ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 08-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2009 |
08-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
560.7 |
571.8 |
11.1 |
2.0% |
578.8 |
| High |
570.1 |
576.7 |
6.6 |
1.2% |
580.5 |
| Low |
557.4 |
568.8 |
11.4 |
2.0% |
550.8 |
| Close |
567.8 |
575.9 |
8.1 |
1.4% |
567.8 |
| Range |
12.7 |
7.9 |
-4.8 |
-37.8% |
29.7 |
| ATR |
13.7 |
13.3 |
-0.3 |
-2.5% |
0.0 |
| Volume |
139,190 |
2,021 |
-137,169 |
-98.5% |
771,549 |
|
| Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
597.5 |
594.5 |
580.3 |
|
| R3 |
589.5 |
586.8 |
578.0 |
|
| R2 |
581.8 |
581.8 |
577.3 |
|
| R1 |
578.8 |
578.8 |
576.5 |
580.3 |
| PP |
573.8 |
573.8 |
573.8 |
574.5 |
| S1 |
571.0 |
571.0 |
575.3 |
572.3 |
| S2 |
566.0 |
566.0 |
574.5 |
|
| S3 |
558.0 |
563.0 |
573.8 |
|
| S4 |
550.0 |
555.0 |
571.5 |
|
|
| 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 |
580.2 |
550.8 |
29.4 |
5.1% |
12.5 |
2.2% |
85% |
False |
False |
127,962 |
| 10 |
590.7 |
550.8 |
39.9 |
6.9% |
12.5 |
2.2% |
63% |
False |
False |
128,147 |
| 20 |
590.7 |
545.4 |
45.3 |
7.9% |
14.0 |
2.4% |
67% |
False |
False |
126,362 |
| 40 |
590.7 |
487.8 |
102.9 |
17.9% |
13.3 |
2.3% |
86% |
False |
False |
126,473 |
| 60 |
590.7 |
470.6 |
120.1 |
20.9% |
13.5 |
2.3% |
88% |
False |
False |
129,763 |
| 80 |
590.7 |
470.6 |
120.1 |
20.9% |
13.3 |
2.3% |
88% |
False |
False |
100,760 |
| 100 |
590.7 |
447.2 |
143.5 |
24.9% |
13.0 |
2.3% |
90% |
False |
False |
80,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
610.3 |
|
2.618 |
597.5 |
|
1.618 |
589.5 |
|
1.000 |
584.5 |
|
0.618 |
581.5 |
|
HIGH |
576.8 |
|
0.618 |
573.8 |
|
0.500 |
572.8 |
|
0.382 |
571.8 |
|
LOW |
568.8 |
|
0.618 |
564.0 |
|
1.000 |
561.0 |
|
1.618 |
556.0 |
|
2.618 |
548.0 |
|
4.250 |
535.3 |
|
|
| Fisher Pivots for day following 08-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
574.8 |
571.8 |
| PP |
573.8 |
567.8 |
| S1 |
572.8 |
563.8 |
|