ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 15-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
591.6 |
597.7 |
6.1 |
1.0% |
571.8 |
| High |
599.8 |
605.9 |
6.1 |
1.0% |
598.6 |
| Low |
585.2 |
594.4 |
9.2 |
1.6% |
568.8 |
| Close |
597.5 |
603.1 |
5.6 |
0.9% |
592.8 |
| Range |
14.6 |
11.5 |
-3.1 |
-21.2% |
29.8 |
| ATR |
13.4 |
13.2 |
-0.1 |
-1.0% |
0.0 |
| Volume |
103,629 |
101,180 |
-2,449 |
-2.4% |
478,453 |
|
| Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
635.8 |
630.8 |
609.5 |
|
| R3 |
624.3 |
619.3 |
606.3 |
|
| R2 |
612.8 |
612.8 |
605.3 |
|
| R1 |
607.8 |
607.8 |
604.3 |
610.3 |
| PP |
601.3 |
601.3 |
601.3 |
602.3 |
| S1 |
596.3 |
596.3 |
602.0 |
598.8 |
| S2 |
589.8 |
589.8 |
601.0 |
|
| S3 |
578.3 |
584.8 |
600.0 |
|
| S4 |
566.8 |
573.3 |
596.8 |
|
|
| 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 |
605.9 |
571.8 |
34.1 |
5.7% |
13.3 |
2.2% |
92% |
True |
False |
136,248 |
| 10 |
605.9 |
550.8 |
55.1 |
9.1% |
12.8 |
2.1% |
95% |
True |
False |
132,105 |
| 20 |
605.9 |
546.9 |
59.0 |
9.8% |
12.8 |
2.1% |
95% |
True |
False |
129,102 |
| 40 |
605.9 |
516.0 |
89.9 |
14.9% |
13.5 |
2.2% |
97% |
True |
False |
127,668 |
| 60 |
605.9 |
470.6 |
135.3 |
22.4% |
13.5 |
2.2% |
98% |
True |
False |
126,055 |
| 80 |
605.9 |
470.6 |
135.3 |
22.4% |
13.3 |
2.2% |
98% |
True |
False |
109,228 |
| 100 |
605.9 |
460.7 |
145.2 |
24.1% |
13.0 |
2.1% |
98% |
True |
False |
87,641 |
| 120 |
605.9 |
407.0 |
198.9 |
33.0% |
12.8 |
2.1% |
99% |
True |
False |
73,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
654.8 |
|
2.618 |
636.0 |
|
1.618 |
624.5 |
|
1.000 |
617.5 |
|
0.618 |
613.0 |
|
HIGH |
606.0 |
|
0.618 |
601.5 |
|
0.500 |
600.3 |
|
0.382 |
598.8 |
|
LOW |
594.5 |
|
0.618 |
587.3 |
|
1.000 |
583.0 |
|
1.618 |
575.8 |
|
2.618 |
564.3 |
|
4.250 |
545.5 |
|
|
| Fisher Pivots for day following 15-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
602.0 |
600.5 |
| PP |
601.3 |
598.0 |
| S1 |
600.3 |
595.5 |
|