ICE Russell 2000 Mini Future September 2009
Trading Metrics calculated at close of trading on 23-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
509.7 |
493.5 |
-16.2 |
-3.2% |
520.1 |
High |
512.5 |
496.2 |
-16.3 |
-3.2% |
521.0 |
Low |
490.1 |
485.1 |
-5.0 |
-1.0% |
496.3 |
Close |
493.1 |
486.5 |
-6.6 |
-1.3% |
510.8 |
Range |
22.4 |
11.1 |
-11.3 |
-50.4% |
24.7 |
ATR |
13.8 |
13.6 |
-0.2 |
-1.4% |
0.0 |
Volume |
114,959 |
143,646 |
28,687 |
25.0% |
903,723 |
|
Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
522.5 |
515.8 |
492.5 |
|
R3 |
511.5 |
504.5 |
489.5 |
|
R2 |
500.3 |
500.3 |
488.5 |
|
R1 |
493.5 |
493.5 |
487.5 |
491.3 |
PP |
489.3 |
489.3 |
489.3 |
488.3 |
S1 |
482.3 |
482.3 |
485.5 |
480.3 |
S2 |
478.3 |
478.3 |
484.5 |
|
S3 |
467.0 |
471.3 |
483.5 |
|
S4 |
456.0 |
460.3 |
480.5 |
|
|
Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
583.5 |
571.8 |
524.5 |
|
R3 |
558.8 |
547.3 |
517.5 |
|
R2 |
534.0 |
534.0 |
515.3 |
|
R1 |
522.5 |
522.5 |
513.0 |
516.0 |
PP |
509.3 |
509.3 |
509.3 |
506.0 |
S1 |
497.8 |
497.8 |
508.5 |
491.3 |
S2 |
484.8 |
484.8 |
506.3 |
|
S3 |
460.0 |
473.0 |
504.0 |
|
S4 |
435.3 |
448.3 |
497.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
515.3 |
485.1 |
30.2 |
6.2% |
13.3 |
2.7% |
5% |
False |
True |
160,170 |
10 |
532.6 |
485.1 |
47.5 |
9.8% |
14.0 |
2.9% |
3% |
False |
True |
141,456 |
20 |
539.5 |
478.6 |
60.9 |
12.5% |
13.5 |
2.8% |
13% |
False |
False |
71,674 |
40 |
539.5 |
468.5 |
71.0 |
14.6% |
12.3 |
2.5% |
25% |
False |
False |
36,482 |
60 |
539.5 |
412.5 |
127.0 |
26.1% |
12.5 |
2.6% |
58% |
False |
False |
24,371 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
543.5 |
2.618 |
525.3 |
1.618 |
514.3 |
1.000 |
507.3 |
0.618 |
503.0 |
HIGH |
496.3 |
0.618 |
492.0 |
0.500 |
490.8 |
0.382 |
489.3 |
LOW |
485.0 |
0.618 |
478.3 |
1.000 |
474.0 |
1.618 |
467.3 |
2.618 |
456.0 |
4.250 |
438.0 |
|
|
Fisher Pivots for day following 23-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
490.8 |
500.3 |
PP |
489.3 |
495.8 |
S1 |
488.0 |
491.0 |
|