ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 12-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
525.3 |
524.7 |
-0.6 |
-0.1% |
525.4 |
| High |
533.5 |
527.2 |
-6.3 |
-1.2% |
535.5 |
| Low |
521.9 |
517.7 |
-4.2 |
-0.8% |
514.7 |
| Close |
523.8 |
524.8 |
1.0 |
0.2% |
524.8 |
| Range |
11.6 |
9.5 |
-2.1 |
-18.1% |
20.8 |
| ATR |
16.1 |
15.7 |
-0.5 |
-2.9% |
0.0 |
| Volume |
179,884 |
136,545 |
-43,339 |
-24.1% |
727,554 |
|
| Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
551.8 |
547.8 |
530.0 |
|
| R3 |
542.3 |
538.3 |
527.5 |
|
| R2 |
532.8 |
532.8 |
526.5 |
|
| R1 |
528.8 |
528.8 |
525.8 |
530.8 |
| PP |
523.3 |
523.3 |
523.3 |
524.3 |
| S1 |
519.3 |
519.3 |
524.0 |
521.3 |
| S2 |
513.8 |
513.8 |
523.0 |
|
| S3 |
504.3 |
509.8 |
522.3 |
|
| S4 |
494.8 |
500.3 |
519.5 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
587.5 |
577.0 |
536.3 |
|
| R3 |
566.5 |
556.0 |
530.5 |
|
| R2 |
545.8 |
545.8 |
528.5 |
|
| R1 |
535.3 |
535.3 |
526.8 |
530.3 |
| PP |
525.0 |
525.0 |
525.0 |
522.5 |
| S1 |
514.5 |
514.5 |
523.0 |
509.3 |
| S2 |
504.3 |
504.3 |
521.0 |
|
| S3 |
483.5 |
493.8 |
519.0 |
|
| S4 |
462.5 |
473.0 |
513.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
535.5 |
514.7 |
20.8 |
4.0% |
12.8 |
2.4% |
49% |
False |
False |
145,510 |
| 10 |
541.9 |
499.6 |
42.3 |
8.1% |
14.0 |
2.7% |
60% |
False |
False |
140,110 |
| 20 |
541.9 |
469.6 |
72.3 |
13.8% |
15.5 |
2.9% |
76% |
False |
False |
134,583 |
| 40 |
541.9 |
448.5 |
93.4 |
17.8% |
17.0 |
3.2% |
82% |
False |
False |
143,604 |
| 60 |
541.9 |
395.6 |
146.3 |
27.9% |
18.0 |
3.4% |
88% |
False |
False |
147,226 |
| 80 |
541.9 |
339.5 |
202.4 |
38.6% |
17.3 |
3.3% |
92% |
False |
False |
122,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
567.5 |
|
2.618 |
552.0 |
|
1.618 |
542.5 |
|
1.000 |
536.8 |
|
0.618 |
533.0 |
|
HIGH |
527.3 |
|
0.618 |
523.5 |
|
0.500 |
522.5 |
|
0.382 |
521.3 |
|
LOW |
517.8 |
|
0.618 |
511.8 |
|
1.000 |
508.3 |
|
1.618 |
502.3 |
|
2.618 |
492.8 |
|
4.250 |
477.3 |
|
|
| Fisher Pivots for day following 12-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
524.0 |
525.0 |
| PP |
523.3 |
525.0 |
| S1 |
522.5 |
525.0 |
|