ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 29-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
548.7 |
548.4 |
-0.3 |
-0.1% |
518.5 |
| High |
551.7 |
549.8 |
-1.9 |
-0.3% |
548.6 |
| Low |
541.9 |
542.3 |
0.4 |
0.1% |
516.0 |
| Close |
549.6 |
547.6 |
-2.0 |
-0.4% |
547.8 |
| Range |
9.8 |
7.5 |
-2.3 |
-23.5% |
32.6 |
| ATR |
13.0 |
12.6 |
-0.4 |
-3.0% |
0.0 |
| Volume |
98,759 |
130,399 |
31,640 |
32.0% |
602,035 |
|
| Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
569.0 |
565.8 |
551.8 |
|
| R3 |
561.5 |
558.3 |
549.8 |
|
| R2 |
554.0 |
554.0 |
549.0 |
|
| R1 |
550.8 |
550.8 |
548.3 |
548.8 |
| PP |
546.5 |
546.5 |
546.5 |
545.5 |
| S1 |
543.3 |
543.3 |
547.0 |
541.3 |
| S2 |
539.0 |
539.0 |
546.3 |
|
| S3 |
531.5 |
535.8 |
545.5 |
|
| S4 |
524.0 |
528.3 |
543.5 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
635.3 |
624.3 |
565.8 |
|
| R3 |
602.8 |
591.5 |
556.8 |
|
| R2 |
570.0 |
570.0 |
553.8 |
|
| R1 |
559.0 |
559.0 |
550.8 |
564.5 |
| PP |
537.5 |
537.5 |
537.5 |
540.3 |
| S1 |
526.3 |
526.3 |
544.8 |
532.0 |
| S2 |
504.8 |
504.8 |
541.8 |
|
| S3 |
472.3 |
493.8 |
538.8 |
|
| S4 |
439.8 |
461.3 |
529.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
552.2 |
524.5 |
27.7 |
5.1% |
12.0 |
2.2% |
83% |
False |
False |
120,080 |
| 10 |
552.2 |
508.6 |
43.6 |
8.0% |
11.5 |
2.1% |
89% |
False |
False |
120,741 |
| 20 |
552.2 |
470.6 |
81.6 |
14.9% |
12.8 |
2.3% |
94% |
False |
False |
118,611 |
| 40 |
552.2 |
470.6 |
81.6 |
14.9% |
13.0 |
2.4% |
94% |
False |
False |
111,436 |
| 60 |
552.2 |
468.5 |
83.7 |
15.3% |
12.8 |
2.3% |
95% |
False |
False |
74,761 |
| 80 |
552.2 |
431.9 |
120.3 |
22.0% |
12.8 |
2.3% |
96% |
False |
False |
56,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
581.8 |
|
2.618 |
569.5 |
|
1.618 |
562.0 |
|
1.000 |
557.3 |
|
0.618 |
554.5 |
|
HIGH |
549.8 |
|
0.618 |
547.0 |
|
0.500 |
546.0 |
|
0.382 |
545.3 |
|
LOW |
542.3 |
|
0.618 |
537.8 |
|
1.000 |
534.8 |
|
1.618 |
530.3 |
|
2.618 |
522.8 |
|
4.250 |
510.5 |
|
|
| Fisher Pivots for day following 29-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
547.0 |
547.5 |
| PP |
546.5 |
547.3 |
| S1 |
546.0 |
547.0 |
|