ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 10-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
526.3 |
525.3 |
-1.0 |
-0.2% |
502.1 |
| High |
531.5 |
535.5 |
4.0 |
0.8% |
541.9 |
| Low |
522.5 |
514.7 |
-7.8 |
-1.5% |
499.6 |
| Close |
526.6 |
525.2 |
-1.4 |
-0.3% |
530.5 |
| Range |
9.0 |
20.8 |
11.8 |
131.1% |
42.3 |
| ATR |
16.2 |
16.5 |
0.3 |
2.0% |
0.0 |
| Volume |
128,841 |
142,400 |
13,559 |
10.5% |
673,548 |
|
| Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
587.5 |
577.3 |
536.8 |
|
| R3 |
566.8 |
556.3 |
531.0 |
|
| R2 |
546.0 |
546.0 |
529.0 |
|
| R1 |
535.5 |
535.5 |
527.0 |
530.3 |
| PP |
525.3 |
525.3 |
525.3 |
522.5 |
| S1 |
514.8 |
514.8 |
523.3 |
509.5 |
| S2 |
504.3 |
504.3 |
521.5 |
|
| S3 |
483.5 |
494.0 |
519.5 |
|
| S4 |
462.8 |
473.3 |
513.8 |
|
|
| 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 |
514.7 |
27.2 |
5.2% |
14.0 |
2.7% |
39% |
False |
True |
129,910 |
| 10 |
541.9 |
479.5 |
62.4 |
11.9% |
15.3 |
2.9% |
73% |
False |
False |
137,713 |
| 20 |
541.9 |
469.2 |
72.7 |
13.8% |
16.8 |
3.2% |
77% |
False |
False |
134,666 |
| 40 |
541.9 |
447.5 |
94.4 |
18.0% |
17.3 |
3.3% |
82% |
False |
False |
142,904 |
| 60 |
541.9 |
380.7 |
161.2 |
30.7% |
18.5 |
3.5% |
90% |
False |
False |
150,039 |
| 80 |
541.9 |
339.5 |
202.4 |
38.5% |
17.3 |
3.3% |
92% |
False |
False |
118,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
624.0 |
|
2.618 |
590.0 |
|
1.618 |
569.3 |
|
1.000 |
556.3 |
|
0.618 |
548.3 |
|
HIGH |
535.5 |
|
0.618 |
527.5 |
|
0.500 |
525.0 |
|
0.382 |
522.8 |
|
LOW |
514.8 |
|
0.618 |
501.8 |
|
1.000 |
494.0 |
|
1.618 |
481.0 |
|
2.618 |
460.3 |
|
4.250 |
426.3 |
|
|
| Fisher Pivots for day following 10-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
525.3 |
525.3 |
| PP |
525.3 |
525.3 |
| S1 |
525.0 |
525.0 |
|