ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 04-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
554.7 |
560.7 |
6.0 |
1.1% |
578.8 |
| High |
561.8 |
570.1 |
8.3 |
1.5% |
580.5 |
| Low |
550.8 |
557.4 |
6.6 |
1.2% |
550.8 |
| Close |
560.6 |
567.8 |
7.2 |
1.3% |
567.8 |
| Range |
11.0 |
12.7 |
1.7 |
15.5% |
29.7 |
| ATR |
13.7 |
13.7 |
-0.1 |
-0.5% |
0.0 |
| Volume |
129,160 |
139,190 |
10,030 |
7.8% |
771,549 |
|
| Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
603.3 |
598.3 |
574.8 |
|
| R3 |
590.5 |
585.5 |
571.3 |
|
| R2 |
577.8 |
577.8 |
570.3 |
|
| R1 |
572.8 |
572.8 |
569.0 |
575.3 |
| PP |
565.0 |
565.0 |
565.0 |
566.3 |
| S1 |
560.0 |
560.0 |
566.8 |
562.5 |
| S2 |
552.5 |
552.5 |
565.5 |
|
| S3 |
539.8 |
547.5 |
564.3 |
|
| S4 |
527.0 |
534.8 |
560.8 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
655.5 |
641.3 |
584.3 |
|
| R3 |
625.8 |
611.8 |
576.0 |
|
| R2 |
596.0 |
596.0 |
573.3 |
|
| R1 |
582.0 |
582.0 |
570.5 |
574.3 |
| PP |
566.3 |
566.3 |
566.3 |
562.5 |
| S1 |
552.3 |
552.3 |
565.0 |
544.5 |
| S2 |
536.8 |
536.8 |
562.3 |
|
| S3 |
507.0 |
522.5 |
559.8 |
|
| S4 |
477.3 |
492.8 |
551.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
580.5 |
550.8 |
29.7 |
5.2% |
13.5 |
2.4% |
57% |
False |
False |
154,309 |
| 10 |
590.7 |
550.8 |
39.9 |
7.0% |
12.8 |
2.2% |
43% |
False |
False |
140,692 |
| 20 |
590.7 |
545.4 |
45.3 |
8.0% |
14.0 |
2.5% |
49% |
False |
False |
133,711 |
| 40 |
590.7 |
472.2 |
118.5 |
20.9% |
13.5 |
2.4% |
81% |
False |
False |
129,687 |
| 60 |
590.7 |
470.6 |
120.1 |
21.2% |
13.5 |
2.4% |
81% |
False |
False |
132,818 |
| 80 |
590.7 |
469.7 |
121.0 |
21.3% |
13.3 |
2.3% |
81% |
False |
False |
100,750 |
| 100 |
590.7 |
447.2 |
143.5 |
25.3% |
13.3 |
2.3% |
84% |
False |
False |
80,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
624.0 |
|
2.618 |
603.3 |
|
1.618 |
590.8 |
|
1.000 |
582.8 |
|
0.618 |
578.0 |
|
HIGH |
570.0 |
|
0.618 |
565.3 |
|
0.500 |
563.8 |
|
0.382 |
562.3 |
|
LOW |
557.5 |
|
0.618 |
549.5 |
|
1.000 |
544.8 |
|
1.618 |
536.8 |
|
2.618 |
524.3 |
|
4.250 |
503.5 |
|
|
| Fisher Pivots for day following 04-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
566.5 |
565.3 |
| PP |
565.0 |
563.0 |
| S1 |
563.8 |
560.5 |
|