ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 04-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
524.7 |
523.8 |
-0.9 |
-0.2% |
476.0 |
| High |
528.5 |
531.6 |
3.1 |
0.6% |
503.9 |
| Low |
516.1 |
519.6 |
3.5 |
0.7% |
469.6 |
| Close |
524.3 |
530.6 |
6.3 |
1.2% |
501.3 |
| Range |
12.4 |
12.0 |
-0.4 |
-3.2% |
34.3 |
| ATR |
17.5 |
17.1 |
-0.4 |
-2.2% |
0.0 |
| Volume |
155,164 |
120,391 |
-34,773 |
-22.4% |
457,230 |
|
| Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
563.3 |
559.0 |
537.3 |
|
| R3 |
551.3 |
547.0 |
534.0 |
|
| R2 |
539.3 |
539.3 |
532.8 |
|
| R1 |
535.0 |
535.0 |
531.8 |
537.0 |
| PP |
527.3 |
527.3 |
527.3 |
528.3 |
| S1 |
523.0 |
523.0 |
529.5 |
525.0 |
| S2 |
515.3 |
515.3 |
528.5 |
|
| S3 |
503.3 |
511.0 |
527.3 |
|
| S4 |
491.3 |
499.0 |
524.0 |
|
|
| 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 |
531.6 |
488.8 |
42.8 |
8.1% |
15.3 |
2.9% |
98% |
True |
False |
142,788 |
| 10 |
531.6 |
469.6 |
62.0 |
11.7% |
16.5 |
3.1% |
98% |
True |
False |
130,707 |
| 20 |
531.6 |
469.2 |
62.4 |
11.8% |
17.5 |
3.3% |
98% |
True |
False |
139,490 |
| 40 |
531.6 |
424.4 |
107.2 |
20.2% |
17.8 |
3.3% |
99% |
True |
False |
142,607 |
| 60 |
531.6 |
356.9 |
174.7 |
32.9% |
18.8 |
3.5% |
99% |
True |
False |
148,903 |
| 80 |
531.6 |
339.5 |
192.1 |
36.2% |
17.3 |
3.2% |
99% |
True |
False |
111,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
582.5 |
|
2.618 |
563.0 |
|
1.618 |
551.0 |
|
1.000 |
543.5 |
|
0.618 |
539.0 |
|
HIGH |
531.5 |
|
0.618 |
527.0 |
|
0.500 |
525.5 |
|
0.382 |
524.3 |
|
LOW |
519.5 |
|
0.618 |
512.3 |
|
1.000 |
507.5 |
|
1.618 |
500.3 |
|
2.618 |
488.3 |
|
4.250 |
468.5 |
|
|
| Fisher Pivots for day following 04-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
529.0 |
528.3 |
| PP |
527.3 |
525.8 |
| S1 |
525.5 |
523.3 |
|