ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 19-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
| Open |
476.1 |
492.9 |
16.8 |
3.5% |
507.1 |
| High |
494.6 |
498.2 |
3.6 |
0.7% |
507.1 |
| Low |
470.9 |
486.7 |
15.8 |
3.4% |
469.2 |
| Close |
492.4 |
491.6 |
-0.8 |
-0.2% |
475.9 |
| Range |
23.7 |
11.5 |
-12.2 |
-51.5% |
37.9 |
| ATR |
18.7 |
18.1 |
-0.5 |
-2.7% |
0.0 |
| Volume |
138,924 |
127,228 |
-11,696 |
-8.4% |
776,889 |
|
| Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
526.8 |
520.8 |
498.0 |
|
| R3 |
515.3 |
509.3 |
494.8 |
|
| R2 |
503.8 |
503.8 |
493.8 |
|
| R1 |
497.8 |
497.8 |
492.8 |
495.0 |
| PP |
492.3 |
492.3 |
492.3 |
490.8 |
| S1 |
486.3 |
486.3 |
490.5 |
483.5 |
| S2 |
480.8 |
480.8 |
489.5 |
|
| S3 |
469.3 |
474.8 |
488.5 |
|
| S4 |
457.8 |
463.3 |
485.3 |
|
|
| 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 |
498.5 |
469.2 |
29.3 |
6.0% |
18.3 |
3.7% |
76% |
False |
False |
148,010 |
| 10 |
512.5 |
469.2 |
43.3 |
8.8% |
18.3 |
3.7% |
52% |
False |
False |
149,644 |
| 20 |
512.5 |
457.9 |
54.6 |
11.1% |
17.8 |
3.6% |
62% |
False |
False |
151,911 |
| 40 |
512.5 |
406.1 |
106.4 |
21.6% |
18.8 |
3.8% |
80% |
False |
False |
149,928 |
| 60 |
512.5 |
339.5 |
173.0 |
35.2% |
18.5 |
3.7% |
88% |
False |
False |
125,266 |
| 80 |
512.5 |
339.5 |
173.0 |
35.2% |
15.8 |
3.2% |
88% |
False |
False |
93,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
547.0 |
|
2.618 |
528.3 |
|
1.618 |
516.8 |
|
1.000 |
509.8 |
|
0.618 |
505.3 |
|
HIGH |
498.3 |
|
0.618 |
493.8 |
|
0.500 |
492.5 |
|
0.382 |
491.0 |
|
LOW |
486.8 |
|
0.618 |
479.5 |
|
1.000 |
475.3 |
|
1.618 |
468.0 |
|
2.618 |
456.5 |
|
4.250 |
437.8 |
|
|
| Fisher Pivots for day following 19-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
492.5 |
489.3 |
| PP |
492.3 |
487.0 |
| S1 |
492.0 |
484.5 |
|