ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 30-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
506.4 |
508.5 |
2.1 |
0.4% |
509.7 |
| High |
511.9 |
512.5 |
0.6 |
0.1% |
512.5 |
| Low |
500.1 |
503.8 |
3.7 |
0.7% |
485.1 |
| Close |
508.0 |
507.2 |
-0.8 |
-0.2% |
507.1 |
| Range |
11.8 |
8.7 |
-3.1 |
-26.3% |
27.4 |
| ATR |
13.7 |
13.3 |
-0.4 |
-2.6% |
0.0 |
| Volume |
127,203 |
118,368 |
-8,835 |
-6.9% |
668,301 |
|
| Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
534.0 |
529.3 |
512.0 |
|
| R3 |
525.3 |
520.5 |
509.5 |
|
| R2 |
516.5 |
516.5 |
508.8 |
|
| R1 |
511.8 |
511.8 |
508.0 |
509.8 |
| PP |
507.8 |
507.8 |
507.8 |
506.8 |
| S1 |
503.3 |
503.3 |
506.5 |
501.3 |
| S2 |
499.3 |
499.3 |
505.5 |
|
| S3 |
490.5 |
494.5 |
504.8 |
|
| S4 |
481.8 |
485.8 |
502.5 |
|
|
| 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 |
485.4 |
27.1 |
5.3% |
13.0 |
2.6% |
80% |
True |
False |
131,053 |
| 10 |
515.3 |
485.1 |
30.2 |
6.0% |
13.0 |
2.6% |
73% |
False |
False |
145,611 |
| 20 |
539.5 |
485.1 |
54.4 |
10.7% |
13.0 |
2.6% |
41% |
False |
False |
104,260 |
| 40 |
539.5 |
468.5 |
71.0 |
14.0% |
12.5 |
2.5% |
55% |
False |
False |
52,836 |
| 60 |
539.5 |
431.9 |
107.6 |
21.2% |
12.8 |
2.5% |
70% |
False |
False |
35,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
549.5 |
|
2.618 |
535.3 |
|
1.618 |
526.5 |
|
1.000 |
521.3 |
|
0.618 |
518.0 |
|
HIGH |
512.5 |
|
0.618 |
509.3 |
|
0.500 |
508.3 |
|
0.382 |
507.0 |
|
LOW |
503.8 |
|
0.618 |
498.5 |
|
1.000 |
495.0 |
|
1.618 |
489.8 |
|
2.618 |
481.0 |
|
4.250 |
466.8 |
|
|
| Fisher Pivots for day following 30-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
508.3 |
507.0 |
| PP |
507.8 |
506.5 |
| S1 |
507.5 |
506.3 |
|