ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 17-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
512.7 |
505.0 |
-7.7 |
-1.5% |
525.4 |
| High |
517.5 |
512.5 |
-5.0 |
-1.0% |
535.5 |
| Low |
502.1 |
498.9 |
-3.2 |
-0.6% |
514.7 |
| Close |
504.4 |
505.7 |
1.3 |
0.3% |
524.8 |
| Range |
15.4 |
13.6 |
-1.8 |
-11.7% |
20.8 |
| ATR |
15.8 |
15.7 |
-0.2 |
-1.0% |
0.0 |
| Volume |
92,063 |
64,013 |
-28,050 |
-30.5% |
727,554 |
|
| Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
546.5 |
539.8 |
513.3 |
|
| R3 |
533.0 |
526.0 |
509.5 |
|
| R2 |
519.3 |
519.3 |
508.3 |
|
| R1 |
512.5 |
512.5 |
507.0 |
516.0 |
| PP |
505.8 |
505.8 |
505.8 |
507.5 |
| S1 |
499.0 |
499.0 |
504.5 |
502.3 |
| S2 |
492.0 |
492.0 |
503.3 |
|
| S3 |
478.5 |
485.3 |
502.0 |
|
| S4 |
465.0 |
471.8 |
498.3 |
|
|
| 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 |
533.5 |
498.9 |
34.6 |
6.8% |
13.5 |
2.6% |
20% |
False |
True |
110,001 |
| 10 |
541.9 |
498.9 |
43.0 |
8.5% |
13.8 |
2.7% |
16% |
False |
True |
119,955 |
| 20 |
541.9 |
469.6 |
72.3 |
14.3% |
15.5 |
3.1% |
50% |
False |
False |
125,164 |
| 40 |
541.9 |
457.9 |
84.0 |
16.6% |
16.5 |
3.3% |
57% |
False |
False |
138,538 |
| 60 |
541.9 |
406.1 |
135.8 |
26.9% |
17.5 |
3.5% |
73% |
False |
False |
141,674 |
| 80 |
541.9 |
339.5 |
202.4 |
40.0% |
17.8 |
3.5% |
82% |
False |
False |
125,240 |
| 100 |
541.9 |
339.5 |
202.4 |
40.0% |
15.8 |
3.1% |
82% |
False |
False |
100,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
570.3 |
|
2.618 |
548.0 |
|
1.618 |
534.5 |
|
1.000 |
526.0 |
|
0.618 |
521.0 |
|
HIGH |
512.5 |
|
0.618 |
507.3 |
|
0.500 |
505.8 |
|
0.382 |
504.0 |
|
LOW |
499.0 |
|
0.618 |
490.5 |
|
1.000 |
485.3 |
|
1.618 |
477.0 |
|
2.618 |
463.3 |
|
4.250 |
441.0 |
|
|
| Fisher Pivots for day following 17-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
505.8 |
511.3 |
| PP |
505.8 |
509.3 |
| S1 |
505.8 |
507.5 |
|