ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 21-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2009 |
21-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
560.9 |
567.1 |
6.2 |
1.1% |
563.3 |
| High |
568.5 |
582.7 |
14.2 |
2.5% |
582.7 |
| Low |
557.3 |
562.0 |
4.7 |
0.8% |
545.4 |
| Close |
567.2 |
580.5 |
13.3 |
2.3% |
580.5 |
| Range |
11.2 |
20.7 |
9.5 |
84.8% |
37.3 |
| ATR |
14.2 |
14.6 |
0.5 |
3.3% |
0.0 |
| Volume |
117,755 |
112,747 |
-5,008 |
-4.3% |
639,620 |
|
| Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
637.3 |
629.5 |
592.0 |
|
| R3 |
616.5 |
608.8 |
586.3 |
|
| R2 |
595.8 |
595.8 |
584.3 |
|
| R1 |
588.3 |
588.3 |
582.5 |
592.0 |
| PP |
575.0 |
575.0 |
575.0 |
577.0 |
| S1 |
567.5 |
567.5 |
578.5 |
571.3 |
| S2 |
554.3 |
554.3 |
576.8 |
|
| S3 |
533.8 |
546.8 |
574.8 |
|
| S4 |
513.0 |
526.0 |
569.0 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
681.5 |
668.3 |
601.0 |
|
| R3 |
644.3 |
631.0 |
590.8 |
|
| R2 |
606.8 |
606.8 |
587.3 |
|
| R1 |
593.8 |
593.8 |
584.0 |
600.3 |
| PP |
569.5 |
569.5 |
569.5 |
572.8 |
| S1 |
556.3 |
556.3 |
577.0 |
563.0 |
| S2 |
532.3 |
532.3 |
573.8 |
|
| S3 |
495.0 |
519.0 |
570.3 |
|
| S4 |
457.8 |
481.8 |
560.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
582.7 |
545.4 |
37.3 |
6.4% |
15.0 |
2.6% |
94% |
True |
False |
127,924 |
| 10 |
582.7 |
545.4 |
37.3 |
6.4% |
15.3 |
2.6% |
94% |
True |
False |
126,731 |
| 20 |
582.7 |
541.9 |
40.8 |
7.0% |
14.0 |
2.4% |
95% |
True |
False |
125,917 |
| 40 |
582.7 |
470.6 |
112.1 |
19.3% |
13.5 |
2.3% |
98% |
True |
False |
123,963 |
| 60 |
582.7 |
470.6 |
112.1 |
19.3% |
13.8 |
2.3% |
98% |
True |
False |
110,769 |
| 80 |
582.7 |
468.5 |
114.2 |
19.7% |
13.0 |
2.3% |
98% |
True |
False |
83,419 |
| 100 |
582.7 |
431.9 |
150.8 |
26.0% |
13.3 |
2.3% |
99% |
True |
False |
66,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
670.8 |
|
2.618 |
637.0 |
|
1.618 |
616.3 |
|
1.000 |
603.5 |
|
0.618 |
595.5 |
|
HIGH |
582.8 |
|
0.618 |
574.8 |
|
0.500 |
572.3 |
|
0.382 |
570.0 |
|
LOW |
562.0 |
|
0.618 |
549.3 |
|
1.000 |
541.3 |
|
1.618 |
528.5 |
|
2.618 |
507.8 |
|
4.250 |
474.0 |
|
|
| Fisher Pivots for day following 21-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
577.8 |
575.3 |
| PP |
575.0 |
570.0 |
| S1 |
572.3 |
564.8 |
|