ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 29-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2009 |
29-May-2009 |
Change |
Change % |
Previous Week |
| Open |
489.0 |
490.0 |
1.0 |
0.2% |
476.0 |
| High |
496.1 |
503.9 |
7.8 |
1.6% |
503.9 |
| Low |
479.5 |
488.8 |
9.3 |
1.9% |
469.6 |
| Close |
490.0 |
501.3 |
11.3 |
2.3% |
501.3 |
| Range |
16.6 |
15.1 |
-1.5 |
-9.0% |
34.3 |
| ATR |
18.0 |
17.8 |
-0.2 |
-1.2% |
0.0 |
| Volume |
134,030 |
158,430 |
24,400 |
18.2% |
457,230 |
|
| Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
543.3 |
537.5 |
509.5 |
|
| R3 |
528.3 |
522.3 |
505.5 |
|
| R2 |
513.0 |
513.0 |
504.0 |
|
| R1 |
507.3 |
507.3 |
502.8 |
510.3 |
| PP |
498.0 |
498.0 |
498.0 |
499.5 |
| S1 |
492.0 |
492.0 |
500.0 |
495.0 |
| S2 |
483.0 |
483.0 |
498.5 |
|
| S3 |
467.8 |
477.0 |
497.3 |
|
| S4 |
452.8 |
462.0 |
493.0 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
594.5 |
582.3 |
520.3 |
|
| R3 |
560.3 |
548.0 |
510.8 |
|
| R2 |
526.0 |
526.0 |
507.5 |
|
| R1 |
513.5 |
513.5 |
504.5 |
519.8 |
| PP |
491.5 |
491.5 |
491.5 |
494.8 |
| S1 |
479.3 |
479.3 |
498.3 |
485.5 |
| S2 |
457.3 |
457.3 |
495.0 |
|
| S3 |
423.0 |
445.0 |
491.8 |
|
| S4 |
388.8 |
410.8 |
482.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
503.9 |
469.6 |
34.3 |
6.8% |
17.8 |
3.5% |
92% |
True |
False |
121,437 |
| 10 |
505.6 |
469.6 |
36.0 |
7.2% |
16.8 |
3.4% |
88% |
False |
False |
129,057 |
| 20 |
512.5 |
469.2 |
43.3 |
8.6% |
17.3 |
3.4% |
74% |
False |
False |
139,850 |
| 40 |
512.5 |
424.4 |
88.1 |
17.6% |
18.3 |
3.7% |
87% |
False |
False |
143,564 |
| 60 |
512.5 |
339.5 |
173.0 |
34.5% |
18.5 |
3.7% |
94% |
False |
False |
139,721 |
| 80 |
512.5 |
339.5 |
173.0 |
34.5% |
16.8 |
3.3% |
94% |
False |
False |
104,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
568.0 |
|
2.618 |
543.5 |
|
1.618 |
528.3 |
|
1.000 |
519.0 |
|
0.618 |
513.3 |
|
HIGH |
504.0 |
|
0.618 |
498.3 |
|
0.500 |
496.3 |
|
0.382 |
494.5 |
|
LOW |
488.8 |
|
0.618 |
479.5 |
|
1.000 |
473.8 |
|
1.618 |
464.3 |
|
2.618 |
449.3 |
|
4.250 |
424.5 |
|
|
| Fisher Pivots for day following 29-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
499.8 |
498.0 |
| PP |
498.0 |
495.0 |
| S1 |
496.3 |
491.8 |
|