ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 20-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
| Open |
492.9 |
490.9 |
-2.0 |
-0.4% |
507.1 |
| High |
498.2 |
505.6 |
7.4 |
1.5% |
507.1 |
| Low |
486.7 |
487.0 |
0.3 |
0.1% |
469.2 |
| Close |
491.6 |
487.9 |
-3.7 |
-0.8% |
475.9 |
| Range |
11.5 |
18.6 |
7.1 |
61.7% |
37.9 |
| ATR |
18.1 |
18.2 |
0.0 |
0.2% |
0.0 |
| Volume |
127,228 |
117,057 |
-10,171 |
-8.0% |
776,889 |
|
| Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
549.3 |
537.3 |
498.3 |
|
| R3 |
530.8 |
518.5 |
493.0 |
|
| R2 |
512.0 |
512.0 |
491.3 |
|
| R1 |
500.0 |
500.0 |
489.5 |
496.8 |
| PP |
493.5 |
493.5 |
493.5 |
492.0 |
| S1 |
481.5 |
481.5 |
486.3 |
478.3 |
| S2 |
475.0 |
475.0 |
484.5 |
|
| S3 |
456.3 |
462.8 |
482.8 |
|
| S4 |
437.8 |
444.3 |
477.8 |
|
|
| 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 |
505.6 |
469.2 |
36.4 |
7.5% |
16.5 |
3.4% |
51% |
True |
False |
140,620 |
| 10 |
512.5 |
469.2 |
43.3 |
8.9% |
18.5 |
3.8% |
43% |
False |
False |
148,273 |
| 20 |
512.5 |
457.9 |
54.6 |
11.2% |
17.5 |
3.6% |
55% |
False |
False |
150,011 |
| 40 |
512.5 |
406.1 |
106.4 |
21.8% |
18.8 |
3.8% |
77% |
False |
False |
148,356 |
| 60 |
512.5 |
339.5 |
173.0 |
35.5% |
18.3 |
3.8% |
86% |
False |
False |
127,216 |
| 80 |
512.5 |
339.5 |
173.0 |
35.5% |
15.8 |
3.2% |
86% |
False |
False |
95,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
584.8 |
|
2.618 |
554.3 |
|
1.618 |
535.8 |
|
1.000 |
524.3 |
|
0.618 |
517.0 |
|
HIGH |
505.5 |
|
0.618 |
498.5 |
|
0.500 |
496.3 |
|
0.382 |
494.0 |
|
LOW |
487.0 |
|
0.618 |
475.5 |
|
1.000 |
468.5 |
|
1.618 |
457.0 |
|
2.618 |
438.3 |
|
4.250 |
408.0 |
|
|
| Fisher Pivots for day following 20-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
496.3 |
488.3 |
| PP |
493.5 |
488.3 |
| S1 |
490.8 |
488.0 |
|