ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 15-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
491.5 |
499.0 |
7.5 |
1.5% |
495.9 |
| High |
500.7 |
514.5 |
13.8 |
2.8% |
497.4 |
| Low |
487.8 |
498.5 |
10.7 |
2.2% |
470.6 |
| Close |
493.6 |
511.9 |
18.3 |
3.7% |
478.0 |
| Range |
12.9 |
16.0 |
3.1 |
24.0% |
26.8 |
| ATR |
13.6 |
14.2 |
0.5 |
3.8% |
0.0 |
| Volume |
137,013 |
118,518 |
-18,495 |
-13.5% |
534,180 |
|
| Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
556.3 |
550.0 |
520.8 |
|
| R3 |
540.3 |
534.0 |
516.3 |
|
| R2 |
524.3 |
524.3 |
514.8 |
|
| R1 |
518.0 |
518.0 |
513.3 |
521.3 |
| PP |
508.3 |
508.3 |
508.3 |
509.8 |
| S1 |
502.0 |
502.0 |
510.5 |
505.3 |
| S2 |
492.3 |
492.3 |
509.0 |
|
| S3 |
476.3 |
486.0 |
507.5 |
|
| S4 |
460.3 |
470.0 |
503.0 |
|
|
| 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 |
514.5 |
471.2 |
43.3 |
8.5% |
13.3 |
2.6% |
94% |
True |
False |
135,362 |
| 10 |
518.7 |
470.6 |
48.1 |
9.4% |
14.3 |
2.8% |
86% |
False |
False |
116,481 |
| 20 |
518.7 |
470.6 |
48.1 |
9.4% |
13.8 |
2.7% |
86% |
False |
False |
131,046 |
| 40 |
539.5 |
470.6 |
68.9 |
13.5% |
13.3 |
2.6% |
60% |
False |
False |
81,393 |
| 60 |
539.5 |
456.6 |
82.9 |
16.2% |
12.8 |
2.5% |
67% |
False |
False |
54,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
582.5 |
|
2.618 |
556.5 |
|
1.618 |
540.5 |
|
1.000 |
530.5 |
|
0.618 |
524.5 |
|
HIGH |
514.5 |
|
0.618 |
508.5 |
|
0.500 |
506.5 |
|
0.382 |
504.5 |
|
LOW |
498.5 |
|
0.618 |
488.5 |
|
1.000 |
482.5 |
|
1.618 |
472.5 |
|
2.618 |
456.5 |
|
4.250 |
430.5 |
|
|
| Fisher Pivots for day following 15-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
510.0 |
505.8 |
| PP |
508.3 |
499.5 |
| S1 |
506.5 |
493.3 |
|