ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 09-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
525.4 |
526.3 |
0.9 |
0.2% |
502.1 |
| High |
531.6 |
531.5 |
-0.1 |
0.0% |
541.9 |
| Low |
519.1 |
522.5 |
3.4 |
0.7% |
499.6 |
| Close |
525.2 |
526.6 |
1.4 |
0.3% |
530.5 |
| Range |
12.5 |
9.0 |
-3.5 |
-28.0% |
42.3 |
| ATR |
16.7 |
16.2 |
-0.6 |
-3.3% |
0.0 |
| Volume |
139,884 |
128,841 |
-11,043 |
-7.9% |
673,548 |
|
| Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
553.8 |
549.3 |
531.5 |
|
| R3 |
544.8 |
540.3 |
529.0 |
|
| R2 |
535.8 |
535.8 |
528.3 |
|
| R1 |
531.3 |
531.3 |
527.5 |
533.5 |
| PP |
526.8 |
526.8 |
526.8 |
528.0 |
| S1 |
522.3 |
522.3 |
525.8 |
524.5 |
| S2 |
517.8 |
517.8 |
525.0 |
|
| S3 |
508.8 |
513.3 |
524.0 |
|
| S4 |
499.8 |
504.3 |
521.8 |
|
|
| 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 |
516.1 |
25.8 |
4.9% |
12.5 |
2.4% |
41% |
False |
False |
132,462 |
| 10 |
541.9 |
479.5 |
62.4 |
11.8% |
14.5 |
2.7% |
75% |
False |
False |
139,783 |
| 20 |
541.9 |
469.2 |
72.7 |
13.8% |
16.8 |
3.2% |
79% |
False |
False |
133,475 |
| 40 |
541.9 |
447.5 |
94.4 |
17.9% |
17.3 |
3.3% |
84% |
False |
False |
142,345 |
| 60 |
541.9 |
380.7 |
161.2 |
30.6% |
18.3 |
3.5% |
91% |
False |
False |
150,686 |
| 80 |
541.9 |
339.5 |
202.4 |
38.4% |
17.0 |
3.2% |
92% |
False |
False |
116,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
569.8 |
|
2.618 |
555.0 |
|
1.618 |
546.0 |
|
1.000 |
540.5 |
|
0.618 |
537.0 |
|
HIGH |
531.5 |
|
0.618 |
528.0 |
|
0.500 |
527.0 |
|
0.382 |
526.0 |
|
LOW |
522.5 |
|
0.618 |
517.0 |
|
1.000 |
513.5 |
|
1.618 |
508.0 |
|
2.618 |
499.0 |
|
4.250 |
484.3 |
|
|
| Fisher Pivots for day following 09-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
527.0 |
530.5 |
| PP |
526.8 |
529.3 |
| S1 |
526.8 |
528.0 |
|