ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 13-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
562.4 |
572.8 |
10.4 |
1.8% |
554.7 |
| High |
577.3 |
578.6 |
1.3 |
0.2% |
577.1 |
| Low |
558.0 |
565.9 |
7.9 |
1.4% |
553.0 |
| Close |
570.4 |
575.5 |
5.1 |
0.9% |
568.9 |
| Range |
19.3 |
12.7 |
-6.6 |
-34.2% |
24.1 |
| ATR |
13.8 |
13.7 |
-0.1 |
-0.6% |
0.0 |
| Volume |
114,507 |
147,574 |
33,067 |
28.9% |
658,967 |
|
| Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
611.5 |
606.3 |
582.5 |
|
| R3 |
598.8 |
593.5 |
579.0 |
|
| R2 |
586.0 |
586.0 |
577.8 |
|
| R1 |
580.8 |
580.8 |
576.8 |
583.5 |
| PP |
573.3 |
573.3 |
573.3 |
574.8 |
| S1 |
568.0 |
568.0 |
574.3 |
570.8 |
| S2 |
560.8 |
560.8 |
573.3 |
|
| S3 |
548.0 |
555.3 |
572.0 |
|
| S4 |
535.3 |
542.8 |
568.5 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
638.8 |
627.8 |
582.3 |
|
| R3 |
614.5 |
603.8 |
575.5 |
|
| R2 |
590.5 |
590.5 |
573.3 |
|
| R1 |
579.8 |
579.8 |
571.0 |
585.0 |
| PP |
566.3 |
566.3 |
566.3 |
569.0 |
| S1 |
555.5 |
555.5 |
566.8 |
561.0 |
| S2 |
542.3 |
542.3 |
564.5 |
|
| S3 |
518.3 |
531.5 |
562.3 |
|
| S4 |
494.0 |
507.3 |
555.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
578.6 |
554.2 |
24.4 |
4.2% |
15.8 |
2.7% |
87% |
True |
False |
127,941 |
| 10 |
578.6 |
551.4 |
27.2 |
4.7% |
14.3 |
2.5% |
89% |
True |
False |
131,635 |
| 20 |
578.6 |
515.0 |
63.6 |
11.1% |
13.0 |
2.2% |
95% |
True |
False |
124,582 |
| 40 |
578.6 |
470.6 |
108.0 |
18.8% |
13.3 |
2.3% |
97% |
True |
False |
126,806 |
| 60 |
578.6 |
470.6 |
108.0 |
18.8% |
13.0 |
2.3% |
97% |
True |
False |
98,241 |
| 80 |
578.6 |
456.6 |
122.0 |
21.2% |
12.8 |
2.2% |
97% |
True |
False |
73,992 |
| 100 |
578.6 |
405.3 |
173.3 |
30.1% |
12.8 |
2.2% |
98% |
True |
False |
59,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
632.5 |
|
2.618 |
611.8 |
|
1.618 |
599.3 |
|
1.000 |
591.3 |
|
0.618 |
586.5 |
|
HIGH |
578.5 |
|
0.618 |
573.8 |
|
0.500 |
572.3 |
|
0.382 |
570.8 |
|
LOW |
566.0 |
|
0.618 |
558.0 |
|
1.000 |
553.3 |
|
1.618 |
545.3 |
|
2.618 |
532.8 |
|
4.250 |
512.0 |
|
|
| Fisher Pivots for day following 13-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
574.5 |
573.0 |
| PP |
573.3 |
570.8 |
| S1 |
572.3 |
568.3 |
|