ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 11-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
568.1 |
570.5 |
2.4 |
0.4% |
554.7 |
| High |
574.1 |
573.8 |
-0.3 |
-0.1% |
577.1 |
| Low |
565.4 |
558.5 |
-6.9 |
-1.2% |
553.0 |
| Close |
571.3 |
562.4 |
-8.9 |
-1.6% |
568.9 |
| Range |
8.7 |
15.3 |
6.6 |
75.9% |
24.1 |
| ATR |
13.2 |
13.4 |
0.1 |
1.1% |
0.0 |
| Volume |
149,007 |
101,527 |
-47,480 |
-31.9% |
658,967 |
|
| Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
610.8 |
602.0 |
570.8 |
|
| R3 |
595.5 |
586.5 |
566.5 |
|
| R2 |
580.3 |
580.3 |
565.3 |
|
| R1 |
571.3 |
571.3 |
563.8 |
568.0 |
| PP |
565.0 |
565.0 |
565.0 |
563.3 |
| S1 |
556.0 |
556.0 |
561.0 |
552.8 |
| S2 |
549.5 |
549.5 |
559.5 |
|
| S3 |
534.3 |
540.8 |
558.3 |
|
| S4 |
519.0 |
525.5 |
554.0 |
|
|
| 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 |
4.1% |
15.0 |
2.6% |
36% |
False |
False |
129,579 |
| 10 |
577.1 |
542.3 |
34.8 |
6.2% |
13.3 |
2.4% |
58% |
False |
False |
130,066 |
| 20 |
577.1 |
498.5 |
78.6 |
14.0% |
12.8 |
2.3% |
81% |
False |
False |
124,809 |
| 40 |
577.1 |
470.6 |
106.5 |
18.9% |
13.3 |
2.3% |
86% |
False |
False |
130,090 |
| 60 |
577.1 |
470.6 |
106.5 |
18.9% |
13.0 |
2.3% |
86% |
False |
False |
93,897 |
| 80 |
577.1 |
447.2 |
129.9 |
23.1% |
13.0 |
2.3% |
89% |
False |
False |
70,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
638.8 |
|
2.618 |
613.8 |
|
1.618 |
598.5 |
|
1.000 |
589.0 |
|
0.618 |
583.3 |
|
HIGH |
573.8 |
|
0.618 |
568.0 |
|
0.500 |
566.3 |
|
0.382 |
564.3 |
|
LOW |
558.5 |
|
0.618 |
549.0 |
|
1.000 |
543.3 |
|
1.618 |
533.8 |
|
2.618 |
518.5 |
|
4.250 |
493.5 |
|
|
| Fisher Pivots for day following 11-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
566.3 |
565.8 |
| PP |
565.0 |
564.5 |
| S1 |
563.8 |
563.5 |
|