ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 10-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
557.1 |
568.1 |
11.0 |
2.0% |
554.7 |
| High |
577.1 |
574.1 |
-3.0 |
-0.5% |
577.1 |
| Low |
554.2 |
565.4 |
11.2 |
2.0% |
553.0 |
| Close |
568.9 |
571.3 |
2.4 |
0.4% |
568.9 |
| Range |
22.9 |
8.7 |
-14.2 |
-62.0% |
24.1 |
| ATR |
13.5 |
13.2 |
-0.3 |
-2.6% |
0.0 |
| Volume |
127,093 |
149,007 |
21,914 |
17.2% |
658,967 |
|
| Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
596.3 |
592.5 |
576.0 |
|
| R3 |
587.8 |
583.8 |
573.8 |
|
| R2 |
579.0 |
579.0 |
573.0 |
|
| R1 |
575.3 |
575.3 |
572.0 |
577.0 |
| PP |
570.3 |
570.3 |
570.3 |
571.3 |
| S1 |
566.5 |
566.5 |
570.5 |
568.3 |
| S2 |
561.5 |
561.5 |
569.8 |
|
| S3 |
552.8 |
557.8 |
569.0 |
|
| S4 |
544.3 |
549.0 |
566.5 |
|
|
| 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 |
554.2 |
22.9 |
4.0% |
14.8 |
2.6% |
75% |
False |
False |
134,433 |
| 10 |
577.1 |
541.9 |
35.2 |
6.2% |
12.8 |
2.2% |
84% |
False |
False |
129,789 |
| 20 |
577.1 |
487.8 |
89.3 |
15.6% |
12.8 |
2.2% |
94% |
False |
False |
126,584 |
| 40 |
577.1 |
470.6 |
106.5 |
18.6% |
13.3 |
2.3% |
95% |
False |
False |
131,463 |
| 60 |
577.1 |
470.6 |
106.5 |
18.6% |
13.0 |
2.3% |
95% |
False |
False |
92,226 |
| 80 |
577.1 |
447.2 |
129.9 |
22.7% |
13.0 |
2.3% |
96% |
False |
False |
69,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
611.0 |
|
2.618 |
597.0 |
|
1.618 |
588.3 |
|
1.000 |
582.8 |
|
0.618 |
579.5 |
|
HIGH |
574.0 |
|
0.618 |
570.8 |
|
0.500 |
569.8 |
|
0.382 |
568.8 |
|
LOW |
565.5 |
|
0.618 |
560.0 |
|
1.000 |
556.8 |
|
1.618 |
551.3 |
|
2.618 |
542.5 |
|
4.250 |
528.5 |
|
|
| Fisher Pivots for day following 10-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
570.8 |
569.5 |
| PP |
570.3 |
567.5 |
| S1 |
569.8 |
565.8 |
|