ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 03-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
554.9 |
554.7 |
-0.2 |
0.0% |
547.8 |
| High |
561.4 |
564.7 |
3.3 |
0.6% |
562.8 |
| Low |
551.4 |
553.0 |
1.6 |
0.3% |
541.9 |
| Close |
555.9 |
563.0 |
7.1 |
1.3% |
555.9 |
| Range |
10.0 |
11.7 |
1.7 |
17.0% |
20.9 |
| ATR |
12.6 |
12.6 |
-0.1 |
-0.5% |
0.0 |
| Volume |
144,775 |
135,805 |
-8,970 |
-6.2% |
592,074 |
|
| Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
595.3 |
590.8 |
569.5 |
|
| R3 |
583.8 |
579.3 |
566.3 |
|
| R2 |
572.0 |
572.0 |
565.3 |
|
| R1 |
567.5 |
567.5 |
564.0 |
569.8 |
| PP |
560.3 |
560.3 |
560.3 |
561.3 |
| S1 |
555.8 |
555.8 |
562.0 |
558.0 |
| S2 |
548.5 |
548.5 |
560.8 |
|
| S3 |
536.8 |
544.0 |
559.8 |
|
| S4 |
525.3 |
532.3 |
556.5 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
616.3 |
607.0 |
567.5 |
|
| R3 |
595.3 |
586.0 |
561.8 |
|
| R2 |
574.5 |
574.5 |
559.8 |
|
| R1 |
565.3 |
565.3 |
557.8 |
569.8 |
| PP |
553.5 |
553.5 |
553.5 |
555.8 |
| S1 |
544.3 |
544.3 |
554.0 |
549.0 |
| S2 |
532.8 |
532.8 |
552.0 |
|
| S3 |
511.8 |
523.3 |
550.3 |
|
| S4 |
490.8 |
502.5 |
544.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
564.7 |
541.9 |
22.8 |
4.0% |
10.8 |
1.9% |
93% |
True |
False |
125,145 |
| 10 |
564.7 |
516.0 |
48.7 |
8.7% |
12.3 |
2.2% |
97% |
True |
False |
122,606 |
| 20 |
564.7 |
470.6 |
94.1 |
16.7% |
12.3 |
2.2% |
98% |
True |
False |
126,155 |
| 40 |
564.7 |
470.6 |
94.1 |
16.7% |
13.0 |
2.3% |
98% |
True |
False |
121,165 |
| 60 |
564.7 |
468.5 |
96.2 |
17.1% |
12.5 |
2.2% |
98% |
True |
False |
81,311 |
| 80 |
564.7 |
447.2 |
117.5 |
20.9% |
12.8 |
2.3% |
99% |
True |
False |
61,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
614.5 |
|
2.618 |
595.3 |
|
1.618 |
583.8 |
|
1.000 |
576.5 |
|
0.618 |
572.0 |
|
HIGH |
564.8 |
|
0.618 |
560.3 |
|
0.500 |
558.8 |
|
0.382 |
557.5 |
|
LOW |
553.0 |
|
0.618 |
545.8 |
|
1.000 |
541.3 |
|
1.618 |
534.0 |
|
2.618 |
522.3 |
|
4.250 |
503.3 |
|
|
| Fisher Pivots for day following 03-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
561.5 |
560.8 |
| PP |
560.3 |
558.5 |
| S1 |
558.8 |
556.3 |
|