ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 12-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
| Open |
507.1 |
501.0 |
-6.1 |
-1.2% |
486.4 |
| High |
507.1 |
507.1 |
0.0 |
0.0% |
512.5 |
| Low |
496.2 |
485.5 |
-10.7 |
-2.2% |
486.4 |
| Close |
502.5 |
495.9 |
-6.6 |
-1.3% |
508.4 |
| Range |
10.9 |
21.6 |
10.7 |
98.2% |
26.1 |
| ATR |
18.0 |
18.2 |
0.3 |
1.4% |
0.0 |
| Volume |
184,422 |
118,567 |
-65,855 |
-35.7% |
712,965 |
|
| Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
561.0 |
550.0 |
507.8 |
|
| R3 |
539.3 |
528.5 |
501.8 |
|
| R2 |
517.8 |
517.8 |
499.8 |
|
| R1 |
506.8 |
506.8 |
498.0 |
501.5 |
| PP |
496.3 |
496.3 |
496.3 |
493.5 |
| S1 |
485.3 |
485.3 |
494.0 |
480.0 |
| S2 |
474.5 |
474.5 |
492.0 |
|
| S3 |
453.0 |
463.8 |
490.0 |
|
| S4 |
431.3 |
442.0 |
484.0 |
|
|
| 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 |
485.5 |
27.0 |
5.4% |
18.3 |
3.7% |
39% |
False |
True |
151,278 |
| 10 |
512.5 |
469.0 |
43.5 |
8.8% |
17.5 |
3.5% |
62% |
False |
False |
149,100 |
| 20 |
512.5 |
447.5 |
65.0 |
13.1% |
18.0 |
3.6% |
74% |
False |
False |
151,141 |
| 40 |
512.5 |
380.7 |
131.8 |
26.6% |
19.3 |
3.9% |
87% |
False |
False |
157,725 |
| 60 |
512.5 |
339.5 |
173.0 |
34.9% |
17.3 |
3.5% |
90% |
False |
False |
112,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
599.0 |
|
2.618 |
563.8 |
|
1.618 |
542.0 |
|
1.000 |
528.8 |
|
0.618 |
520.5 |
|
HIGH |
507.0 |
|
0.618 |
498.8 |
|
0.500 |
496.3 |
|
0.382 |
493.8 |
|
LOW |
485.5 |
|
0.618 |
472.3 |
|
1.000 |
464.0 |
|
1.618 |
450.5 |
|
2.618 |
429.0 |
|
4.250 |
393.8 |
|
|
| Fisher Pivots for day following 12-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
496.3 |
498.3 |
| PP |
496.3 |
497.5 |
| S1 |
496.0 |
496.8 |
|