ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 14-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
592.5 |
591.6 |
-0.9 |
-0.2% |
571.8 |
| High |
598.6 |
599.8 |
1.2 |
0.2% |
598.6 |
| Low |
589.9 |
585.2 |
-4.7 |
-0.8% |
568.8 |
| Close |
592.8 |
597.5 |
4.7 |
0.8% |
592.8 |
| Range |
8.7 |
14.6 |
5.9 |
67.8% |
29.8 |
| ATR |
13.3 |
13.4 |
0.1 |
0.7% |
0.0 |
| Volume |
153,435 |
103,629 |
-49,806 |
-32.5% |
478,453 |
|
| Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
638.0 |
632.3 |
605.5 |
|
| R3 |
623.3 |
617.8 |
601.5 |
|
| R2 |
608.8 |
608.8 |
600.3 |
|
| R1 |
603.3 |
603.3 |
598.8 |
606.0 |
| PP |
594.3 |
594.3 |
594.3 |
595.5 |
| S1 |
588.5 |
588.5 |
596.3 |
591.3 |
| S2 |
579.5 |
579.5 |
594.8 |
|
| S3 |
565.0 |
574.0 |
593.5 |
|
| S4 |
550.3 |
559.3 |
589.5 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
676.3 |
664.3 |
609.3 |
|
| R3 |
646.3 |
634.5 |
601.0 |
|
| R2 |
616.5 |
616.5 |
598.3 |
|
| R1 |
604.8 |
604.8 |
595.5 |
610.5 |
| PP |
586.8 |
586.8 |
586.8 |
589.8 |
| S1 |
574.8 |
574.8 |
590.0 |
580.8 |
| S2 |
557.0 |
557.0 |
587.3 |
|
| S3 |
527.3 |
545.0 |
584.5 |
|
| S4 |
497.3 |
515.3 |
576.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
599.8 |
568.8 |
31.0 |
5.2% |
12.5 |
2.1% |
93% |
True |
False |
116,416 |
| 10 |
599.8 |
550.8 |
49.0 |
8.2% |
13.0 |
2.2% |
95% |
True |
False |
135,363 |
| 20 |
599.8 |
545.4 |
54.4 |
9.1% |
13.3 |
2.2% |
96% |
True |
False |
131,431 |
| 40 |
599.8 |
516.0 |
83.8 |
14.0% |
13.5 |
2.2% |
97% |
True |
False |
127,734 |
| 60 |
599.8 |
470.6 |
129.2 |
21.6% |
13.5 |
2.2% |
98% |
True |
False |
126,743 |
| 80 |
599.8 |
470.6 |
129.2 |
21.6% |
13.3 |
2.2% |
98% |
True |
False |
107,964 |
| 100 |
599.8 |
460.7 |
139.1 |
23.3% |
13.0 |
2.2% |
98% |
True |
False |
86,629 |
| 120 |
599.8 |
407.0 |
192.8 |
32.3% |
12.8 |
2.1% |
99% |
True |
False |
72,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
661.8 |
|
2.618 |
638.0 |
|
1.618 |
623.5 |
|
1.000 |
614.5 |
|
0.618 |
608.8 |
|
HIGH |
599.8 |
|
0.618 |
594.3 |
|
0.500 |
592.5 |
|
0.382 |
590.8 |
|
LOW |
585.3 |
|
0.618 |
576.3 |
|
1.000 |
570.5 |
|
1.618 |
561.5 |
|
2.618 |
547.0 |
|
4.250 |
523.3 |
|
|
| Fisher Pivots for day following 14-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
595.8 |
595.3 |
| PP |
594.3 |
592.8 |
| S1 |
592.5 |
590.5 |
|