ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 30-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
548.4 |
548.0 |
-0.4 |
-0.1% |
518.5 |
| High |
549.8 |
562.8 |
13.0 |
2.4% |
548.6 |
| Low |
542.3 |
547.7 |
5.4 |
1.0% |
516.0 |
| Close |
547.6 |
555.4 |
7.8 |
1.4% |
547.8 |
| Range |
7.5 |
15.1 |
7.6 |
101.3% |
32.6 |
| ATR |
12.6 |
12.8 |
0.2 |
1.4% |
0.0 |
| Volume |
130,399 |
115,989 |
-14,410 |
-11.1% |
602,035 |
|
| Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
600.5 |
593.0 |
563.8 |
|
| R3 |
585.5 |
578.0 |
559.5 |
|
| R2 |
570.5 |
570.5 |
558.3 |
|
| R1 |
563.0 |
563.0 |
556.8 |
566.8 |
| PP |
555.3 |
555.3 |
555.3 |
557.3 |
| S1 |
547.8 |
547.8 |
554.0 |
551.5 |
| S2 |
540.3 |
540.3 |
552.8 |
|
| S3 |
525.0 |
532.8 |
551.3 |
|
| S4 |
510.0 |
517.5 |
547.0 |
|
|
| 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 |
562.8 |
537.4 |
25.4 |
4.6% |
10.8 |
1.9% |
71% |
True |
False |
120,761 |
| 10 |
562.8 |
515.0 |
47.8 |
8.6% |
11.5 |
2.1% |
85% |
True |
False |
117,529 |
| 20 |
562.8 |
470.6 |
92.2 |
16.6% |
13.0 |
2.3% |
92% |
True |
False |
117,917 |
| 40 |
562.8 |
470.6 |
92.2 |
16.6% |
13.0 |
2.4% |
92% |
True |
False |
114,306 |
| 60 |
562.8 |
468.5 |
94.3 |
17.0% |
12.8 |
2.3% |
92% |
True |
False |
76,674 |
| 80 |
562.8 |
433.7 |
129.1 |
23.2% |
12.8 |
2.3% |
94% |
True |
False |
57,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
627.0 |
|
2.618 |
602.3 |
|
1.618 |
587.3 |
|
1.000 |
578.0 |
|
0.618 |
572.3 |
|
HIGH |
562.8 |
|
0.618 |
557.0 |
|
0.500 |
555.3 |
|
0.382 |
553.5 |
|
LOW |
547.8 |
|
0.618 |
538.3 |
|
1.000 |
532.5 |
|
1.618 |
523.3 |
|
2.618 |
508.3 |
|
4.250 |
483.5 |
|
|
| Fisher Pivots for day following 30-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
555.3 |
554.5 |
| PP |
555.3 |
553.3 |
| S1 |
555.3 |
552.3 |
|