ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 11-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
525.3 |
525.3 |
0.0 |
0.0% |
502.1 |
| High |
535.5 |
533.5 |
-2.0 |
-0.4% |
541.9 |
| Low |
514.7 |
521.9 |
7.2 |
1.4% |
499.6 |
| Close |
525.2 |
523.8 |
-1.4 |
-0.3% |
530.5 |
| Range |
20.8 |
11.6 |
-9.2 |
-44.2% |
42.3 |
| ATR |
16.5 |
16.1 |
-0.3 |
-2.1% |
0.0 |
| Volume |
142,400 |
179,884 |
37,484 |
26.3% |
673,548 |
|
| Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
561.3 |
554.0 |
530.3 |
|
| R3 |
549.5 |
542.5 |
527.0 |
|
| R2 |
538.0 |
538.0 |
526.0 |
|
| R1 |
531.0 |
531.0 |
524.8 |
528.8 |
| PP |
526.5 |
526.5 |
526.5 |
525.3 |
| S1 |
519.3 |
519.3 |
522.8 |
517.0 |
| S2 |
514.8 |
514.8 |
521.8 |
|
| S3 |
503.3 |
507.8 |
520.5 |
|
| S4 |
491.5 |
496.0 |
517.5 |
|
|
| 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 |
514.7 |
27.2 |
5.2% |
14.0 |
2.7% |
33% |
False |
False |
141,808 |
| 10 |
541.9 |
488.8 |
53.1 |
10.1% |
14.8 |
2.8% |
66% |
False |
False |
142,298 |
| 20 |
541.9 |
469.2 |
72.7 |
13.9% |
15.8 |
3.0% |
75% |
False |
False |
135,960 |
| 40 |
541.9 |
448.5 |
93.4 |
17.8% |
17.3 |
3.3% |
81% |
False |
False |
143,585 |
| 60 |
541.9 |
395.6 |
146.3 |
27.9% |
18.3 |
3.5% |
88% |
False |
False |
148,981 |
| 80 |
541.9 |
339.5 |
202.4 |
38.6% |
17.3 |
3.3% |
91% |
False |
False |
120,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
582.8 |
|
2.618 |
563.8 |
|
1.618 |
552.3 |
|
1.000 |
545.0 |
|
0.618 |
540.8 |
|
HIGH |
533.5 |
|
0.618 |
529.0 |
|
0.500 |
527.8 |
|
0.382 |
526.3 |
|
LOW |
522.0 |
|
0.618 |
514.8 |
|
1.000 |
510.3 |
|
1.618 |
503.3 |
|
2.618 |
491.5 |
|
4.250 |
472.5 |
|
|
| Fisher Pivots for day following 11-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
527.8 |
525.0 |
| PP |
526.5 |
524.8 |
| S1 |
525.0 |
524.3 |
|