ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 27-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
| Open |
477.2 |
496.9 |
19.7 |
4.1% |
479.0 |
| High |
496.9 |
499.4 |
2.5 |
0.5% |
502.1 |
| Low |
477.2 |
487.6 |
10.4 |
2.2% |
471.4 |
| Close |
495.6 |
487.1 |
-8.5 |
-1.7% |
473.4 |
| Range |
19.7 |
11.8 |
-7.9 |
-40.1% |
30.7 |
| ATR |
13.7 |
13.6 |
-0.1 |
-1.0% |
0.0 |
| Volume |
1 |
1,148 |
1,147 |
114,700.0% |
3,798 |
|
| Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
526.8 |
518.8 |
493.5 |
|
| R3 |
515.0 |
507.0 |
490.3 |
|
| R2 |
503.3 |
503.3 |
489.3 |
|
| R1 |
495.3 |
495.3 |
488.3 |
493.3 |
| PP |
491.3 |
491.3 |
491.3 |
490.5 |
| S1 |
483.3 |
483.3 |
486.0 |
481.5 |
| S2 |
479.5 |
479.5 |
485.0 |
|
| S3 |
467.8 |
471.5 |
483.8 |
|
| S4 |
456.0 |
459.8 |
480.5 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
574.5 |
554.5 |
490.3 |
|
| R3 |
543.8 |
524.0 |
481.8 |
|
| R2 |
513.0 |
513.0 |
479.0 |
|
| R1 |
493.3 |
493.3 |
476.3 |
487.8 |
| PP |
482.3 |
482.3 |
482.3 |
479.5 |
| S1 |
462.5 |
462.5 |
470.5 |
457.0 |
| S2 |
451.5 |
451.5 |
467.8 |
|
| S3 |
421.0 |
431.8 |
465.0 |
|
| S4 |
390.3 |
401.0 |
456.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
549.5 |
|
2.618 |
530.3 |
|
1.618 |
518.5 |
|
1.000 |
511.3 |
|
0.618 |
506.8 |
|
HIGH |
499.5 |
|
0.618 |
495.0 |
|
0.500 |
493.5 |
|
0.382 |
492.0 |
|
LOW |
487.5 |
|
0.618 |
480.3 |
|
1.000 |
475.8 |
|
1.618 |
468.5 |
|
2.618 |
456.8 |
|
4.250 |
437.5 |
|
|
| Fisher Pivots for day following 27-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
493.5 |
486.8 |
| PP |
491.3 |
486.3 |
| S1 |
489.3 |
486.0 |
|