ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 28-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
| Open |
498.2 |
489.0 |
-9.2 |
-1.8% |
476.1 |
| High |
502.2 |
496.1 |
-6.1 |
-1.2% |
505.6 |
| Low |
488.7 |
479.5 |
-9.2 |
-1.9% |
470.9 |
| Close |
489.9 |
490.0 |
0.1 |
0.0% |
476.0 |
| Range |
13.5 |
16.6 |
3.1 |
23.0% |
34.7 |
| ATR |
18.1 |
18.0 |
-0.1 |
-0.6% |
0.0 |
| Volume |
163,106 |
134,030 |
-29,076 |
-17.8% |
677,535 |
|
| Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
538.3 |
530.8 |
499.3 |
|
| R3 |
521.8 |
514.3 |
494.5 |
|
| R2 |
505.3 |
505.3 |
493.0 |
|
| R1 |
497.5 |
497.5 |
491.5 |
501.3 |
| PP |
488.5 |
488.5 |
488.5 |
490.5 |
| S1 |
481.0 |
481.0 |
488.5 |
484.8 |
| S2 |
472.0 |
472.0 |
487.0 |
|
| S3 |
455.3 |
464.3 |
485.5 |
|
| S4 |
438.8 |
447.8 |
480.8 |
|
|
| 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 |
502.2 |
469.6 |
32.6 |
6.7% |
17.8 |
3.6% |
63% |
False |
False |
118,625 |
| 10 |
505.6 |
469.2 |
36.4 |
7.4% |
17.0 |
3.5% |
57% |
False |
False |
129,622 |
| 20 |
512.5 |
469.2 |
43.3 |
8.8% |
17.5 |
3.5% |
48% |
False |
False |
140,127 |
| 40 |
512.5 |
409.7 |
102.8 |
21.0% |
18.5 |
3.8% |
78% |
False |
False |
143,475 |
| 60 |
512.5 |
339.5 |
173.0 |
35.3% |
18.8 |
3.8% |
87% |
False |
False |
137,084 |
| 80 |
512.5 |
339.5 |
173.0 |
35.3% |
16.5 |
3.4% |
87% |
False |
False |
102,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
566.8 |
|
2.618 |
539.5 |
|
1.618 |
523.0 |
|
1.000 |
512.8 |
|
0.618 |
506.3 |
|
HIGH |
496.0 |
|
0.618 |
489.8 |
|
0.500 |
487.8 |
|
0.382 |
485.8 |
|
LOW |
479.5 |
|
0.618 |
469.3 |
|
1.000 |
463.0 |
|
1.618 |
452.8 |
|
2.618 |
436.0 |
|
4.250 |
409.0 |
|
|
| Fisher Pivots for day following 28-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
489.3 |
488.8 |
| PP |
488.5 |
487.3 |
| S1 |
487.8 |
486.0 |
|