ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 24-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
493.5 |
486.9 |
-6.6 |
-1.3% |
520.1 |
| High |
496.2 |
498.8 |
2.6 |
0.5% |
521.0 |
| Low |
485.1 |
485.4 |
0.3 |
0.1% |
496.3 |
| Close |
486.5 |
493.0 |
6.5 |
1.3% |
510.8 |
| Range |
11.1 |
13.4 |
2.3 |
20.7% |
24.7 |
| ATR |
13.6 |
13.6 |
0.0 |
-0.1% |
0.0 |
| Volume |
143,646 |
133,062 |
-10,584 |
-7.4% |
903,723 |
|
| Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
532.5 |
526.3 |
500.3 |
|
| R3 |
519.3 |
512.8 |
496.8 |
|
| R2 |
505.8 |
505.8 |
495.5 |
|
| R1 |
499.5 |
499.5 |
494.3 |
502.5 |
| PP |
492.5 |
492.5 |
492.5 |
494.0 |
| S1 |
486.0 |
486.0 |
491.8 |
489.3 |
| S2 |
479.0 |
479.0 |
490.5 |
|
| S3 |
465.5 |
472.5 |
489.3 |
|
| S4 |
452.3 |
459.3 |
485.8 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
583.5 |
571.8 |
524.5 |
|
| R3 |
558.8 |
547.3 |
517.5 |
|
| R2 |
534.0 |
534.0 |
515.3 |
|
| R1 |
522.5 |
522.5 |
513.0 |
516.0 |
| PP |
509.3 |
509.3 |
509.3 |
506.0 |
| S1 |
497.8 |
497.8 |
508.5 |
491.3 |
| S2 |
484.8 |
484.8 |
506.3 |
|
| S3 |
460.0 |
473.0 |
504.0 |
|
| S4 |
435.3 |
448.3 |
497.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
515.3 |
485.1 |
30.2 |
6.1% |
13.0 |
2.7% |
26% |
False |
False |
149,095 |
| 10 |
530.9 |
485.1 |
45.8 |
9.3% |
13.3 |
2.7% |
17% |
False |
False |
151,691 |
| 20 |
539.5 |
478.6 |
60.9 |
12.4% |
13.5 |
2.7% |
24% |
False |
False |
78,270 |
| 40 |
539.5 |
468.5 |
71.0 |
14.4% |
12.5 |
2.5% |
35% |
False |
False |
39,808 |
| 60 |
539.5 |
418.0 |
121.5 |
24.6% |
12.5 |
2.6% |
62% |
False |
False |
26,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
555.8 |
|
2.618 |
534.0 |
|
1.618 |
520.5 |
|
1.000 |
512.3 |
|
0.618 |
507.0 |
|
HIGH |
498.8 |
|
0.618 |
493.8 |
|
0.500 |
492.0 |
|
0.382 |
490.5 |
|
LOW |
485.5 |
|
0.618 |
477.0 |
|
1.000 |
472.0 |
|
1.618 |
463.8 |
|
2.618 |
450.3 |
|
4.250 |
428.5 |
|
|
| Fisher Pivots for day following 24-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
492.8 |
498.8 |
| PP |
492.5 |
496.8 |
| S1 |
492.0 |
495.0 |
|