ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 09-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2009 |
09-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
483.3 |
478.2 |
-5.1 |
-1.1% |
506.4 |
| High |
486.6 |
484.0 |
-2.6 |
-0.5% |
518.7 |
| Low |
470.6 |
475.8 |
5.2 |
1.1% |
494.8 |
| Close |
476.5 |
477.4 |
0.9 |
0.2% |
497.3 |
| Range |
16.0 |
8.2 |
-7.8 |
-48.8% |
23.9 |
| ATR |
13.9 |
13.5 |
-0.4 |
-2.9% |
0.0 |
| Volume |
121,527 |
171,448 |
49,921 |
41.1% |
490,072 |
|
| Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
503.8 |
498.8 |
482.0 |
|
| R3 |
495.5 |
490.5 |
479.8 |
|
| R2 |
487.3 |
487.3 |
479.0 |
|
| R1 |
482.3 |
482.3 |
478.3 |
480.8 |
| PP |
479.0 |
479.0 |
479.0 |
478.3 |
| S1 |
474.3 |
474.3 |
476.8 |
472.5 |
| S2 |
470.8 |
470.8 |
476.0 |
|
| S3 |
462.8 |
466.0 |
475.3 |
|
| S4 |
454.5 |
457.8 |
473.0 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
575.3 |
560.3 |
510.5 |
|
| R3 |
551.5 |
536.3 |
503.8 |
|
| R2 |
527.5 |
527.5 |
501.8 |
|
| R1 |
512.5 |
512.5 |
499.5 |
508.0 |
| PP |
503.5 |
503.5 |
503.5 |
501.5 |
| S1 |
488.5 |
488.5 |
495.0 |
484.0 |
| S2 |
479.8 |
479.8 |
493.0 |
|
| S3 |
455.8 |
464.5 |
490.8 |
|
| S4 |
432.0 |
440.8 |
484.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
514.2 |
470.6 |
43.6 |
9.1% |
14.3 |
3.0% |
16% |
False |
False |
105,915 |
| 10 |
518.7 |
470.6 |
48.1 |
10.1% |
13.5 |
2.9% |
14% |
False |
False |
118,165 |
| 20 |
530.9 |
470.6 |
60.3 |
12.6% |
13.5 |
2.8% |
11% |
False |
False |
134,928 |
| 40 |
539.5 |
468.5 |
71.0 |
14.9% |
12.8 |
2.7% |
13% |
False |
False |
69,082 |
| 60 |
539.5 |
447.2 |
92.3 |
19.3% |
13.0 |
2.7% |
33% |
False |
False |
46,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
518.8 |
|
2.618 |
505.5 |
|
1.618 |
497.3 |
|
1.000 |
492.3 |
|
0.618 |
489.0 |
|
HIGH |
484.0 |
|
0.618 |
480.8 |
|
0.500 |
480.0 |
|
0.382 |
479.0 |
|
LOW |
475.8 |
|
0.618 |
470.8 |
|
1.000 |
467.5 |
|
1.618 |
462.5 |
|
2.618 |
454.3 |
|
4.250 |
441.0 |
|
|
| Fisher Pivots for day following 09-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
480.0 |
483.0 |
| PP |
479.0 |
481.3 |
| S1 |
478.3 |
479.3 |
|