ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 02-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2009 |
02-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
502.1 |
517.6 |
15.5 |
3.1% |
476.0 |
| High |
522.5 |
528.9 |
6.4 |
1.2% |
503.9 |
| Low |
499.6 |
515.0 |
15.4 |
3.1% |
469.6 |
| Close |
517.6 |
526.2 |
8.6 |
1.7% |
501.3 |
| Range |
22.9 |
13.9 |
-9.0 |
-39.3% |
34.3 |
| ATR |
18.2 |
17.9 |
-0.3 |
-1.7% |
0.0 |
| Volume |
135,714 |
144,245 |
8,531 |
6.3% |
457,230 |
|
| Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
565.0 |
559.5 |
533.8 |
|
| R3 |
551.3 |
545.8 |
530.0 |
|
| R2 |
537.3 |
537.3 |
528.8 |
|
| R1 |
531.8 |
531.8 |
527.5 |
534.5 |
| PP |
523.3 |
523.3 |
523.3 |
524.8 |
| S1 |
517.8 |
517.8 |
525.0 |
520.5 |
| S2 |
509.5 |
509.5 |
523.8 |
|
| S3 |
495.5 |
504.0 |
522.5 |
|
| S4 |
481.8 |
490.0 |
518.5 |
|
|
| 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 |
528.9 |
479.5 |
49.4 |
9.4% |
16.5 |
3.1% |
95% |
True |
False |
147,105 |
| 10 |
528.9 |
469.6 |
59.3 |
11.3% |
17.0 |
3.2% |
95% |
True |
False |
127,580 |
| 20 |
528.9 |
469.2 |
59.7 |
11.3% |
17.5 |
3.3% |
95% |
True |
False |
138,962 |
| 40 |
528.9 |
424.4 |
104.5 |
19.9% |
18.3 |
3.5% |
97% |
True |
False |
142,139 |
| 60 |
528.9 |
339.5 |
189.4 |
36.0% |
18.8 |
3.6% |
99% |
True |
False |
144,344 |
| 80 |
528.9 |
339.5 |
189.4 |
36.0% |
17.0 |
3.2% |
99% |
True |
False |
108,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
588.0 |
|
2.618 |
565.3 |
|
1.618 |
551.5 |
|
1.000 |
542.8 |
|
0.618 |
537.5 |
|
HIGH |
529.0 |
|
0.618 |
523.5 |
|
0.500 |
522.0 |
|
0.382 |
520.3 |
|
LOW |
515.0 |
|
0.618 |
506.5 |
|
1.000 |
501.0 |
|
1.618 |
492.5 |
|
2.618 |
478.5 |
|
4.250 |
456.0 |
|
|
| Fisher Pivots for day following 02-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
524.8 |
520.5 |
| PP |
523.3 |
514.8 |
| S1 |
522.0 |
508.8 |
|