ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 22-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
523.2 |
524.7 |
1.5 |
0.3% |
478.1 |
| High |
529.9 |
530.5 |
0.6 |
0.1% |
522.1 |
| Low |
516.0 |
519.4 |
3.4 |
0.7% |
472.2 |
| Close |
524.8 |
524.7 |
-0.1 |
0.0% |
519.0 |
| Range |
13.9 |
11.1 |
-2.8 |
-20.1% |
49.9 |
| ATR |
13.3 |
13.1 |
-0.2 |
-1.2% |
0.0 |
| Volume |
111,211 |
117,881 |
6,670 |
6.0% |
660,197 |
|
| Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
558.3 |
552.5 |
530.8 |
|
| R3 |
547.0 |
541.5 |
527.8 |
|
| R2 |
536.0 |
536.0 |
526.8 |
|
| R1 |
530.3 |
530.3 |
525.8 |
530.3 |
| PP |
524.8 |
524.8 |
524.8 |
524.8 |
| S1 |
519.3 |
519.3 |
523.8 |
519.3 |
| S2 |
513.8 |
513.8 |
522.8 |
|
| S3 |
502.8 |
508.3 |
521.8 |
|
| S4 |
491.5 |
497.0 |
518.5 |
|
|
| 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 |
530.5 |
508.6 |
21.9 |
4.2% |
10.8 |
2.0% |
74% |
True |
False |
121,401 |
| 10 |
530.5 |
471.2 |
59.3 |
11.3% |
12.0 |
2.3% |
90% |
True |
False |
128,382 |
| 20 |
530.5 |
470.6 |
59.9 |
11.4% |
13.0 |
2.5% |
90% |
True |
False |
121,354 |
| 40 |
539.5 |
470.6 |
68.9 |
13.1% |
13.3 |
2.5% |
79% |
False |
False |
96,514 |
| 60 |
539.5 |
468.5 |
71.0 |
13.5% |
12.5 |
2.4% |
79% |
False |
False |
64,773 |
| 80 |
539.5 |
412.5 |
127.0 |
24.2% |
12.8 |
2.4% |
88% |
False |
False |
48,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
577.8 |
|
2.618 |
559.5 |
|
1.618 |
548.5 |
|
1.000 |
541.5 |
|
0.618 |
537.3 |
|
HIGH |
530.5 |
|
0.618 |
526.3 |
|
0.500 |
525.0 |
|
0.382 |
523.8 |
|
LOW |
519.5 |
|
0.618 |
512.5 |
|
1.000 |
508.3 |
|
1.618 |
501.5 |
|
2.618 |
490.3 |
|
4.250 |
472.3 |
|
|
| Fisher Pivots for day following 22-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
525.0 |
524.3 |
| PP |
524.8 |
523.8 |
| S1 |
524.8 |
523.3 |
|