ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 25-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2009 |
25-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
579.7 |
578.4 |
-1.3 |
-0.2% |
563.3 |
| High |
586.4 |
588.5 |
2.1 |
0.4% |
582.7 |
| Low |
577.0 |
576.4 |
-0.6 |
-0.1% |
545.4 |
| Close |
579.8 |
582.3 |
2.5 |
0.4% |
580.5 |
| Range |
9.4 |
12.1 |
2.7 |
28.7% |
37.3 |
| ATR |
14.3 |
14.1 |
-0.2 |
-1.1% |
0.0 |
| Volume |
127,466 |
110,062 |
-17,404 |
-13.7% |
639,620 |
|
| Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
618.8 |
612.5 |
589.0 |
|
| R3 |
606.5 |
600.5 |
585.8 |
|
| R2 |
594.5 |
594.5 |
584.5 |
|
| R1 |
588.5 |
588.5 |
583.5 |
591.5 |
| PP |
582.5 |
582.5 |
582.5 |
584.0 |
| S1 |
576.3 |
576.3 |
581.3 |
579.3 |
| S2 |
570.3 |
570.3 |
580.0 |
|
| S3 |
558.3 |
564.3 |
579.0 |
|
| S4 |
546.0 |
552.0 |
575.8 |
|
|
| 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 |
588.5 |
546.9 |
41.6 |
7.1% |
13.5 |
2.3% |
85% |
True |
False |
116,815 |
| 10 |
588.5 |
545.4 |
43.1 |
7.4% |
15.0 |
2.6% |
86% |
True |
False |
125,430 |
| 20 |
588.5 |
542.3 |
46.2 |
7.9% |
14.3 |
2.4% |
87% |
True |
False |
127,748 |
| 40 |
588.5 |
470.6 |
117.9 |
20.2% |
13.5 |
2.3% |
95% |
True |
False |
122,879 |
| 60 |
588.5 |
470.6 |
117.9 |
20.2% |
13.5 |
2.3% |
95% |
True |
False |
114,725 |
| 80 |
588.5 |
468.5 |
120.0 |
20.6% |
13.0 |
2.2% |
95% |
True |
False |
86,387 |
| 100 |
588.5 |
431.9 |
156.6 |
26.9% |
13.0 |
2.2% |
96% |
True |
False |
69,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
640.0 |
|
2.618 |
620.3 |
|
1.618 |
608.0 |
|
1.000 |
600.5 |
|
0.618 |
596.0 |
|
HIGH |
588.5 |
|
0.618 |
584.0 |
|
0.500 |
582.5 |
|
0.382 |
581.0 |
|
LOW |
576.5 |
|
0.618 |
569.0 |
|
1.000 |
564.3 |
|
1.618 |
556.8 |
|
2.618 |
544.8 |
|
4.250 |
525.0 |
|
|
| Fisher Pivots for day following 25-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
582.5 |
580.0 |
| PP |
582.5 |
577.5 |
| S1 |
582.3 |
575.3 |
|