ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 18-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
563.3 |
548.1 |
-15.2 |
-2.7% |
568.1 |
| High |
563.8 |
557.7 |
-6.1 |
-1.1% |
578.6 |
| Low |
545.4 |
547.5 |
2.1 |
0.4% |
556.6 |
| Close |
548.5 |
555.9 |
7.4 |
1.3% |
565.9 |
| Range |
18.4 |
10.2 |
-8.2 |
-44.6% |
22.0 |
| ATR |
14.7 |
14.4 |
-0.3 |
-2.2% |
0.0 |
| Volume |
147,754 |
145,317 |
-2,437 |
-1.6% |
627,694 |
|
| Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
584.3 |
580.3 |
561.5 |
|
| R3 |
574.0 |
570.0 |
558.8 |
|
| R2 |
564.0 |
564.0 |
557.8 |
|
| R1 |
560.0 |
560.0 |
556.8 |
562.0 |
| PP |
553.8 |
553.8 |
553.8 |
554.8 |
| S1 |
549.8 |
549.8 |
555.0 |
551.8 |
| S2 |
543.5 |
543.5 |
554.0 |
|
| S3 |
533.3 |
539.5 |
553.0 |
|
| S4 |
523.0 |
529.3 |
550.3 |
|
|
| 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 |
545.4 |
33.2 |
6.0% |
16.5 |
2.9% |
32% |
False |
False |
134,046 |
| 10 |
578.6 |
545.4 |
33.2 |
6.0% |
15.8 |
2.8% |
32% |
False |
False |
131,812 |
| 20 |
578.6 |
519.4 |
59.2 |
10.6% |
14.0 |
2.5% |
62% |
False |
False |
127,939 |
| 40 |
578.6 |
470.6 |
108.0 |
19.4% |
13.5 |
2.4% |
79% |
False |
False |
125,290 |
| 60 |
578.6 |
470.6 |
108.0 |
19.4% |
13.5 |
2.4% |
79% |
False |
False |
105,024 |
| 80 |
578.6 |
460.7 |
117.9 |
21.2% |
13.0 |
2.3% |
81% |
False |
False |
79,092 |
| 100 |
578.6 |
407.0 |
171.6 |
30.9% |
12.8 |
2.3% |
87% |
False |
False |
63,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
601.0 |
|
2.618 |
584.5 |
|
1.618 |
574.3 |
|
1.000 |
568.0 |
|
0.618 |
564.0 |
|
HIGH |
557.8 |
|
0.618 |
553.8 |
|
0.500 |
552.5 |
|
0.382 |
551.5 |
|
LOW |
547.5 |
|
0.618 |
541.3 |
|
1.000 |
537.3 |
|
1.618 |
531.0 |
|
2.618 |
520.8 |
|
4.250 |
504.3 |
|
|
| Fisher Pivots for day following 18-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
554.8 |
561.8 |
| PP |
553.8 |
559.8 |
| S1 |
552.5 |
557.8 |
|