ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 02-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
506.4 |
513.9 |
7.5 |
1.5% |
509.7 |
| High |
518.7 |
514.2 |
-4.5 |
-0.9% |
512.5 |
| Low |
505.0 |
494.8 |
-10.2 |
-2.0% |
485.1 |
| Close |
514.3 |
497.3 |
-17.0 |
-3.3% |
507.1 |
| Range |
13.7 |
19.4 |
5.7 |
41.6% |
27.4 |
| ATR |
13.3 |
13.8 |
0.4 |
3.3% |
0.0 |
| Volume |
129,872 |
114,629 |
-15,243 |
-11.7% |
668,301 |
|
| Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
560.3 |
548.3 |
508.0 |
|
| R3 |
541.0 |
528.8 |
502.8 |
|
| R2 |
521.5 |
521.5 |
500.8 |
|
| R1 |
509.5 |
509.5 |
499.0 |
505.8 |
| PP |
502.0 |
502.0 |
502.0 |
500.3 |
| S1 |
490.0 |
490.0 |
495.5 |
486.3 |
| S2 |
482.8 |
482.8 |
493.8 |
|
| S3 |
463.3 |
470.5 |
492.0 |
|
| S4 |
444.0 |
451.3 |
486.8 |
|
|
| 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 |
494.8 |
23.9 |
4.8% |
12.8 |
2.6% |
10% |
False |
True |
128,757 |
| 10 |
518.7 |
485.1 |
33.6 |
6.8% |
14.0 |
2.8% |
36% |
False |
False |
130,081 |
| 20 |
539.5 |
485.1 |
54.4 |
10.9% |
13.5 |
2.7% |
22% |
False |
False |
116,305 |
| 40 |
539.5 |
468.5 |
71.0 |
14.3% |
12.5 |
2.5% |
41% |
False |
False |
58,861 |
| 60 |
539.5 |
440.3 |
99.2 |
19.9% |
13.0 |
2.6% |
57% |
False |
False |
39,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
596.8 |
|
2.618 |
565.0 |
|
1.618 |
545.5 |
|
1.000 |
533.5 |
|
0.618 |
526.3 |
|
HIGH |
514.3 |
|
0.618 |
506.8 |
|
0.500 |
504.5 |
|
0.382 |
502.3 |
|
LOW |
494.8 |
|
0.618 |
482.8 |
|
1.000 |
475.5 |
|
1.618 |
463.5 |
|
2.618 |
444.0 |
|
4.250 |
412.3 |
|
|
| Fisher Pivots for day following 02-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
504.5 |
506.8 |
| PP |
502.0 |
503.5 |
| S1 |
499.8 |
500.5 |
|