ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 28-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2009 |
28-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
583.0 |
582.5 |
-0.5 |
-0.1% |
579.7 |
| High |
585.6 |
590.7 |
5.1 |
0.9% |
590.7 |
| Low |
570.8 |
575.3 |
4.5 |
0.8% |
570.8 |
| Close |
582.4 |
579.1 |
-3.3 |
-0.6% |
579.1 |
| Range |
14.8 |
15.4 |
0.6 |
4.1% |
19.9 |
| ATR |
13.7 |
13.8 |
0.1 |
0.9% |
0.0 |
| Volume |
120,109 |
152,340 |
32,231 |
26.8% |
635,374 |
|
| Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
628.0 |
619.0 |
587.5 |
|
| R3 |
612.5 |
603.5 |
583.3 |
|
| R2 |
597.0 |
597.0 |
582.0 |
|
| R1 |
588.0 |
588.0 |
580.5 |
585.0 |
| PP |
581.8 |
581.8 |
581.8 |
580.0 |
| S1 |
572.8 |
572.8 |
577.8 |
569.5 |
| S2 |
566.3 |
566.3 |
576.3 |
|
| S3 |
551.0 |
557.3 |
574.8 |
|
| S4 |
535.5 |
542.0 |
570.8 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
640.0 |
629.5 |
590.0 |
|
| R3 |
620.0 |
609.5 |
584.5 |
|
| R2 |
600.0 |
600.0 |
582.8 |
|
| R1 |
589.5 |
589.5 |
581.0 |
585.0 |
| PP |
580.3 |
580.3 |
580.3 |
577.8 |
| S1 |
569.8 |
569.8 |
577.3 |
565.0 |
| S2 |
560.3 |
560.3 |
575.5 |
|
| S3 |
540.5 |
549.8 |
573.8 |
|
| S4 |
520.5 |
530.0 |
568.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
590.7 |
570.8 |
19.9 |
3.4% |
11.8 |
2.0% |
42% |
True |
False |
127,074 |
| 10 |
590.7 |
545.4 |
45.3 |
7.8% |
13.5 |
2.3% |
74% |
True |
False |
127,499 |
| 20 |
590.7 |
545.4 |
45.3 |
7.8% |
14.5 |
2.5% |
74% |
True |
False |
128,082 |
| 40 |
590.7 |
470.6 |
120.1 |
20.7% |
13.5 |
2.3% |
90% |
True |
False |
123,753 |
| 60 |
590.7 |
470.6 |
120.1 |
20.7% |
13.5 |
2.3% |
90% |
True |
False |
121,270 |
| 80 |
590.7 |
468.5 |
122.2 |
21.1% |
13.0 |
2.2% |
91% |
True |
False |
91,307 |
| 100 |
590.7 |
440.3 |
150.4 |
26.0% |
13.3 |
2.3% |
92% |
True |
False |
73,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
656.3 |
|
2.618 |
631.0 |
|
1.618 |
615.5 |
|
1.000 |
606.0 |
|
0.618 |
600.3 |
|
HIGH |
590.8 |
|
0.618 |
584.8 |
|
0.500 |
583.0 |
|
0.382 |
581.3 |
|
LOW |
575.3 |
|
0.618 |
565.8 |
|
1.000 |
560.0 |
|
1.618 |
550.5 |
|
2.618 |
535.0 |
|
4.250 |
509.8 |
|
|
| Fisher Pivots for day following 28-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
583.0 |
580.8 |
| PP |
581.8 |
580.3 |
| S1 |
580.5 |
579.8 |
|