ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 24-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
524.5 |
539.1 |
14.6 |
2.8% |
518.5 |
| High |
546.7 |
548.6 |
1.9 |
0.3% |
548.6 |
| Low |
524.5 |
537.4 |
12.9 |
2.5% |
516.0 |
| Close |
541.6 |
547.8 |
6.2 |
1.1% |
547.8 |
| Range |
22.2 |
11.2 |
-11.0 |
-49.5% |
32.6 |
| ATR |
13.8 |
13.6 |
-0.2 |
-1.3% |
0.0 |
| Volume |
112,584 |
156,509 |
43,925 |
39.0% |
602,035 |
|
| Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
578.3 |
574.3 |
554.0 |
|
| R3 |
567.0 |
563.0 |
551.0 |
|
| R2 |
555.8 |
555.8 |
549.8 |
|
| R1 |
551.8 |
551.8 |
548.8 |
553.8 |
| PP |
544.5 |
544.5 |
544.5 |
545.5 |
| S1 |
540.5 |
540.5 |
546.8 |
542.5 |
| S2 |
533.5 |
533.5 |
545.8 |
|
| S3 |
522.3 |
529.5 |
544.8 |
|
| S4 |
511.0 |
518.3 |
541.8 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
635.3 |
624.3 |
565.8 |
|
| R3 |
602.8 |
591.5 |
556.8 |
|
| R2 |
570.0 |
570.0 |
553.8 |
|
| R1 |
559.0 |
559.0 |
550.8 |
564.5 |
| PP |
537.5 |
537.5 |
537.5 |
540.3 |
| S1 |
526.3 |
526.3 |
544.8 |
532.0 |
| S2 |
504.8 |
504.8 |
541.8 |
|
| S3 |
472.3 |
493.8 |
538.8 |
|
| S4 |
439.8 |
461.3 |
529.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
548.6 |
516.0 |
32.6 |
6.0% |
13.5 |
2.5% |
98% |
True |
False |
120,407 |
| 10 |
548.6 |
472.2 |
76.4 |
13.9% |
13.5 |
2.5% |
99% |
True |
False |
126,223 |
| 20 |
548.6 |
470.6 |
78.0 |
14.2% |
13.0 |
2.4% |
99% |
True |
False |
122,010 |
| 40 |
548.6 |
470.6 |
78.0 |
14.2% |
13.5 |
2.5% |
99% |
True |
False |
103,195 |
| 60 |
548.6 |
468.5 |
80.1 |
14.6% |
12.8 |
2.3% |
99% |
True |
False |
69,253 |
| 80 |
548.6 |
431.9 |
116.7 |
21.3% |
13.0 |
2.4% |
99% |
True |
False |
51,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
596.3 |
|
2.618 |
578.0 |
|
1.618 |
566.8 |
|
1.000 |
559.8 |
|
0.618 |
555.5 |
|
HIGH |
548.5 |
|
0.618 |
544.3 |
|
0.500 |
543.0 |
|
0.382 |
541.8 |
|
LOW |
537.5 |
|
0.618 |
530.5 |
|
1.000 |
526.3 |
|
1.618 |
519.3 |
|
2.618 |
508.0 |
|
4.250 |
489.8 |
|
|
| Fisher Pivots for day following 24-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
546.3 |
543.3 |
| PP |
544.5 |
538.5 |
| S1 |
543.0 |
534.0 |
|