ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 10-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
575.1 |
584.7 |
9.6 |
1.7% |
578.8 |
| High |
589.3 |
594.4 |
5.1 |
0.9% |
580.5 |
| Low |
571.8 |
581.0 |
9.2 |
1.6% |
550.8 |
| Close |
584.9 |
593.1 |
8.2 |
1.4% |
567.8 |
| Range |
17.5 |
13.4 |
-4.1 |
-23.4% |
29.7 |
| ATR |
13.6 |
13.6 |
0.0 |
-0.1% |
0.0 |
| Volume |
123,668 |
199,329 |
75,661 |
61.2% |
771,549 |
|
| Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
629.8 |
624.8 |
600.5 |
|
| R3 |
616.3 |
611.5 |
596.8 |
|
| R2 |
603.0 |
603.0 |
595.5 |
|
| R1 |
598.0 |
598.0 |
594.3 |
600.5 |
| PP |
589.5 |
589.5 |
589.5 |
590.8 |
| S1 |
584.5 |
584.5 |
591.8 |
587.0 |
| S2 |
576.0 |
576.0 |
590.8 |
|
| S3 |
562.8 |
571.3 |
589.5 |
|
| S4 |
549.3 |
557.8 |
585.8 |
|
|
| 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 |
594.4 |
550.8 |
43.6 |
7.4% |
12.5 |
2.1% |
97% |
True |
False |
118,673 |
| 10 |
594.4 |
550.8 |
43.6 |
7.4% |
13.8 |
2.3% |
97% |
True |
False |
136,901 |
| 20 |
594.4 |
545.4 |
49.0 |
8.3% |
13.8 |
2.3% |
97% |
True |
False |
131,710 |
| 40 |
594.4 |
508.6 |
85.8 |
14.5% |
13.3 |
2.2% |
98% |
True |
False |
128,159 |
| 60 |
594.4 |
470.6 |
123.8 |
20.9% |
13.5 |
2.3% |
99% |
True |
False |
129,122 |
| 80 |
594.4 |
470.6 |
123.8 |
20.9% |
13.3 |
2.2% |
99% |
True |
False |
104,776 |
| 100 |
594.4 |
456.6 |
137.8 |
23.2% |
13.0 |
2.2% |
99% |
True |
False |
84,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
651.3 |
|
2.618 |
629.5 |
|
1.618 |
616.0 |
|
1.000 |
607.8 |
|
0.618 |
602.8 |
|
HIGH |
594.5 |
|
0.618 |
589.3 |
|
0.500 |
587.8 |
|
0.382 |
586.0 |
|
LOW |
581.0 |
|
0.618 |
572.8 |
|
1.000 |
567.5 |
|
1.618 |
559.3 |
|
2.618 |
546.0 |
|
4.250 |
524.0 |
|
|
| Fisher Pivots for day following 10-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
591.3 |
589.3 |
| PP |
589.5 |
585.5 |
| S1 |
587.8 |
581.5 |
|