ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 27-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
| Open |
476.0 |
498.2 |
22.2 |
4.7% |
476.1 |
| High |
500.4 |
502.2 |
1.8 |
0.4% |
505.6 |
| Low |
469.6 |
488.7 |
19.1 |
4.1% |
470.9 |
| Close |
498.2 |
489.9 |
-8.3 |
-1.7% |
476.0 |
| Range |
30.8 |
13.5 |
-17.3 |
-56.2% |
34.7 |
| ATR |
18.5 |
18.1 |
-0.4 |
-1.9% |
0.0 |
| Volume |
1,664 |
163,106 |
161,442 |
9,702.0% |
677,535 |
|
| Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
534.0 |
525.5 |
497.3 |
|
| R3 |
520.5 |
512.0 |
493.5 |
|
| R2 |
507.0 |
507.0 |
492.5 |
|
| R1 |
498.5 |
498.5 |
491.3 |
496.0 |
| PP |
493.5 |
493.5 |
493.5 |
492.5 |
| S1 |
485.0 |
485.0 |
488.8 |
482.5 |
| S2 |
480.0 |
480.0 |
487.5 |
|
| S3 |
466.5 |
471.5 |
486.3 |
|
| S4 |
453.0 |
458.0 |
482.5 |
|
|
| 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 |
7.3% |
18.0 |
3.7% |
56% |
False |
False |
115,230 |
| 10 |
505.6 |
469.2 |
36.4 |
7.4% |
18.3 |
3.7% |
57% |
False |
False |
131,620 |
| 20 |
512.5 |
469.0 |
43.5 |
8.9% |
17.8 |
3.6% |
48% |
False |
False |
140,360 |
| 40 |
512.5 |
409.7 |
102.8 |
21.0% |
18.5 |
3.8% |
78% |
False |
False |
143,706 |
| 60 |
512.5 |
339.5 |
173.0 |
35.3% |
18.8 |
3.8% |
87% |
False |
False |
134,853 |
| 80 |
512.5 |
339.5 |
173.0 |
35.3% |
16.5 |
3.4% |
87% |
False |
False |
101,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
559.5 |
|
2.618 |
537.5 |
|
1.618 |
524.0 |
|
1.000 |
515.8 |
|
0.618 |
510.5 |
|
HIGH |
502.3 |
|
0.618 |
497.0 |
|
0.500 |
495.5 |
|
0.382 |
493.8 |
|
LOW |
488.8 |
|
0.618 |
480.3 |
|
1.000 |
475.3 |
|
1.618 |
466.8 |
|
2.618 |
453.3 |
|
4.250 |
431.3 |
|
|
| Fisher Pivots for day following 27-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
495.5 |
488.5 |
| PP |
493.5 |
487.3 |
| S1 |
491.8 |
486.0 |
|