ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 17-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
576.0 |
563.3 |
-12.7 |
-2.2% |
568.1 |
| High |
577.9 |
563.8 |
-14.1 |
-2.4% |
578.6 |
| Low |
556.6 |
545.4 |
-11.2 |
-2.0% |
556.6 |
| Close |
565.9 |
548.5 |
-17.4 |
-3.1% |
565.9 |
| Range |
21.3 |
18.4 |
-2.9 |
-13.6% |
22.0 |
| ATR |
14.2 |
14.7 |
0.4 |
3.1% |
0.0 |
| Volume |
115,079 |
147,754 |
32,675 |
28.4% |
627,694 |
|
| Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
607.8 |
596.5 |
558.5 |
|
| R3 |
589.3 |
578.3 |
553.5 |
|
| R2 |
571.0 |
571.0 |
551.8 |
|
| R1 |
559.8 |
559.8 |
550.3 |
556.3 |
| PP |
552.5 |
552.5 |
552.5 |
550.8 |
| S1 |
541.3 |
541.3 |
546.8 |
537.8 |
| S2 |
534.3 |
534.3 |
545.3 |
|
| S3 |
515.8 |
523.0 |
543.5 |
|
| S4 |
497.3 |
504.5 |
538.5 |
|
|
| 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 |
545.4 |
33.2 |
6.1% |
17.5 |
3.2% |
9% |
False |
True |
125,288 |
| 10 |
578.6 |
545.4 |
33.2 |
6.1% |
16.0 |
2.9% |
9% |
False |
True |
129,861 |
| 20 |
578.6 |
516.0 |
62.6 |
11.4% |
14.0 |
2.6% |
52% |
False |
False |
126,233 |
| 40 |
578.6 |
470.6 |
108.0 |
19.7% |
13.8 |
2.5% |
72% |
False |
False |
124,531 |
| 60 |
578.6 |
470.6 |
108.0 |
19.7% |
13.5 |
2.4% |
72% |
False |
False |
102,603 |
| 80 |
578.6 |
460.7 |
117.9 |
21.5% |
13.0 |
2.4% |
74% |
False |
False |
77,276 |
| 100 |
578.6 |
407.0 |
171.6 |
31.3% |
12.8 |
2.3% |
82% |
False |
False |
61,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
642.0 |
|
2.618 |
612.0 |
|
1.618 |
593.5 |
|
1.000 |
582.3 |
|
0.618 |
575.3 |
|
HIGH |
563.8 |
|
0.618 |
556.8 |
|
0.500 |
554.5 |
|
0.382 |
552.5 |
|
LOW |
545.5 |
|
0.618 |
534.0 |
|
1.000 |
527.0 |
|
1.618 |
515.8 |
|
2.618 |
497.3 |
|
4.250 |
467.3 |
|
|
| Fisher Pivots for day following 17-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
554.5 |
562.0 |
| PP |
552.5 |
557.5 |
| S1 |
550.5 |
553.0 |
|