ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 03-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
517.6 |
524.7 |
7.1 |
1.4% |
476.0 |
| High |
528.9 |
528.5 |
-0.4 |
-0.1% |
503.9 |
| Low |
515.0 |
516.1 |
1.1 |
0.2% |
469.6 |
| Close |
526.2 |
524.3 |
-1.9 |
-0.4% |
501.3 |
| Range |
13.9 |
12.4 |
-1.5 |
-10.8% |
34.3 |
| ATR |
17.9 |
17.5 |
-0.4 |
-2.2% |
0.0 |
| Volume |
144,245 |
155,164 |
10,919 |
7.6% |
457,230 |
|
| Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
560.3 |
554.8 |
531.0 |
|
| R3 |
547.8 |
542.3 |
527.8 |
|
| R2 |
535.3 |
535.3 |
526.5 |
|
| R1 |
529.8 |
529.8 |
525.5 |
526.5 |
| PP |
523.0 |
523.0 |
523.0 |
521.3 |
| S1 |
517.5 |
517.5 |
523.3 |
514.0 |
| S2 |
510.5 |
510.5 |
522.0 |
|
| S3 |
498.3 |
505.0 |
521.0 |
|
| S4 |
485.8 |
492.8 |
517.5 |
|
|
| 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% |
16.3 |
3.1% |
91% |
False |
False |
145,516 |
| 10 |
528.9 |
469.6 |
59.3 |
11.3% |
17.0 |
3.3% |
92% |
False |
False |
130,373 |
| 20 |
528.9 |
469.2 |
59.7 |
11.4% |
17.8 |
3.4% |
92% |
False |
False |
140,009 |
| 40 |
528.9 |
424.4 |
104.5 |
19.9% |
18.0 |
3.4% |
96% |
False |
False |
142,836 |
| 60 |
528.9 |
339.5 |
189.4 |
36.1% |
18.8 |
3.6% |
98% |
False |
False |
146,918 |
| 80 |
528.9 |
339.5 |
189.4 |
36.1% |
17.0 |
3.3% |
98% |
False |
False |
110,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
581.3 |
|
2.618 |
561.0 |
|
1.618 |
548.5 |
|
1.000 |
541.0 |
|
0.618 |
536.3 |
|
HIGH |
528.5 |
|
0.618 |
523.8 |
|
0.500 |
522.3 |
|
0.382 |
520.8 |
|
LOW |
516.0 |
|
0.618 |
508.5 |
|
1.000 |
503.8 |
|
1.618 |
496.0 |
|
2.618 |
483.8 |
|
4.250 |
463.5 |
|
|
| Fisher Pivots for day following 03-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
523.8 |
521.0 |
| PP |
523.0 |
517.5 |
| S1 |
522.3 |
514.3 |
|