ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 18-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
| Open |
478.6 |
476.1 |
-2.5 |
-0.5% |
507.1 |
| High |
482.8 |
494.6 |
11.8 |
2.4% |
507.1 |
| Low |
471.3 |
470.9 |
-0.4 |
-0.1% |
469.2 |
| Close |
475.9 |
492.4 |
16.5 |
3.5% |
475.9 |
| Range |
11.5 |
23.7 |
12.2 |
106.1% |
37.9 |
| ATR |
18.3 |
18.7 |
0.4 |
2.1% |
0.0 |
| Volume |
155,809 |
138,924 |
-16,885 |
-10.8% |
776,889 |
|
| Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
557.0 |
548.5 |
505.5 |
|
| R3 |
533.3 |
524.8 |
499.0 |
|
| R2 |
509.8 |
509.8 |
496.8 |
|
| R1 |
501.0 |
501.0 |
494.5 |
505.3 |
| PP |
486.0 |
486.0 |
486.0 |
488.0 |
| S1 |
477.3 |
477.3 |
490.3 |
481.8 |
| S2 |
462.3 |
462.3 |
488.0 |
|
| S3 |
438.5 |
453.8 |
486.0 |
|
| S4 |
414.8 |
430.0 |
479.3 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
597.8 |
574.8 |
496.8 |
|
| R3 |
559.8 |
536.8 |
486.3 |
|
| R2 |
522.0 |
522.0 |
482.8 |
|
| R1 |
499.0 |
499.0 |
479.3 |
491.5 |
| PP |
484.0 |
484.0 |
484.0 |
480.3 |
| S1 |
461.0 |
461.0 |
472.5 |
453.5 |
| S2 |
446.3 |
446.3 |
469.0 |
|
| S3 |
408.3 |
423.3 |
465.5 |
|
| S4 |
370.3 |
385.3 |
455.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
507.1 |
469.2 |
37.9 |
7.7% |
20.3 |
4.1% |
61% |
False |
False |
146,278 |
| 10 |
512.5 |
469.2 |
43.3 |
8.8% |
18.3 |
3.7% |
54% |
False |
False |
150,344 |
| 20 |
512.5 |
448.5 |
64.0 |
13.0% |
18.3 |
3.7% |
69% |
False |
False |
152,168 |
| 40 |
512.5 |
399.2 |
113.3 |
23.0% |
19.3 |
3.9% |
82% |
False |
False |
150,409 |
| 60 |
512.5 |
339.5 |
173.0 |
35.1% |
18.3 |
3.7% |
88% |
False |
False |
123,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
595.3 |
|
2.618 |
556.8 |
|
1.618 |
533.0 |
|
1.000 |
518.3 |
|
0.618 |
509.3 |
|
HIGH |
494.5 |
|
0.618 |
485.5 |
|
0.500 |
482.8 |
|
0.382 |
480.0 |
|
LOW |
471.0 |
|
0.618 |
456.3 |
|
1.000 |
447.3 |
|
1.618 |
432.5 |
|
2.618 |
408.8 |
|
4.250 |
370.3 |
|
|
| Fisher Pivots for day following 18-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
489.3 |
489.0 |
| PP |
486.0 |
485.5 |
| S1 |
482.8 |
482.0 |
|