ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 29-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
505.1 |
506.4 |
1.3 |
0.3% |
509.7 |
| High |
511.8 |
511.9 |
0.1 |
0.0% |
512.5 |
| Low |
501.7 |
500.1 |
-1.6 |
-0.3% |
485.1 |
| Close |
507.1 |
508.0 |
0.9 |
0.2% |
507.1 |
| Range |
10.1 |
11.8 |
1.7 |
16.8% |
27.4 |
| ATR |
13.8 |
13.7 |
-0.1 |
-1.0% |
0.0 |
| Volume |
153,717 |
127,203 |
-26,514 |
-17.2% |
668,301 |
|
| Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
542.0 |
536.8 |
514.5 |
|
| R3 |
530.3 |
525.0 |
511.3 |
|
| R2 |
518.5 |
518.5 |
510.3 |
|
| R1 |
513.3 |
513.3 |
509.0 |
515.8 |
| PP |
506.8 |
506.8 |
506.8 |
508.0 |
| S1 |
501.5 |
501.5 |
507.0 |
504.0 |
| S2 |
494.8 |
494.8 |
505.8 |
|
| S3 |
483.0 |
489.8 |
504.8 |
|
| S4 |
471.3 |
477.8 |
501.5 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
583.8 |
572.8 |
522.3 |
|
| R3 |
556.3 |
545.5 |
514.8 |
|
| R2 |
529.0 |
529.0 |
512.0 |
|
| R1 |
518.0 |
518.0 |
509.5 |
509.8 |
| PP |
501.5 |
501.5 |
501.5 |
497.5 |
| S1 |
490.8 |
490.8 |
504.5 |
482.5 |
| S2 |
474.3 |
474.3 |
502.0 |
|
| S3 |
446.8 |
463.3 |
499.5 |
|
| S4 |
419.3 |
435.8 |
492.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
511.9 |
485.1 |
26.8 |
5.3% |
13.5 |
2.7% |
85% |
True |
False |
136,109 |
| 10 |
515.3 |
485.1 |
30.2 |
5.9% |
13.8 |
2.7% |
76% |
False |
False |
154,277 |
| 20 |
539.5 |
485.1 |
54.4 |
10.7% |
13.3 |
2.6% |
42% |
False |
False |
98,417 |
| 40 |
539.5 |
468.5 |
71.0 |
14.0% |
12.8 |
2.5% |
56% |
False |
False |
49,895 |
| 60 |
539.5 |
431.9 |
107.6 |
21.2% |
12.8 |
2.5% |
71% |
False |
False |
33,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
562.0 |
|
2.618 |
542.8 |
|
1.618 |
531.0 |
|
1.000 |
523.8 |
|
0.618 |
519.3 |
|
HIGH |
512.0 |
|
0.618 |
507.5 |
|
0.500 |
506.0 |
|
0.382 |
504.5 |
|
LOW |
500.0 |
|
0.618 |
492.8 |
|
1.000 |
488.3 |
|
1.618 |
481.0 |
|
2.618 |
469.3 |
|
4.250 |
450.0 |
|
|
| Fisher Pivots for day following 29-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
507.3 |
505.3 |
| PP |
506.8 |
502.3 |
| S1 |
506.0 |
499.5 |
|