ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 16-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
523.5 |
512.7 |
-10.8 |
-2.1% |
525.4 |
| High |
523.5 |
517.5 |
-6.0 |
-1.1% |
535.5 |
| Low |
506.7 |
502.1 |
-4.6 |
-0.9% |
514.7 |
| Close |
513.1 |
504.4 |
-8.7 |
-1.7% |
524.8 |
| Range |
16.8 |
15.4 |
-1.4 |
-8.3% |
20.8 |
| ATR |
15.8 |
15.8 |
0.0 |
-0.2% |
0.0 |
| Volume |
77,501 |
92,063 |
14,562 |
18.8% |
727,554 |
|
| Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
554.3 |
544.8 |
512.8 |
|
| R3 |
538.8 |
529.3 |
508.8 |
|
| R2 |
523.5 |
523.5 |
507.3 |
|
| R1 |
514.0 |
514.0 |
505.8 |
511.0 |
| PP |
508.0 |
508.0 |
508.0 |
506.5 |
| S1 |
498.5 |
498.5 |
503.0 |
495.5 |
| S2 |
492.5 |
492.5 |
501.5 |
|
| S3 |
477.3 |
483.0 |
500.3 |
|
| S4 |
461.8 |
467.8 |
496.0 |
|
|
| 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 |
502.1 |
33.4 |
6.6% |
14.8 |
2.9% |
7% |
False |
True |
125,678 |
| 10 |
541.9 |
502.1 |
39.8 |
7.9% |
13.8 |
2.7% |
6% |
False |
True |
129,070 |
| 20 |
541.9 |
469.6 |
72.3 |
14.3% |
15.3 |
3.0% |
48% |
False |
False |
128,325 |
| 40 |
541.9 |
448.5 |
93.4 |
18.5% |
16.8 |
3.3% |
60% |
False |
False |
140,246 |
| 60 |
541.9 |
399.2 |
142.7 |
28.3% |
18.0 |
3.6% |
74% |
False |
False |
143,047 |
| 80 |
541.9 |
339.5 |
202.4 |
40.1% |
17.5 |
3.5% |
81% |
False |
False |
124,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
583.0 |
|
2.618 |
557.8 |
|
1.618 |
542.5 |
|
1.000 |
533.0 |
|
0.618 |
527.0 |
|
HIGH |
517.5 |
|
0.618 |
511.5 |
|
0.500 |
509.8 |
|
0.382 |
508.0 |
|
LOW |
502.0 |
|
0.618 |
492.5 |
|
1.000 |
486.8 |
|
1.618 |
477.3 |
|
2.618 |
461.8 |
|
4.250 |
436.8 |
|
|
| Fisher Pivots for day following 16-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
509.8 |
514.8 |
| PP |
508.0 |
511.3 |
| S1 |
506.3 |
507.8 |
|