ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 12-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
570.5 |
562.4 |
-8.1 |
-1.4% |
554.7 |
| High |
573.8 |
577.3 |
3.5 |
0.6% |
577.1 |
| Low |
558.5 |
558.0 |
-0.5 |
-0.1% |
553.0 |
| Close |
562.4 |
570.4 |
8.0 |
1.4% |
568.9 |
| Range |
15.3 |
19.3 |
4.0 |
26.1% |
24.1 |
| ATR |
13.4 |
13.8 |
0.4 |
3.2% |
0.0 |
| Volume |
101,527 |
114,507 |
12,980 |
12.8% |
658,967 |
|
| Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
626.5 |
617.8 |
581.0 |
|
| R3 |
607.3 |
598.5 |
575.8 |
|
| R2 |
587.8 |
587.8 |
574.0 |
|
| R1 |
579.3 |
579.3 |
572.3 |
583.5 |
| PP |
568.5 |
568.5 |
568.5 |
570.8 |
| S1 |
559.8 |
559.8 |
568.8 |
564.3 |
| S2 |
549.3 |
549.3 |
566.8 |
|
| S3 |
530.0 |
540.5 |
565.0 |
|
| S4 |
510.8 |
521.3 |
559.8 |
|
|
| 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 |
577.3 |
554.2 |
23.1 |
4.0% |
16.0 |
2.8% |
70% |
True |
False |
126,519 |
| 10 |
577.3 |
547.7 |
29.6 |
5.2% |
14.5 |
2.5% |
77% |
True |
False |
128,477 |
| 20 |
577.3 |
508.6 |
68.7 |
12.0% |
13.0 |
2.3% |
90% |
True |
False |
124,609 |
| 40 |
577.3 |
470.6 |
106.7 |
18.7% |
13.3 |
2.3% |
94% |
True |
False |
127,827 |
| 60 |
577.3 |
470.6 |
106.7 |
18.7% |
13.3 |
2.3% |
94% |
True |
False |
95,798 |
| 80 |
577.3 |
456.6 |
120.7 |
21.2% |
13.0 |
2.3% |
94% |
True |
False |
72,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
659.3 |
|
2.618 |
627.8 |
|
1.618 |
608.5 |
|
1.000 |
596.5 |
|
0.618 |
589.3 |
|
HIGH |
577.3 |
|
0.618 |
570.0 |
|
0.500 |
567.8 |
|
0.382 |
565.3 |
|
LOW |
558.0 |
|
0.618 |
546.0 |
|
1.000 |
538.8 |
|
1.618 |
526.8 |
|
2.618 |
507.5 |
|
4.250 |
476.0 |
|
|
| Fisher Pivots for day following 12-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
569.5 |
569.5 |
| PP |
568.5 |
568.5 |
| S1 |
567.8 |
567.8 |
|