ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 16-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
499.0 |
511.8 |
12.8 |
2.6% |
495.9 |
| High |
514.5 |
522.1 |
7.6 |
1.5% |
497.4 |
| Low |
498.5 |
508.6 |
10.1 |
2.0% |
470.6 |
| Close |
511.9 |
518.9 |
7.0 |
1.4% |
478.0 |
| Range |
16.0 |
13.5 |
-2.5 |
-15.6% |
26.8 |
| ATR |
14.2 |
14.1 |
0.0 |
-0.3% |
0.0 |
| Volume |
118,518 |
148,109 |
29,591 |
25.0% |
534,180 |
|
| Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
557.0 |
551.5 |
526.3 |
|
| R3 |
543.5 |
538.0 |
522.5 |
|
| R2 |
530.0 |
530.0 |
521.5 |
|
| R1 |
524.5 |
524.5 |
520.3 |
527.3 |
| PP |
516.5 |
516.5 |
516.5 |
518.0 |
| S1 |
511.0 |
511.0 |
517.8 |
513.8 |
| S2 |
503.0 |
503.0 |
516.5 |
|
| S3 |
489.5 |
497.5 |
515.3 |
|
| S4 |
476.0 |
484.0 |
511.5 |
|
|
| 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 |
522.1 |
471.2 |
50.9 |
9.8% |
14.3 |
2.8% |
94% |
True |
False |
130,694 |
| 10 |
522.1 |
470.6 |
51.5 |
9.9% |
14.3 |
2.8% |
94% |
True |
False |
118,304 |
| 20 |
522.1 |
470.6 |
51.5 |
9.9% |
13.8 |
2.6% |
94% |
True |
False |
129,030 |
| 40 |
539.5 |
470.6 |
68.9 |
13.3% |
13.3 |
2.5% |
70% |
False |
False |
85,071 |
| 60 |
539.5 |
456.6 |
82.9 |
16.0% |
12.8 |
2.5% |
75% |
False |
False |
57,129 |
| 80 |
539.5 |
405.3 |
134.2 |
25.9% |
12.8 |
2.5% |
85% |
False |
False |
42,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
579.5 |
|
2.618 |
557.5 |
|
1.618 |
544.0 |
|
1.000 |
535.5 |
|
0.618 |
530.5 |
|
HIGH |
522.0 |
|
0.618 |
517.0 |
|
0.500 |
515.3 |
|
0.382 |
513.8 |
|
LOW |
508.5 |
|
0.618 |
500.3 |
|
1.000 |
495.0 |
|
1.618 |
486.8 |
|
2.618 |
473.3 |
|
4.250 |
451.3 |
|
|
| Fisher Pivots for day following 16-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
517.8 |
514.3 |
| PP |
516.5 |
509.5 |
| S1 |
515.3 |
505.0 |
|