ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 05-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
563.8 |
571.1 |
7.3 |
1.3% |
547.8 |
| High |
571.8 |
571.6 |
-0.2 |
0.0% |
562.8 |
| Low |
557.6 |
558.5 |
0.9 |
0.2% |
541.9 |
| Close |
570.7 |
565.9 |
-4.8 |
-0.8% |
555.9 |
| Range |
14.2 |
13.1 |
-1.1 |
-7.7% |
20.9 |
| ATR |
12.7 |
12.7 |
0.0 |
0.2% |
0.0 |
| Volume |
125,798 |
129,809 |
4,011 |
3.2% |
592,074 |
|
| Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
604.8 |
598.3 |
573.0 |
|
| R3 |
591.5 |
585.3 |
569.5 |
|
| R2 |
578.5 |
578.5 |
568.3 |
|
| R1 |
572.3 |
572.3 |
567.0 |
568.8 |
| PP |
565.3 |
565.3 |
565.3 |
563.5 |
| S1 |
559.0 |
559.0 |
564.8 |
555.8 |
| S2 |
552.3 |
552.3 |
563.5 |
|
| S3 |
539.3 |
546.0 |
562.3 |
|
| S4 |
526.0 |
532.8 |
558.8 |
|
|
| 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 |
547.7 |
24.1 |
4.3% |
12.8 |
2.3% |
76% |
False |
False |
130,435 |
| 10 |
571.8 |
524.5 |
47.3 |
8.4% |
12.5 |
2.2% |
88% |
False |
False |
125,257 |
| 20 |
571.8 |
471.2 |
100.6 |
17.8% |
12.3 |
2.2% |
94% |
False |
False |
126,820 |
| 40 |
571.8 |
470.6 |
101.2 |
17.9% |
13.3 |
2.3% |
94% |
False |
False |
127,355 |
| 60 |
571.8 |
468.5 |
103.3 |
18.3% |
12.8 |
2.2% |
94% |
False |
False |
85,571 |
| 80 |
571.8 |
447.2 |
124.6 |
22.0% |
12.8 |
2.3% |
95% |
False |
False |
64,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
627.3 |
|
2.618 |
606.0 |
|
1.618 |
592.8 |
|
1.000 |
584.8 |
|
0.618 |
579.8 |
|
HIGH |
571.5 |
|
0.618 |
566.5 |
|
0.500 |
565.0 |
|
0.382 |
563.5 |
|
LOW |
558.5 |
|
0.618 |
550.5 |
|
1.000 |
545.5 |
|
1.618 |
537.3 |
|
2.618 |
524.3 |
|
4.250 |
502.8 |
|
|
| Fisher Pivots for day following 05-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
565.5 |
564.8 |
| PP |
565.3 |
563.5 |
| S1 |
565.0 |
562.5 |
|