ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 27-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
580.9 |
583.0 |
2.1 |
0.4% |
563.3 |
| High |
586.5 |
585.6 |
-0.9 |
-0.2% |
582.7 |
| Low |
579.1 |
570.8 |
-8.3 |
-1.4% |
545.4 |
| Close |
582.9 |
582.4 |
-0.5 |
-0.1% |
580.5 |
| Range |
7.4 |
14.8 |
7.4 |
100.0% |
37.3 |
| ATR |
13.6 |
13.7 |
0.1 |
0.6% |
0.0 |
| Volume |
125,397 |
120,109 |
-5,288 |
-4.2% |
639,620 |
|
| Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
624.0 |
618.0 |
590.5 |
|
| R3 |
609.3 |
603.3 |
586.5 |
|
| R2 |
594.5 |
594.5 |
585.0 |
|
| R1 |
588.5 |
588.5 |
583.8 |
584.0 |
| PP |
579.5 |
579.5 |
579.5 |
577.5 |
| S1 |
573.5 |
573.5 |
581.0 |
569.3 |
| S2 |
564.8 |
564.8 |
579.8 |
|
| S3 |
550.0 |
558.8 |
578.3 |
|
| S4 |
535.3 |
544.0 |
574.3 |
|
|
| 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 |
562.0 |
26.5 |
4.6% |
13.0 |
2.2% |
77% |
False |
False |
119,156 |
| 10 |
588.5 |
545.4 |
43.1 |
7.4% |
14.0 |
2.4% |
86% |
False |
False |
123,773 |
| 20 |
588.5 |
545.4 |
43.1 |
7.4% |
14.0 |
2.4% |
86% |
False |
False |
127,704 |
| 40 |
588.5 |
470.6 |
117.9 |
20.2% |
13.5 |
2.3% |
95% |
False |
False |
122,810 |
| 60 |
588.5 |
470.6 |
117.9 |
20.2% |
13.5 |
2.3% |
95% |
False |
False |
118,772 |
| 80 |
588.5 |
468.5 |
120.0 |
20.6% |
13.0 |
2.2% |
95% |
False |
False |
89,431 |
| 100 |
588.5 |
433.7 |
154.8 |
26.6% |
13.0 |
2.3% |
96% |
False |
False |
71,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
648.5 |
|
2.618 |
624.3 |
|
1.618 |
609.5 |
|
1.000 |
600.5 |
|
0.618 |
594.8 |
|
HIGH |
585.5 |
|
0.618 |
580.0 |
|
0.500 |
578.3 |
|
0.382 |
576.5 |
|
LOW |
570.8 |
|
0.618 |
561.8 |
|
1.000 |
556.0 |
|
1.618 |
546.8 |
|
2.618 |
532.0 |
|
4.250 |
508.0 |
|
|
| Fisher Pivots for day following 27-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
581.0 |
581.5 |
| PP |
579.5 |
580.5 |
| S1 |
578.3 |
579.8 |
|