ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 13-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
| Open |
501.0 |
496.6 |
-4.4 |
-0.9% |
486.4 |
| High |
507.1 |
498.5 |
-8.6 |
-1.7% |
512.5 |
| Low |
485.5 |
470.6 |
-14.9 |
-3.1% |
486.4 |
| Close |
495.9 |
473.6 |
-22.3 |
-4.5% |
508.4 |
| Range |
21.6 |
27.9 |
6.3 |
29.2% |
26.1 |
| ATR |
18.2 |
18.9 |
0.7 |
3.8% |
0.0 |
| Volume |
118,567 |
154,006 |
35,439 |
29.9% |
712,965 |
|
| Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
564.5 |
547.0 |
489.0 |
|
| R3 |
536.8 |
519.0 |
481.3 |
|
| R2 |
508.8 |
508.8 |
478.8 |
|
| R1 |
491.3 |
491.3 |
476.3 |
486.0 |
| PP |
481.0 |
481.0 |
481.0 |
478.3 |
| S1 |
463.3 |
463.3 |
471.0 |
458.3 |
| S2 |
453.0 |
453.0 |
468.5 |
|
| S3 |
425.0 |
435.5 |
466.0 |
|
| S4 |
397.3 |
407.5 |
458.3 |
|
|
| 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 |
470.6 |
41.9 |
8.8% |
20.3 |
4.3% |
7% |
False |
True |
155,926 |
| 10 |
512.5 |
470.6 |
41.9 |
8.8% |
17.8 |
3.7% |
7% |
False |
True |
150,632 |
| 20 |
512.5 |
448.5 |
64.0 |
13.5% |
18.5 |
3.9% |
39% |
False |
False |
151,209 |
| 40 |
512.5 |
395.6 |
116.9 |
24.7% |
19.5 |
4.1% |
67% |
False |
False |
155,491 |
| 60 |
512.5 |
339.5 |
173.0 |
36.5% |
17.8 |
3.8% |
78% |
False |
False |
115,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
617.0 |
|
2.618 |
571.5 |
|
1.618 |
543.8 |
|
1.000 |
526.5 |
|
0.618 |
515.8 |
|
HIGH |
498.5 |
|
0.618 |
487.8 |
|
0.500 |
484.5 |
|
0.382 |
481.3 |
|
LOW |
470.5 |
|
0.618 |
453.3 |
|
1.000 |
442.8 |
|
1.618 |
425.5 |
|
2.618 |
397.5 |
|
4.250 |
352.0 |
|
|
| Fisher Pivots for day following 13-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
484.5 |
488.8 |
| PP |
481.0 |
483.8 |
| S1 |
477.3 |
478.8 |
|