |
494.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
512.5 |
487.3 |
25.2 |
5.0% |
16.0 |
3.2% |
60% |
False |
False |
154,411 |
| 10 |
512.5 |
461.7 |
50.8 |
10.1% |
17.0 |
3.4% |
80% |
False |
False |
151,723 |
| 20 |
512.5 |
447.5 |
65.0 |
12.9% |
17.5 |
3.5% |
85% |
False |
False |
151,216 |
| 40 |
512.5 |
380.7 |
131.8 |
26.2% |
19.3 |
3.8% |
92% |
False |
False |
159,291 |
| 60 |
512.5 |
339.5 |
173.0 |
34.4% |
17.3 |
3.4% |
94% |
False |
False |
110,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
553.5 |
|
2.618 |
535.8 |
|
1.618 |
524.8 |
|
1.000 |
518.0 |
|
0.618 |
513.8 |
|
HIGH |
507.0 |
|
0.618 |
503.0 |
|
0.500 |
501.8 |
|
0.382 |
500.3 |
|
LOW |
496.3 |
|
0.618 |
489.5 |
|
1.000 |
485.3 |
|
1.618 |
478.5 |
|
2.618 |
467.8 |
|
4.250 |
450.0 |
|
|
| Fisher Pivots for day following 11-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
502.3 |
501.8 |
| PP |
502.0 |
500.8 |
| S1 |
501.8 |
500.0 |
|