ICE Russell 2000 Mini Future June 2009
| Trading Metrics calculated at close of trading on 18-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
505.0 |
507.3 |
2.3 |
0.5% |
525.4 |
| High |
512.5 |
512.0 |
-0.5 |
-0.1% |
535.5 |
| Low |
498.9 |
502.0 |
3.1 |
0.6% |
514.7 |
| Close |
505.7 |
510.1 |
4.4 |
0.9% |
524.8 |
| Range |
13.6 |
10.0 |
-3.6 |
-26.5% |
20.8 |
| ATR |
15.7 |
15.3 |
-0.4 |
-2.6% |
0.0 |
| Volume |
64,013 |
52,808 |
-11,205 |
-17.5% |
727,554 |
|
| Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
538.0 |
534.0 |
515.5 |
|
| R3 |
528.0 |
524.0 |
512.8 |
|
| R2 |
518.0 |
518.0 |
512.0 |
|
| R1 |
514.0 |
514.0 |
511.0 |
516.0 |
| PP |
508.0 |
508.0 |
508.0 |
509.0 |
| S1 |
504.0 |
504.0 |
509.3 |
506.0 |
| S2 |
498.0 |
498.0 |
508.3 |
|
| S3 |
488.0 |
494.0 |
507.3 |
|
| S4 |
478.0 |
484.0 |
504.5 |
|
|
| 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 |
527.2 |
498.9 |
28.3 |
5.5% |
13.0 |
2.6% |
40% |
False |
False |
84,586 |
| 10 |
541.9 |
498.9 |
43.0 |
8.4% |
13.5 |
2.7% |
26% |
False |
False |
113,197 |
| 20 |
541.9 |
469.6 |
72.3 |
14.2% |
15.0 |
2.9% |
56% |
False |
False |
121,952 |
| 40 |
541.9 |
457.9 |
84.0 |
16.5% |
16.3 |
3.2% |
62% |
False |
False |
135,981 |
| 60 |
541.9 |
406.1 |
135.8 |
26.6% |
17.5 |
3.4% |
77% |
False |
False |
139,554 |
| 80 |
541.9 |
339.5 |
202.4 |
39.7% |
17.5 |
3.4% |
84% |
False |
False |
125,900 |
| 100 |
541.9 |
339.5 |
202.4 |
39.7% |
15.8 |
3.1% |
84% |
False |
False |
100,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
554.5 |
|
2.618 |
538.3 |
|
1.618 |
528.3 |
|
1.000 |
522.0 |
|
0.618 |
518.3 |
|
HIGH |
512.0 |
|
0.618 |
508.3 |
|
0.500 |
507.0 |
|
0.382 |
505.8 |
|
LOW |
502.0 |
|
0.618 |
495.8 |
|
1.000 |
492.0 |
|
1.618 |
485.8 |
|
2.618 |
475.8 |
|
4.250 |
459.5 |
|
|
| Fisher Pivots for day following 18-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
509.0 |
509.5 |
| PP |
508.0 |
508.8 |
| S1 |
507.0 |
508.3 |
|