ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 23-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
524.7 |
524.5 |
-0.2 |
0.0% |
478.1 |
| High |
530.5 |
546.7 |
16.2 |
3.1% |
522.1 |
| Low |
519.4 |
524.5 |
5.1 |
1.0% |
472.2 |
| Close |
524.7 |
541.6 |
16.9 |
3.2% |
519.0 |
| Range |
11.1 |
22.2 |
11.1 |
100.0% |
49.9 |
| ATR |
13.1 |
13.8 |
0.6 |
5.0% |
0.0 |
| Volume |
117,881 |
112,584 |
-5,297 |
-4.5% |
660,197 |
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
604.3 |
595.0 |
553.8 |
|
| R3 |
582.0 |
573.0 |
547.8 |
|
| R2 |
559.8 |
559.8 |
545.8 |
|
| R1 |
550.8 |
550.8 |
543.8 |
555.3 |
| PP |
537.5 |
537.5 |
537.5 |
540.0 |
| S1 |
528.5 |
528.5 |
539.5 |
533.0 |
| S2 |
515.5 |
515.5 |
537.5 |
|
| S3 |
493.3 |
506.3 |
535.5 |
|
| S4 |
471.0 |
484.0 |
529.5 |
|
|
| 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 |
546.7 |
515.0 |
31.7 |
5.9% |
12.5 |
2.3% |
84% |
True |
False |
114,296 |
| 10 |
546.7 |
471.2 |
75.5 |
13.9% |
13.5 |
2.5% |
93% |
True |
False |
122,495 |
| 20 |
546.7 |
470.6 |
76.1 |
14.1% |
13.5 |
2.5% |
93% |
True |
False |
120,330 |
| 40 |
546.7 |
470.6 |
76.1 |
14.1% |
13.5 |
2.5% |
93% |
True |
False |
99,300 |
| 60 |
546.7 |
468.5 |
78.2 |
14.4% |
12.8 |
2.4% |
93% |
True |
False |
66,649 |
| 80 |
546.7 |
418.0 |
128.7 |
23.8% |
12.8 |
2.4% |
96% |
True |
False |
50,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
641.0 |
|
2.618 |
604.8 |
|
1.618 |
582.5 |
|
1.000 |
569.0 |
|
0.618 |
560.5 |
|
HIGH |
546.8 |
|
0.618 |
538.3 |
|
0.500 |
535.5 |
|
0.382 |
533.0 |
|
LOW |
524.5 |
|
0.618 |
510.8 |
|
1.000 |
502.3 |
|
1.618 |
488.5 |
|
2.618 |
466.5 |
|
4.250 |
430.3 |
|
|
| Fisher Pivots for day following 23-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
539.5 |
538.3 |
| PP |
537.5 |
534.8 |
| S1 |
535.5 |
531.3 |
|