ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 22-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
| Open |
487.0 |
482.3 |
-4.7 |
-1.0% |
476.1 |
| High |
487.8 |
486.8 |
-1.0 |
-0.2% |
505.6 |
| Low |
472.9 |
474.4 |
1.5 |
0.3% |
470.9 |
| Close |
481.8 |
476.0 |
-5.8 |
-1.2% |
476.0 |
| Range |
14.9 |
12.4 |
-2.5 |
-16.8% |
34.7 |
| ATR |
18.0 |
17.6 |
-0.4 |
-2.2% |
0.0 |
| Volume |
144,368 |
149,958 |
5,590 |
3.9% |
677,535 |
|
| Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
516.3 |
508.5 |
482.8 |
|
| R3 |
503.8 |
496.3 |
479.5 |
|
| R2 |
491.5 |
491.5 |
478.3 |
|
| R1 |
483.8 |
483.8 |
477.3 |
481.5 |
| PP |
479.0 |
479.0 |
479.0 |
478.0 |
| S1 |
471.3 |
471.3 |
474.8 |
469.0 |
| S2 |
466.8 |
466.8 |
473.8 |
|
| S3 |
454.3 |
459.0 |
472.5 |
|
| S4 |
441.8 |
446.5 |
469.3 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
588.3 |
566.8 |
495.0 |
|
| R3 |
553.5 |
532.3 |
485.5 |
|
| R2 |
518.8 |
518.8 |
482.3 |
|
| R1 |
497.5 |
497.5 |
479.3 |
490.8 |
| PP |
484.3 |
484.3 |
484.3 |
480.8 |
| S1 |
462.8 |
462.8 |
472.8 |
456.0 |
| S2 |
449.5 |
449.5 |
469.8 |
|
| S3 |
414.8 |
428.0 |
466.5 |
|
| S4 |
380.0 |
393.3 |
457.0 |
|
|
| 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 |
7.3% |
16.3 |
3.4% |
15% |
False |
False |
135,507 |
| 10 |
507.1 |
469.2 |
37.9 |
8.0% |
17.0 |
3.6% |
18% |
False |
False |
145,442 |
| 20 |
512.5 |
461.7 |
50.8 |
10.7% |
17.0 |
3.6% |
28% |
False |
False |
147,452 |
| 40 |
512.5 |
406.1 |
106.4 |
22.4% |
18.3 |
3.8% |
66% |
False |
False |
147,657 |
| 60 |
512.5 |
339.5 |
173.0 |
36.3% |
18.3 |
3.9% |
79% |
False |
False |
132,109 |
| 80 |
512.5 |
339.5 |
173.0 |
36.3% |
16.0 |
3.4% |
79% |
False |
False |
99,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
539.5 |
|
2.618 |
519.3 |
|
1.618 |
506.8 |
|
1.000 |
499.3 |
|
0.618 |
494.5 |
|
HIGH |
486.8 |
|
0.618 |
482.0 |
|
0.500 |
480.5 |
|
0.382 |
479.3 |
|
LOW |
474.5 |
|
0.618 |
466.8 |
|
1.000 |
462.0 |
|
1.618 |
454.3 |
|
2.618 |
442.0 |
|
4.250 |
421.8 |
|
|
| Fisher Pivots for day following 22-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
480.5 |
489.3 |
| PP |
479.0 |
484.8 |
| S1 |
477.5 |
480.5 |
|