ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 15-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
524.7 |
523.5 |
-1.2 |
-0.2% |
525.4 |
| High |
527.2 |
523.5 |
-3.7 |
-0.7% |
535.5 |
| Low |
517.7 |
506.7 |
-11.0 |
-2.1% |
514.7 |
| Close |
524.8 |
513.1 |
-11.7 |
-2.2% |
524.8 |
| Range |
9.5 |
16.8 |
7.3 |
76.8% |
20.8 |
| ATR |
15.7 |
15.8 |
0.2 |
1.1% |
0.0 |
| Volume |
136,545 |
77,501 |
-59,044 |
-43.2% |
727,554 |
|
| Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
564.8 |
555.8 |
522.3 |
|
| R3 |
548.0 |
539.0 |
517.8 |
|
| R2 |
531.3 |
531.3 |
516.3 |
|
| R1 |
522.3 |
522.3 |
514.8 |
518.3 |
| PP |
514.5 |
514.5 |
514.5 |
512.5 |
| S1 |
505.3 |
505.3 |
511.5 |
501.5 |
| S2 |
497.8 |
497.8 |
510.0 |
|
| S3 |
480.8 |
488.5 |
508.5 |
|
| S4 |
464.0 |
471.8 |
503.8 |
|
|
| 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 |
506.7 |
28.8 |
5.6% |
13.5 |
2.6% |
22% |
False |
True |
133,034 |
| 10 |
541.9 |
506.7 |
35.2 |
6.9% |
13.5 |
2.6% |
18% |
False |
True |
134,288 |
| 20 |
541.9 |
469.6 |
72.3 |
14.1% |
15.8 |
3.1% |
60% |
False |
False |
130,668 |
| 40 |
541.9 |
448.5 |
93.4 |
18.2% |
17.0 |
3.3% |
69% |
False |
False |
141,203 |
| 60 |
541.9 |
395.6 |
146.3 |
28.5% |
18.0 |
3.5% |
80% |
False |
False |
144,596 |
| 80 |
541.9 |
339.5 |
202.4 |
39.4% |
17.5 |
3.4% |
86% |
False |
False |
123,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
595.0 |
|
2.618 |
567.5 |
|
1.618 |
550.8 |
|
1.000 |
540.3 |
|
0.618 |
534.0 |
|
HIGH |
523.5 |
|
0.618 |
517.0 |
|
0.500 |
515.0 |
|
0.382 |
513.0 |
|
LOW |
506.8 |
|
0.618 |
496.3 |
|
1.000 |
490.0 |
|
1.618 |
479.5 |
|
2.618 |
462.8 |
|
4.250 |
435.3 |
|
|
| Fisher Pivots for day following 15-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
515.0 |
520.0 |
| PP |
514.5 |
517.8 |
| S1 |
513.8 |
515.5 |
|