ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 25-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2009 |
25-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
486.9 |
493.3 |
6.4 |
1.3% |
520.1 |
| High |
498.8 |
507.9 |
9.1 |
1.8% |
521.0 |
| Low |
485.4 |
486.9 |
1.5 |
0.3% |
496.3 |
| Close |
493.0 |
505.7 |
12.7 |
2.6% |
510.8 |
| Range |
13.4 |
21.0 |
7.6 |
56.7% |
24.7 |
| ATR |
13.6 |
14.1 |
0.5 |
3.9% |
0.0 |
| Volume |
133,062 |
122,917 |
-10,145 |
-7.6% |
903,723 |
|
| Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
563.3 |
555.5 |
517.3 |
|
| R3 |
542.3 |
534.5 |
511.5 |
|
| R2 |
521.3 |
521.3 |
509.5 |
|
| R1 |
513.5 |
513.5 |
507.5 |
517.3 |
| PP |
500.3 |
500.3 |
500.3 |
502.0 |
| S1 |
492.5 |
492.5 |
503.8 |
496.3 |
| S2 |
479.3 |
479.3 |
501.8 |
|
| S3 |
458.3 |
471.5 |
500.0 |
|
| S4 |
437.3 |
450.5 |
494.3 |
|
|
| 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 |
6.0% |
15.3 |
3.0% |
68% |
False |
False |
131,405 |
| 10 |
524.6 |
485.1 |
39.5 |
7.8% |
14.3 |
2.8% |
52% |
False |
False |
160,365 |
| 20 |
539.5 |
485.1 |
54.4 |
10.8% |
13.8 |
2.7% |
38% |
False |
False |
84,381 |
| 40 |
539.5 |
468.5 |
71.0 |
14.0% |
12.8 |
2.5% |
52% |
False |
False |
42,875 |
| 60 |
539.5 |
431.9 |
107.6 |
21.3% |
13.0 |
2.5% |
69% |
False |
False |
28,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
597.3 |
|
2.618 |
563.0 |
|
1.618 |
542.0 |
|
1.000 |
529.0 |
|
0.618 |
521.0 |
|
HIGH |
508.0 |
|
0.618 |
500.0 |
|
0.500 |
497.5 |
|
0.382 |
495.0 |
|
LOW |
487.0 |
|
0.618 |
474.0 |
|
1.000 |
466.0 |
|
1.618 |
453.0 |
|
2.618 |
432.0 |
|
4.250 |
397.8 |
|
|
| Fisher Pivots for day following 25-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
503.0 |
502.8 |
| PP |
500.3 |
499.5 |
| S1 |
497.5 |
496.5 |
|