ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 02-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2009 |
02-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
571.3 |
556.7 |
-14.6 |
-2.6% |
579.7 |
| High |
580.2 |
560.0 |
-20.2 |
-3.5% |
590.7 |
| Low |
555.6 |
553.3 |
-2.3 |
-0.4% |
570.8 |
| Close |
557.5 |
554.8 |
-2.7 |
-0.5% |
579.1 |
| Range |
24.6 |
6.7 |
-17.9 |
-72.8% |
19.9 |
| ATR |
14.5 |
14.0 |
-0.6 |
-3.8% |
0.0 |
| Volume |
136,922 |
232,521 |
95,599 |
69.8% |
635,374 |
|
| Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
576.3 |
572.3 |
558.5 |
|
| R3 |
569.5 |
565.5 |
556.8 |
|
| R2 |
562.8 |
562.8 |
556.0 |
|
| R1 |
558.8 |
558.8 |
555.5 |
557.5 |
| PP |
556.0 |
556.0 |
556.0 |
555.3 |
| S1 |
552.0 |
552.0 |
554.3 |
550.8 |
| S2 |
549.3 |
549.3 |
553.5 |
|
| S3 |
542.8 |
545.3 |
553.0 |
|
| S4 |
536.0 |
538.8 |
551.0 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
640.0 |
629.5 |
590.0 |
|
| R3 |
620.0 |
609.5 |
584.5 |
|
| R2 |
600.0 |
600.0 |
582.8 |
|
| R1 |
589.5 |
589.5 |
581.0 |
585.0 |
| PP |
580.3 |
580.3 |
580.3 |
577.8 |
| S1 |
569.8 |
569.8 |
577.3 |
565.0 |
| S2 |
560.3 |
560.3 |
575.5 |
|
| S3 |
540.5 |
549.8 |
573.8 |
|
| S4 |
520.5 |
530.0 |
568.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
590.7 |
553.3 |
37.4 |
6.7% |
14.8 |
2.7% |
4% |
False |
True |
155,129 |
| 10 |
590.7 |
553.3 |
37.4 |
6.7% |
13.5 |
2.4% |
4% |
False |
True |
136,907 |
| 20 |
590.7 |
545.4 |
45.3 |
8.2% |
14.8 |
2.6% |
21% |
False |
False |
133,672 |
| 40 |
590.7 |
471.2 |
119.5 |
21.5% |
13.5 |
2.4% |
70% |
False |
False |
130,246 |
| 60 |
590.7 |
470.6 |
120.1 |
21.6% |
13.8 |
2.5% |
70% |
False |
False |
129,461 |
| 80 |
590.7 |
468.5 |
122.2 |
22.0% |
13.3 |
2.4% |
71% |
False |
False |
97,596 |
| 100 |
590.7 |
447.2 |
143.5 |
25.9% |
13.3 |
2.4% |
75% |
False |
False |
78,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
588.5 |
|
2.618 |
577.5 |
|
1.618 |
570.8 |
|
1.000 |
566.8 |
|
0.618 |
564.3 |
|
HIGH |
560.0 |
|
0.618 |
557.5 |
|
0.500 |
556.8 |
|
0.382 |
555.8 |
|
LOW |
553.3 |
|
0.618 |
549.3 |
|
1.000 |
546.5 |
|
1.618 |
542.5 |
|
2.618 |
535.8 |
|
4.250 |
524.8 |
|
|
| Fisher Pivots for day following 02-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
556.8 |
567.0 |
| PP |
556.0 |
562.8 |
| S1 |
555.5 |
558.8 |
|