ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 17-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
511.8 |
517.8 |
6.0 |
1.2% |
478.1 |
| High |
522.1 |
521.2 |
-0.9 |
-0.2% |
522.1 |
| Low |
508.6 |
515.0 |
6.4 |
1.3% |
472.2 |
| Close |
518.9 |
519.0 |
0.1 |
0.0% |
519.0 |
| Range |
13.5 |
6.2 |
-7.3 |
-54.1% |
49.9 |
| ATR |
14.1 |
13.5 |
-0.6 |
-4.0% |
0.0 |
| Volume |
148,109 |
125,957 |
-22,152 |
-15.0% |
660,197 |
|
| Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
537.0 |
534.3 |
522.5 |
|
| R3 |
530.8 |
528.0 |
520.8 |
|
| R2 |
524.5 |
524.5 |
520.3 |
|
| R1 |
521.8 |
521.8 |
519.5 |
523.3 |
| PP |
518.5 |
518.5 |
518.5 |
519.0 |
| S1 |
515.5 |
515.5 |
518.5 |
517.0 |
| S2 |
512.3 |
512.3 |
517.8 |
|
| S3 |
506.0 |
509.5 |
517.3 |
|
| S4 |
499.8 |
503.3 |
515.5 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
654.3 |
636.5 |
546.5 |
|
| R3 |
604.3 |
586.5 |
532.8 |
|
| R2 |
554.3 |
554.3 |
528.3 |
|
| R1 |
536.8 |
536.8 |
523.5 |
545.5 |
| PP |
504.5 |
504.5 |
504.5 |
508.8 |
| S1 |
486.8 |
486.8 |
514.5 |
495.5 |
| S2 |
454.5 |
454.5 |
509.8 |
|
| S3 |
404.8 |
436.8 |
505.3 |
|
| S4 |
354.8 |
387.0 |
491.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
522.1 |
472.2 |
49.9 |
9.6% |
13.8 |
2.6% |
94% |
False |
False |
132,039 |
| 10 |
522.1 |
470.6 |
51.5 |
9.9% |
13.0 |
2.5% |
94% |
False |
False |
119,437 |
| 20 |
522.1 |
470.6 |
51.5 |
9.9% |
13.5 |
2.6% |
94% |
False |
False |
124,759 |
| 40 |
539.5 |
470.6 |
68.9 |
13.3% |
13.0 |
2.5% |
70% |
False |
False |
88,193 |
| 60 |
539.5 |
460.7 |
78.8 |
15.2% |
12.8 |
2.4% |
74% |
False |
False |
59,226 |
| 80 |
539.5 |
407.0 |
132.5 |
25.5% |
12.5 |
2.4% |
85% |
False |
False |
44,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
547.5 |
|
2.618 |
537.5 |
|
1.618 |
531.3 |
|
1.000 |
527.5 |
|
0.618 |
525.0 |
|
HIGH |
521.3 |
|
0.618 |
518.8 |
|
0.500 |
518.0 |
|
0.382 |
517.3 |
|
LOW |
515.0 |
|
0.618 |
511.3 |
|
1.000 |
508.8 |
|
1.618 |
505.0 |
|
2.618 |
498.8 |
|
4.250 |
488.8 |
|
|
| Fisher Pivots for day following 17-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
518.8 |
516.0 |
| PP |
518.5 |
513.3 |
| S1 |
518.0 |
510.3 |
|