ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 08-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
531.4 |
525.4 |
-6.0 |
-1.1% |
502.1 |
| High |
541.9 |
531.6 |
-10.3 |
-1.9% |
541.9 |
| Low |
525.6 |
519.1 |
-6.5 |
-1.2% |
499.6 |
| Close |
530.5 |
525.2 |
-5.3 |
-1.0% |
530.5 |
| Range |
16.3 |
12.5 |
-3.8 |
-23.3% |
42.3 |
| ATR |
17.0 |
16.7 |
-0.3 |
-1.9% |
0.0 |
| Volume |
118,034 |
139,884 |
21,850 |
18.5% |
673,548 |
|
| Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
562.8 |
556.5 |
532.0 |
|
| R3 |
550.3 |
544.0 |
528.8 |
|
| R2 |
537.8 |
537.8 |
527.5 |
|
| R1 |
531.5 |
531.5 |
526.3 |
528.5 |
| PP |
525.3 |
525.3 |
525.3 |
523.8 |
| S1 |
519.0 |
519.0 |
524.0 |
516.0 |
| S2 |
512.8 |
512.8 |
523.0 |
|
| S3 |
500.3 |
506.5 |
521.8 |
|
| S4 |
487.8 |
494.0 |
518.3 |
|
|
| 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 |
515.0 |
26.9 |
5.1% |
13.5 |
2.6% |
38% |
False |
False |
135,543 |
| 10 |
541.9 |
469.6 |
72.3 |
13.8% |
16.5 |
3.2% |
77% |
False |
False |
127,066 |
| 20 |
541.9 |
469.2 |
72.7 |
13.8% |
16.8 |
3.2% |
77% |
False |
False |
136,254 |
| 40 |
541.9 |
447.5 |
94.4 |
18.0% |
17.3 |
3.3% |
82% |
False |
False |
142,578 |
| 60 |
541.9 |
380.7 |
161.2 |
30.7% |
18.3 |
3.5% |
90% |
False |
False |
152,008 |
| 80 |
541.9 |
339.5 |
202.4 |
38.5% |
17.0 |
3.3% |
92% |
False |
False |
114,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
584.8 |
|
2.618 |
564.3 |
|
1.618 |
551.8 |
|
1.000 |
544.0 |
|
0.618 |
539.3 |
|
HIGH |
531.5 |
|
0.618 |
526.8 |
|
0.500 |
525.3 |
|
0.382 |
524.0 |
|
LOW |
519.0 |
|
0.618 |
511.5 |
|
1.000 |
506.5 |
|
1.618 |
499.0 |
|
2.618 |
486.5 |
|
4.250 |
466.0 |
|
|
| Fisher Pivots for day following 08-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
525.3 |
530.5 |
| PP |
525.3 |
528.8 |
| S1 |
525.3 |
527.0 |
|