ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 21-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
| Open |
490.9 |
487.0 |
-3.9 |
-0.8% |
507.1 |
| High |
505.6 |
487.8 |
-17.8 |
-3.5% |
507.1 |
| Low |
487.0 |
472.9 |
-14.1 |
-2.9% |
469.2 |
| Close |
487.9 |
481.8 |
-6.1 |
-1.3% |
475.9 |
| Range |
18.6 |
14.9 |
-3.7 |
-19.9% |
37.9 |
| ATR |
18.2 |
18.0 |
-0.2 |
-1.2% |
0.0 |
| Volume |
117,057 |
144,368 |
27,311 |
23.3% |
776,889 |
|
| Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
525.5 |
518.5 |
490.0 |
|
| R3 |
510.8 |
503.8 |
486.0 |
|
| R2 |
495.8 |
495.8 |
484.5 |
|
| R1 |
488.8 |
488.8 |
483.3 |
484.8 |
| PP |
480.8 |
480.8 |
480.8 |
478.8 |
| S1 |
473.8 |
473.8 |
480.5 |
470.0 |
| S2 |
466.0 |
466.0 |
479.0 |
|
| S3 |
451.0 |
459.0 |
477.8 |
|
| S4 |
436.3 |
444.0 |
473.5 |
|
|
| 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 |
470.9 |
34.7 |
7.2% |
16.0 |
3.3% |
31% |
False |
False |
136,677 |
| 10 |
510.8 |
469.2 |
41.6 |
8.6% |
17.3 |
3.6% |
30% |
False |
False |
146,825 |
| 20 |
512.5 |
461.4 |
51.1 |
10.6% |
17.5 |
3.6% |
40% |
False |
False |
148,124 |
| 40 |
512.5 |
406.1 |
106.4 |
22.1% |
18.5 |
3.8% |
71% |
False |
False |
148,605 |
| 60 |
512.5 |
339.5 |
173.0 |
35.9% |
18.3 |
3.8% |
82% |
False |
False |
129,611 |
| 80 |
512.5 |
339.5 |
173.0 |
35.9% |
16.0 |
3.3% |
82% |
False |
False |
97,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
551.0 |
|
2.618 |
526.8 |
|
1.618 |
512.0 |
|
1.000 |
502.8 |
|
0.618 |
497.0 |
|
HIGH |
487.8 |
|
0.618 |
482.0 |
|
0.500 |
480.3 |
|
0.382 |
478.5 |
|
LOW |
473.0 |
|
0.618 |
463.8 |
|
1.000 |
458.0 |
|
1.618 |
448.8 |
|
2.618 |
434.0 |
|
4.250 |
409.5 |
|
|
| Fisher Pivots for day following 21-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
481.3 |
489.3 |
| PP |
480.8 |
486.8 |
| S1 |
480.3 |
484.3 |
|