ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 04-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2009 |
04-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
554.7 |
563.8 |
9.1 |
1.6% |
547.8 |
| High |
564.7 |
571.8 |
7.1 |
1.3% |
562.8 |
| Low |
553.0 |
557.6 |
4.6 |
0.8% |
541.9 |
| Close |
563.0 |
570.7 |
7.7 |
1.4% |
555.9 |
| Range |
11.7 |
14.2 |
2.5 |
21.4% |
20.9 |
| ATR |
12.6 |
12.7 |
0.1 |
0.9% |
0.0 |
| Volume |
135,805 |
125,798 |
-10,007 |
-7.4% |
592,074 |
|
| Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
609.3 |
604.3 |
578.5 |
|
| R3 |
595.0 |
590.0 |
574.5 |
|
| R2 |
581.0 |
581.0 |
573.3 |
|
| R1 |
575.8 |
575.8 |
572.0 |
578.3 |
| PP |
566.8 |
566.8 |
566.8 |
568.0 |
| S1 |
561.5 |
561.5 |
569.5 |
564.3 |
| S2 |
552.5 |
552.5 |
568.0 |
|
| S3 |
538.3 |
547.5 |
566.8 |
|
| S4 |
524.0 |
533.3 |
563.0 |
|
|
| 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 |
571.8 |
542.3 |
29.5 |
5.2% |
11.8 |
2.1% |
96% |
True |
False |
130,553 |
| 10 |
571.8 |
519.4 |
52.4 |
9.2% |
12.3 |
2.1% |
98% |
True |
False |
124,065 |
| 20 |
571.8 |
470.6 |
101.2 |
17.7% |
12.3 |
2.2% |
99% |
True |
False |
126,405 |
| 40 |
571.8 |
470.6 |
101.2 |
17.7% |
13.0 |
2.3% |
99% |
True |
False |
124,263 |
| 60 |
571.8 |
468.5 |
103.3 |
18.1% |
12.5 |
2.2% |
99% |
True |
False |
83,407 |
| 80 |
571.8 |
447.2 |
124.6 |
21.8% |
12.8 |
2.2% |
99% |
True |
False |
62,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
632.3 |
|
2.618 |
609.0 |
|
1.618 |
594.8 |
|
1.000 |
586.0 |
|
0.618 |
580.5 |
|
HIGH |
571.8 |
|
0.618 |
566.5 |
|
0.500 |
564.8 |
|
0.382 |
563.0 |
|
LOW |
557.5 |
|
0.618 |
548.8 |
|
1.000 |
543.5 |
|
1.618 |
534.5 |
|
2.618 |
520.5 |
|
4.250 |
497.3 |
|
|
| Fisher Pivots for day following 04-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
568.8 |
567.8 |
| PP |
566.8 |
564.8 |
| S1 |
564.8 |
561.5 |
|