ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 14-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
572.8 |
576.0 |
3.2 |
0.6% |
568.1 |
| High |
578.6 |
577.9 |
-0.7 |
-0.1% |
578.6 |
| Low |
565.9 |
556.6 |
-9.3 |
-1.6% |
556.6 |
| Close |
575.5 |
565.9 |
-9.6 |
-1.7% |
565.9 |
| Range |
12.7 |
21.3 |
8.6 |
67.7% |
22.0 |
| ATR |
13.7 |
14.2 |
0.5 |
4.0% |
0.0 |
| Volume |
147,574 |
115,079 |
-32,495 |
-22.0% |
627,694 |
|
| Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
630.8 |
619.5 |
577.5 |
|
| R3 |
609.5 |
598.3 |
571.8 |
|
| R2 |
588.0 |
588.0 |
569.8 |
|
| R1 |
577.0 |
577.0 |
567.8 |
572.0 |
| PP |
566.8 |
566.8 |
566.8 |
564.3 |
| S1 |
555.8 |
555.8 |
564.0 |
550.5 |
| S2 |
545.5 |
545.5 |
562.0 |
|
| S3 |
524.3 |
534.5 |
560.0 |
|
| S4 |
503.0 |
513.0 |
554.3 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
633.0 |
621.5 |
578.0 |
|
| R3 |
611.0 |
599.5 |
572.0 |
|
| R2 |
589.0 |
589.0 |
570.0 |
|
| R1 |
577.5 |
577.5 |
568.0 |
572.3 |
| PP |
567.0 |
567.0 |
567.0 |
564.5 |
| S1 |
555.5 |
555.5 |
564.0 |
550.3 |
| S2 |
545.0 |
545.0 |
561.8 |
|
| S3 |
523.0 |
533.5 |
559.8 |
|
| S4 |
501.0 |
511.5 |
553.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
578.6 |
556.6 |
22.0 |
3.9% |
15.5 |
2.7% |
42% |
False |
True |
125,538 |
| 10 |
578.6 |
553.0 |
25.6 |
4.5% |
15.3 |
2.7% |
50% |
False |
False |
128,666 |
| 20 |
578.6 |
516.0 |
62.6 |
11.1% |
13.8 |
2.4% |
80% |
False |
False |
124,038 |
| 40 |
578.6 |
470.6 |
108.0 |
19.1% |
13.5 |
2.4% |
88% |
False |
False |
124,399 |
| 60 |
578.6 |
470.6 |
108.0 |
19.1% |
13.3 |
2.3% |
88% |
False |
False |
100,141 |
| 80 |
578.6 |
460.7 |
117.9 |
20.8% |
13.0 |
2.3% |
89% |
False |
False |
75,429 |
| 100 |
578.6 |
407.0 |
171.6 |
30.3% |
12.8 |
2.3% |
93% |
False |
False |
60,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
668.5 |
|
2.618 |
633.8 |
|
1.618 |
612.3 |
|
1.000 |
599.3 |
|
0.618 |
591.0 |
|
HIGH |
578.0 |
|
0.618 |
569.8 |
|
0.500 |
567.3 |
|
0.382 |
564.8 |
|
LOW |
556.5 |
|
0.618 |
543.5 |
|
1.000 |
535.3 |
|
1.618 |
522.3 |
|
2.618 |
500.8 |
|
4.250 |
466.0 |
|
|
| Fisher Pivots for day following 14-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
567.3 |
567.5 |
| PP |
566.8 |
567.0 |
| S1 |
566.3 |
566.5 |
|