ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 07-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
562.6 |
557.1 |
-5.5 |
-1.0% |
554.7 |
| High |
569.0 |
577.1 |
8.1 |
1.4% |
577.1 |
| Low |
554.6 |
554.2 |
-0.4 |
-0.1% |
553.0 |
| Close |
557.3 |
568.9 |
11.6 |
2.1% |
568.9 |
| Range |
14.4 |
22.9 |
8.5 |
59.0% |
24.1 |
| ATR |
12.8 |
13.5 |
0.7 |
5.6% |
0.0 |
| Volume |
140,462 |
127,093 |
-13,369 |
-9.5% |
658,967 |
|
| Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
635.5 |
625.0 |
581.5 |
|
| R3 |
612.5 |
602.3 |
575.3 |
|
| R2 |
589.8 |
589.8 |
573.0 |
|
| R1 |
579.3 |
579.3 |
571.0 |
584.5 |
| PP |
566.8 |
566.8 |
566.8 |
569.3 |
| S1 |
556.3 |
556.3 |
566.8 |
561.5 |
| S2 |
543.8 |
543.8 |
564.8 |
|
| S3 |
521.0 |
533.5 |
562.5 |
|
| S4 |
498.0 |
510.5 |
556.3 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
638.8 |
627.8 |
582.3 |
|
| R3 |
614.5 |
603.8 |
575.5 |
|
| R2 |
590.5 |
590.5 |
573.3 |
|
| R1 |
579.8 |
579.8 |
571.0 |
585.0 |
| PP |
566.3 |
566.3 |
566.3 |
569.0 |
| S1 |
555.5 |
555.5 |
566.8 |
561.0 |
| S2 |
542.3 |
542.3 |
564.5 |
|
| S3 |
518.3 |
531.5 |
562.3 |
|
| S4 |
494.0 |
507.3 |
555.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
577.1 |
553.0 |
24.1 |
4.2% |
15.3 |
2.7% |
66% |
True |
False |
131,793 |
| 10 |
577.1 |
541.9 |
35.2 |
6.2% |
12.8 |
2.3% |
77% |
True |
False |
125,104 |
| 20 |
577.1 |
472.2 |
104.9 |
18.4% |
13.3 |
2.3% |
92% |
True |
False |
125,663 |
| 40 |
577.1 |
470.6 |
106.5 |
18.7% |
13.3 |
2.3% |
92% |
True |
False |
132,372 |
| 60 |
577.1 |
469.7 |
107.4 |
18.9% |
13.0 |
2.3% |
92% |
True |
False |
89,763 |
| 80 |
577.1 |
447.2 |
129.9 |
22.8% |
13.0 |
2.3% |
94% |
True |
False |
67,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
674.5 |
|
2.618 |
637.0 |
|
1.618 |
614.3 |
|
1.000 |
600.0 |
|
0.618 |
591.3 |
|
HIGH |
577.0 |
|
0.618 |
568.3 |
|
0.500 |
565.8 |
|
0.382 |
563.0 |
|
LOW |
554.3 |
|
0.618 |
540.0 |
|
1.000 |
531.3 |
|
1.618 |
517.3 |
|
2.618 |
494.3 |
|
4.250 |
457.0 |
|
|
| Fisher Pivots for day following 07-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
567.8 |
567.8 |
| PP |
566.8 |
566.8 |
| S1 |
565.8 |
565.8 |
|