ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 24-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
567.1 |
579.7 |
12.6 |
2.2% |
563.3 |
| High |
582.7 |
586.4 |
3.7 |
0.6% |
582.7 |
| Low |
562.0 |
577.0 |
15.0 |
2.7% |
545.4 |
| Close |
580.5 |
579.8 |
-0.7 |
-0.1% |
580.5 |
| Range |
20.7 |
9.4 |
-11.3 |
-54.6% |
37.3 |
| ATR |
14.6 |
14.3 |
-0.4 |
-2.6% |
0.0 |
| Volume |
112,747 |
127,466 |
14,719 |
13.1% |
639,620 |
|
| Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
609.3 |
604.0 |
585.0 |
|
| R3 |
599.8 |
594.5 |
582.5 |
|
| R2 |
590.5 |
590.5 |
581.5 |
|
| R1 |
585.3 |
585.3 |
580.8 |
587.8 |
| PP |
581.0 |
581.0 |
581.0 |
582.5 |
| S1 |
575.8 |
575.8 |
579.0 |
578.5 |
| S2 |
571.8 |
571.8 |
578.0 |
|
| S3 |
562.3 |
566.3 |
577.3 |
|
| S4 |
552.8 |
557.0 |
574.8 |
|
|
| 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 |
586.4 |
546.9 |
39.5 |
6.8% |
13.3 |
2.3% |
83% |
True |
False |
123,866 |
| 10 |
586.4 |
545.4 |
41.0 |
7.1% |
15.3 |
2.6% |
84% |
True |
False |
124,577 |
| 20 |
586.4 |
541.9 |
44.5 |
7.7% |
14.0 |
2.4% |
85% |
True |
False |
127,183 |
| 40 |
586.4 |
470.6 |
115.8 |
20.0% |
13.5 |
2.3% |
94% |
True |
False |
123,307 |
| 60 |
586.4 |
470.6 |
115.8 |
20.0% |
13.5 |
2.3% |
94% |
True |
False |
112,892 |
| 80 |
586.4 |
468.5 |
117.9 |
20.3% |
13.3 |
2.3% |
94% |
True |
False |
85,012 |
| 100 |
586.4 |
431.9 |
154.5 |
26.6% |
13.0 |
2.3% |
96% |
True |
False |
68,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
626.3 |
|
2.618 |
611.0 |
|
1.618 |
601.5 |
|
1.000 |
595.8 |
|
0.618 |
592.3 |
|
HIGH |
586.5 |
|
0.618 |
582.8 |
|
0.500 |
581.8 |
|
0.382 |
580.5 |
|
LOW |
577.0 |
|
0.618 |
571.3 |
|
1.000 |
567.5 |
|
1.618 |
561.8 |
|
2.618 |
552.5 |
|
4.250 |
537.0 |
|
|
| Fisher Pivots for day following 24-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
581.8 |
577.3 |
| PP |
581.0 |
574.5 |
| S1 |
580.5 |
571.8 |
|