ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 01-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
490.0 |
502.1 |
12.1 |
2.5% |
476.0 |
| High |
503.9 |
522.5 |
18.6 |
3.7% |
503.9 |
| Low |
488.8 |
499.6 |
10.8 |
2.2% |
469.6 |
| Close |
501.3 |
517.6 |
16.3 |
3.3% |
501.3 |
| Range |
15.1 |
22.9 |
7.8 |
51.7% |
34.3 |
| ATR |
17.8 |
18.2 |
0.4 |
2.0% |
0.0 |
| Volume |
158,430 |
135,714 |
-22,716 |
-14.3% |
457,230 |
|
| Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
582.0 |
572.8 |
530.3 |
|
| R3 |
559.0 |
549.8 |
524.0 |
|
| R2 |
536.3 |
536.3 |
521.8 |
|
| R1 |
526.8 |
526.8 |
519.8 |
531.5 |
| PP |
513.3 |
513.3 |
513.3 |
515.5 |
| S1 |
504.0 |
504.0 |
515.5 |
508.5 |
| S2 |
490.3 |
490.3 |
513.5 |
|
| S3 |
467.5 |
481.0 |
511.3 |
|
| S4 |
444.5 |
458.3 |
505.0 |
|
|
| 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 |
522.5 |
469.6 |
52.9 |
10.2% |
19.8 |
3.8% |
91% |
True |
False |
118,588 |
| 10 |
522.5 |
469.6 |
52.9 |
10.2% |
18.0 |
3.5% |
91% |
True |
False |
127,047 |
| 20 |
522.5 |
469.2 |
53.3 |
10.3% |
17.8 |
3.4% |
91% |
True |
False |
138,016 |
| 40 |
522.5 |
424.4 |
98.1 |
19.0% |
18.3 |
3.5% |
95% |
True |
False |
143,247 |
| 60 |
522.5 |
339.5 |
183.0 |
35.4% |
18.8 |
3.6% |
97% |
True |
False |
141,968 |
| 80 |
522.5 |
339.5 |
183.0 |
35.4% |
17.0 |
3.3% |
97% |
True |
False |
106,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
619.8 |
|
2.618 |
582.5 |
|
1.618 |
559.5 |
|
1.000 |
545.5 |
|
0.618 |
536.8 |
|
HIGH |
522.5 |
|
0.618 |
513.8 |
|
0.500 |
511.0 |
|
0.382 |
508.3 |
|
LOW |
499.5 |
|
0.618 |
485.5 |
|
1.000 |
476.8 |
|
1.618 |
462.5 |
|
2.618 |
439.8 |
|
4.250 |
402.3 |
|
|
| Fisher Pivots for day following 01-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
515.5 |
512.0 |
| PP |
513.3 |
506.5 |
| S1 |
511.0 |
501.0 |
|