ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 01-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
508.5 |
506.4 |
-2.1 |
-0.4% |
509.7 |
| High |
512.5 |
518.7 |
6.2 |
1.2% |
512.5 |
| Low |
503.8 |
505.0 |
1.2 |
0.2% |
485.1 |
| Close |
507.2 |
514.3 |
7.1 |
1.4% |
507.1 |
| Range |
8.7 |
13.7 |
5.0 |
57.5% |
27.4 |
| ATR |
13.3 |
13.3 |
0.0 |
0.2% |
0.0 |
| Volume |
118,368 |
129,872 |
11,504 |
9.7% |
668,301 |
|
| Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
553.8 |
547.8 |
521.8 |
|
| R3 |
540.0 |
534.0 |
518.0 |
|
| R2 |
526.3 |
526.3 |
516.8 |
|
| R1 |
520.3 |
520.3 |
515.5 |
523.3 |
| PP |
512.8 |
512.8 |
512.8 |
514.3 |
| S1 |
506.8 |
506.8 |
513.0 |
509.8 |
| S2 |
499.0 |
499.0 |
511.8 |
|
| S3 |
485.3 |
493.0 |
510.5 |
|
| S4 |
471.5 |
479.3 |
506.8 |
|
|
| 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 |
518.7 |
486.9 |
31.8 |
6.2% |
13.0 |
2.5% |
86% |
True |
False |
130,415 |
| 10 |
518.7 |
485.1 |
33.6 |
6.5% |
13.0 |
2.5% |
87% |
True |
False |
139,755 |
| 20 |
539.5 |
485.1 |
54.4 |
10.6% |
13.3 |
2.6% |
54% |
False |
False |
110,695 |
| 40 |
539.5 |
468.5 |
71.0 |
13.8% |
12.5 |
2.4% |
65% |
False |
False |
56,052 |
| 60 |
539.5 |
433.7 |
105.8 |
20.6% |
12.8 |
2.5% |
76% |
False |
False |
37,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
577.0 |
|
2.618 |
554.5 |
|
1.618 |
540.8 |
|
1.000 |
532.5 |
|
0.618 |
527.3 |
|
HIGH |
518.8 |
|
0.618 |
513.5 |
|
0.500 |
511.8 |
|
0.382 |
510.3 |
|
LOW |
505.0 |
|
0.618 |
496.5 |
|
1.000 |
491.3 |
|
1.618 |
482.8 |
|
2.618 |
469.3 |
|
4.250 |
446.8 |
|
|
| Fisher Pivots for day following 01-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
513.5 |
512.8 |
| PP |
512.8 |
511.0 |
| S1 |
511.8 |
509.5 |
|