ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 21-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
518.5 |
523.2 |
4.7 |
0.9% |
478.1 |
| High |
526.0 |
529.9 |
3.9 |
0.7% |
522.1 |
| Low |
517.1 |
516.0 |
-1.1 |
-0.2% |
472.2 |
| Close |
524.6 |
524.8 |
0.2 |
0.0% |
519.0 |
| Range |
8.9 |
13.9 |
5.0 |
56.2% |
49.9 |
| ATR |
13.2 |
13.3 |
0.0 |
0.4% |
0.0 |
| Volume |
103,850 |
111,211 |
7,361 |
7.1% |
660,197 |
|
| Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
565.3 |
559.0 |
532.5 |
|
| R3 |
551.3 |
545.0 |
528.5 |
|
| R2 |
537.5 |
537.5 |
527.3 |
|
| R1 |
531.3 |
531.3 |
526.0 |
534.3 |
| PP |
523.5 |
523.5 |
523.5 |
525.3 |
| S1 |
517.3 |
517.3 |
523.5 |
520.5 |
| S2 |
509.8 |
509.8 |
522.3 |
|
| S3 |
495.8 |
503.3 |
521.0 |
|
| S4 |
481.8 |
489.5 |
517.3 |
|
|
| 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 |
529.9 |
498.5 |
31.4 |
6.0% |
11.8 |
2.2% |
84% |
True |
False |
121,529 |
| 10 |
529.9 |
470.6 |
59.3 |
11.3% |
12.5 |
2.4% |
91% |
True |
False |
128,746 |
| 20 |
529.9 |
470.6 |
59.3 |
11.3% |
13.0 |
2.5% |
91% |
True |
False |
122,642 |
| 40 |
539.5 |
470.6 |
68.9 |
13.1% |
13.5 |
2.6% |
79% |
False |
False |
93,567 |
| 60 |
539.5 |
460.7 |
78.8 |
15.0% |
12.5 |
2.4% |
81% |
False |
False |
62,810 |
| 80 |
539.5 |
407.0 |
132.5 |
25.2% |
12.5 |
2.4% |
89% |
False |
False |
47,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
589.0 |
|
2.618 |
566.3 |
|
1.618 |
552.5 |
|
1.000 |
543.8 |
|
0.618 |
538.5 |
|
HIGH |
530.0 |
|
0.618 |
524.5 |
|
0.500 |
523.0 |
|
0.382 |
521.3 |
|
LOW |
516.0 |
|
0.618 |
507.5 |
|
1.000 |
502.0 |
|
1.618 |
493.5 |
|
2.618 |
479.5 |
|
4.250 |
457.0 |
|
|
| Fisher Pivots for day following 21-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
524.3 |
524.0 |
| PP |
523.5 |
523.3 |
| S1 |
523.0 |
522.5 |
|