ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 14-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
478.1 |
491.5 |
13.4 |
2.8% |
495.9 |
| High |
491.9 |
500.7 |
8.8 |
1.8% |
497.4 |
| Low |
472.2 |
487.8 |
15.6 |
3.3% |
470.6 |
| Close |
490.4 |
493.6 |
3.2 |
0.7% |
478.0 |
| Range |
19.7 |
12.9 |
-6.8 |
-34.5% |
26.8 |
| ATR |
13.7 |
13.6 |
-0.1 |
-0.4% |
0.0 |
| Volume |
130,600 |
137,013 |
6,413 |
4.9% |
534,180 |
|
| Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
532.8 |
526.0 |
500.8 |
|
| R3 |
519.8 |
513.3 |
497.3 |
|
| R2 |
507.0 |
507.0 |
496.0 |
|
| R1 |
500.3 |
500.3 |
494.8 |
503.5 |
| PP |
494.0 |
494.0 |
494.0 |
495.8 |
| S1 |
487.3 |
487.3 |
492.5 |
490.8 |
| S2 |
481.3 |
481.3 |
491.3 |
|
| S3 |
468.3 |
474.5 |
490.0 |
|
| S4 |
455.3 |
461.5 |
486.5 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
562.5 |
547.0 |
492.8 |
|
| R3 |
535.5 |
520.3 |
485.3 |
|
| R2 |
508.8 |
508.8 |
483.0 |
|
| R1 |
493.5 |
493.5 |
480.5 |
487.8 |
| PP |
482.0 |
482.0 |
482.0 |
479.3 |
| S1 |
466.5 |
466.5 |
475.5 |
461.0 |
| S2 |
455.3 |
455.3 |
473.0 |
|
| S3 |
428.5 |
439.8 |
470.8 |
|
| S4 |
401.5 |
413.0 |
463.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
500.7 |
470.6 |
30.1 |
6.1% |
13.3 |
2.7% |
76% |
True |
False |
135,964 |
| 10 |
518.7 |
470.6 |
48.1 |
9.7% |
13.5 |
2.7% |
48% |
False |
False |
116,466 |
| 20 |
518.7 |
470.6 |
48.1 |
9.7% |
13.8 |
2.8% |
48% |
False |
False |
135,371 |
| 40 |
539.5 |
470.6 |
68.9 |
14.0% |
13.3 |
2.7% |
33% |
False |
False |
78,441 |
| 60 |
539.5 |
447.2 |
92.3 |
18.7% |
13.0 |
2.6% |
50% |
False |
False |
52,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
555.5 |
|
2.618 |
534.5 |
|
1.618 |
521.5 |
|
1.000 |
513.5 |
|
0.618 |
508.8 |
|
HIGH |
500.8 |
|
0.618 |
495.8 |
|
0.500 |
494.3 |
|
0.382 |
492.8 |
|
LOW |
487.8 |
|
0.618 |
479.8 |
|
1.000 |
475.0 |
|
1.618 |
467.0 |
|
2.618 |
454.0 |
|
4.250 |
433.0 |
|
|
| Fisher Pivots for day following 14-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
494.3 |
491.0 |
| PP |
494.0 |
488.5 |
| S1 |
493.8 |
486.0 |
|