ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 02-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2009 |
02-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
497.1 |
515.4 |
18.3 |
3.7% |
472.5 |
| High |
519.4 |
525.6 |
6.2 |
1.2% |
500.4 |
| Low |
497.1 |
515.0 |
17.9 |
3.6% |
472.5 |
| Close |
514.9 |
523.5 |
8.6 |
1.7% |
498.7 |
| Range |
22.3 |
10.6 |
-11.7 |
-52.5% |
27.9 |
| ATR |
14.1 |
13.9 |
-0.2 |
-1.7% |
0.0 |
| Volume |
104 |
1,490 |
1,386 |
1,332.7% |
1,992 |
|
| Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
553.3 |
549.0 |
529.3 |
|
| R3 |
542.5 |
538.3 |
526.5 |
|
| R2 |
532.0 |
532.0 |
525.5 |
|
| R1 |
527.8 |
527.8 |
524.5 |
529.8 |
| PP |
521.3 |
521.3 |
521.3 |
522.5 |
| S1 |
517.3 |
517.3 |
522.5 |
519.3 |
| S2 |
510.8 |
510.8 |
521.5 |
|
| S3 |
500.3 |
506.5 |
520.5 |
|
| S4 |
489.5 |
496.0 |
517.8 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
574.3 |
564.3 |
514.0 |
|
| R3 |
546.3 |
536.5 |
506.3 |
|
| R2 |
518.5 |
518.5 |
503.8 |
|
| R1 |
508.5 |
508.5 |
501.3 |
513.5 |
| PP |
490.5 |
490.5 |
490.5 |
493.0 |
| S1 |
480.8 |
480.8 |
496.3 |
485.5 |
| S2 |
462.8 |
462.8 |
493.5 |
|
| S3 |
434.8 |
452.8 |
491.0 |
|
| S4 |
406.8 |
424.8 |
483.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
570.8 |
|
2.618 |
553.3 |
|
1.618 |
542.8 |
|
1.000 |
536.3 |
|
0.618 |
532.3 |
|
HIGH |
525.5 |
|
0.618 |
521.5 |
|
0.500 |
520.3 |
|
0.382 |
519.0 |
|
LOW |
515.0 |
|
0.618 |
508.5 |
|
1.000 |
504.5 |
|
1.618 |
497.8 |
|
2.618 |
487.3 |
|
4.250 |
470.0 |
|
|
| Fisher Pivots for day following 02-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
522.5 |
518.0 |
| PP |
521.3 |
512.3 |
| S1 |
520.3 |
506.8 |
|