ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 26-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
| Open |
482.3 |
476.0 |
-6.3 |
-1.3% |
476.1 |
| High |
486.8 |
500.4 |
13.6 |
2.8% |
505.6 |
| Low |
474.4 |
469.6 |
-4.8 |
-1.0% |
470.9 |
| Close |
476.0 |
498.2 |
22.2 |
4.7% |
476.0 |
| Range |
12.4 |
30.8 |
18.4 |
148.4% |
34.7 |
| ATR |
17.6 |
18.5 |
0.9 |
5.4% |
0.0 |
| Volume |
149,958 |
1,664 |
-148,294 |
-98.9% |
677,535 |
|
| Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
581.8 |
570.8 |
515.3 |
|
| R3 |
551.0 |
540.0 |
506.8 |
|
| R2 |
520.3 |
520.3 |
503.8 |
|
| R1 |
509.3 |
509.3 |
501.0 |
514.8 |
| PP |
489.5 |
489.5 |
489.5 |
492.3 |
| S1 |
478.5 |
478.5 |
495.5 |
484.0 |
| S2 |
458.5 |
458.5 |
492.5 |
|
| S3 |
427.8 |
447.5 |
489.8 |
|
| S4 |
397.0 |
416.8 |
481.3 |
|
|
| 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 |
469.6 |
36.0 |
7.2% |
17.8 |
3.5% |
79% |
False |
True |
108,055 |
| 10 |
507.1 |
469.2 |
37.9 |
7.6% |
19.0 |
3.8% |
77% |
False |
False |
127,166 |
| 20 |
512.5 |
461.7 |
50.8 |
10.2% |
18.0 |
3.6% |
72% |
False |
False |
139,445 |
| 40 |
512.5 |
406.1 |
106.4 |
21.4% |
18.8 |
3.7% |
87% |
False |
False |
143,056 |
| 60 |
512.5 |
339.5 |
173.0 |
34.7% |
18.8 |
3.7% |
92% |
False |
False |
132,137 |
| 80 |
512.5 |
339.5 |
173.0 |
34.7% |
16.3 |
3.3% |
92% |
False |
False |
99,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
631.3 |
|
2.618 |
581.0 |
|
1.618 |
550.3 |
|
1.000 |
531.3 |
|
0.618 |
519.5 |
|
HIGH |
500.5 |
|
0.618 |
488.8 |
|
0.500 |
485.0 |
|
0.382 |
481.3 |
|
LOW |
469.5 |
|
0.618 |
450.5 |
|
1.000 |
438.8 |
|
1.618 |
419.8 |
|
2.618 |
389.0 |
|
4.250 |
338.8 |
|
|
| Fisher Pivots for day following 26-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
493.8 |
493.8 |
| PP |
489.5 |
489.5 |
| S1 |
485.0 |
485.0 |
|