ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 26-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
493.3 |
505.1 |
11.8 |
2.4% |
509.7 |
| High |
507.9 |
511.8 |
3.9 |
0.8% |
512.5 |
| Low |
486.9 |
501.7 |
14.8 |
3.0% |
485.1 |
| Close |
505.7 |
507.1 |
1.4 |
0.3% |
507.1 |
| Range |
21.0 |
10.1 |
-10.9 |
-51.9% |
27.4 |
| ATR |
14.1 |
13.8 |
-0.3 |
-2.0% |
0.0 |
| Volume |
122,917 |
153,717 |
30,800 |
25.1% |
668,301 |
|
| Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
537.3 |
532.3 |
512.8 |
|
| R3 |
527.0 |
522.3 |
510.0 |
|
| R2 |
517.0 |
517.0 |
509.0 |
|
| R1 |
512.0 |
512.0 |
508.0 |
514.5 |
| PP |
506.8 |
506.8 |
506.8 |
508.0 |
| S1 |
502.0 |
502.0 |
506.3 |
504.5 |
| S2 |
496.8 |
496.8 |
505.3 |
|
| S3 |
486.8 |
491.8 |
504.3 |
|
| S4 |
476.5 |
481.8 |
501.5 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
583.8 |
572.8 |
522.3 |
|
| R3 |
556.3 |
545.5 |
514.8 |
|
| R2 |
529.0 |
529.0 |
512.0 |
|
| R1 |
518.0 |
518.0 |
509.5 |
509.8 |
| PP |
501.5 |
501.5 |
501.5 |
497.5 |
| S1 |
490.8 |
490.8 |
504.5 |
482.5 |
| S2 |
474.3 |
474.3 |
502.0 |
|
| S3 |
446.8 |
463.3 |
499.5 |
|
| S4 |
419.3 |
435.8 |
492.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
512.5 |
485.1 |
27.4 |
5.4% |
15.5 |
3.1% |
80% |
False |
False |
133,660 |
| 10 |
521.0 |
485.1 |
35.9 |
7.1% |
14.3 |
2.8% |
61% |
False |
False |
157,202 |
| 20 |
539.5 |
485.1 |
54.4 |
10.7% |
13.8 |
2.7% |
40% |
False |
False |
92,062 |
| 40 |
539.5 |
468.5 |
71.0 |
14.0% |
12.8 |
2.5% |
54% |
False |
False |
46,717 |
| 60 |
539.5 |
431.9 |
107.6 |
21.2% |
12.8 |
2.5% |
70% |
False |
False |
31,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
554.8 |
|
2.618 |
538.3 |
|
1.618 |
528.3 |
|
1.000 |
522.0 |
|
0.618 |
518.0 |
|
HIGH |
511.8 |
|
0.618 |
508.0 |
|
0.500 |
506.8 |
|
0.382 |
505.5 |
|
LOW |
501.8 |
|
0.618 |
495.5 |
|
1.000 |
491.5 |
|
1.618 |
485.3 |
|
2.618 |
475.3 |
|
4.250 |
458.8 |
|
|
| Fisher Pivots for day following 26-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
507.0 |
504.3 |
| PP |
506.8 |
501.5 |
| S1 |
506.8 |
498.5 |
|