ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 05-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2009 |
05-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
523.8 |
531.4 |
7.6 |
1.5% |
502.1 |
| High |
531.6 |
541.9 |
10.3 |
1.9% |
541.9 |
| Low |
519.6 |
525.6 |
6.0 |
1.2% |
499.6 |
| Close |
530.6 |
530.5 |
-0.1 |
0.0% |
530.5 |
| Range |
12.0 |
16.3 |
4.3 |
35.8% |
42.3 |
| ATR |
17.1 |
17.0 |
-0.1 |
-0.3% |
0.0 |
| Volume |
120,391 |
118,034 |
-2,357 |
-2.0% |
673,548 |
|
| Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
581.5 |
572.3 |
539.5 |
|
| R3 |
565.3 |
556.0 |
535.0 |
|
| R2 |
549.0 |
549.0 |
533.5 |
|
| R1 |
539.8 |
539.8 |
532.0 |
536.3 |
| PP |
532.8 |
532.8 |
532.8 |
531.0 |
| S1 |
523.5 |
523.5 |
529.0 |
520.0 |
| S2 |
516.3 |
516.3 |
527.5 |
|
| S3 |
500.0 |
507.3 |
526.0 |
|
| S4 |
483.8 |
490.8 |
521.5 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
651.0 |
633.0 |
553.8 |
|
| R3 |
608.5 |
590.8 |
542.3 |
|
| R2 |
566.3 |
566.3 |
538.3 |
|
| R1 |
548.5 |
548.5 |
534.5 |
557.3 |
| PP |
524.0 |
524.0 |
524.0 |
528.5 |
| S1 |
506.0 |
506.0 |
526.5 |
515.0 |
| S2 |
481.8 |
481.8 |
522.8 |
|
| S3 |
439.5 |
463.8 |
518.8 |
|
| S4 |
397.0 |
421.5 |
507.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
541.9 |
499.6 |
42.3 |
8.0% |
15.5 |
2.9% |
73% |
True |
False |
134,709 |
| 10 |
541.9 |
469.6 |
72.3 |
13.6% |
16.5 |
3.1% |
84% |
True |
False |
128,073 |
| 20 |
541.9 |
469.2 |
72.7 |
13.7% |
17.0 |
3.2% |
84% |
True |
False |
137,449 |
| 40 |
541.9 |
438.8 |
103.1 |
19.4% |
17.8 |
3.3% |
89% |
True |
False |
142,290 |
| 60 |
541.9 |
356.9 |
185.0 |
34.9% |
18.8 |
3.5% |
94% |
True |
False |
150,650 |
| 80 |
541.9 |
339.5 |
202.4 |
38.2% |
17.0 |
3.2% |
94% |
True |
False |
113,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
611.3 |
|
2.618 |
584.5 |
|
1.618 |
568.3 |
|
1.000 |
558.3 |
|
0.618 |
552.0 |
|
HIGH |
542.0 |
|
0.618 |
535.8 |
|
0.500 |
533.8 |
|
0.382 |
531.8 |
|
LOW |
525.5 |
|
0.618 |
515.5 |
|
1.000 |
509.3 |
|
1.618 |
499.3 |
|
2.618 |
483.0 |
|
4.250 |
456.3 |
|
|
| Fisher Pivots for day following 05-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
533.8 |
530.0 |
| PP |
532.8 |
529.5 |
| S1 |
531.5 |
529.0 |
|