ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 01-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2009 |
01-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
578.8 |
571.3 |
-7.5 |
-1.3% |
579.7 |
| High |
580.5 |
580.2 |
-0.3 |
-0.1% |
590.7 |
| Low |
567.9 |
555.6 |
-12.3 |
-2.2% |
570.8 |
| Close |
571.7 |
557.5 |
-14.2 |
-2.5% |
579.1 |
| Range |
12.6 |
24.6 |
12.0 |
95.2% |
19.9 |
| ATR |
13.7 |
14.5 |
0.8 |
5.6% |
0.0 |
| Volume |
133,756 |
136,922 |
3,166 |
2.4% |
635,374 |
|
| Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
638.3 |
622.5 |
571.0 |
|
| R3 |
613.8 |
597.8 |
564.3 |
|
| R2 |
589.0 |
589.0 |
562.0 |
|
| R1 |
573.3 |
573.3 |
559.8 |
568.8 |
| PP |
564.5 |
564.5 |
564.5 |
562.3 |
| S1 |
548.8 |
548.8 |
555.3 |
544.3 |
| S2 |
539.8 |
539.8 |
553.0 |
|
| S3 |
515.3 |
524.0 |
550.8 |
|
| S4 |
490.8 |
499.5 |
544.0 |
|
|
| 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 |
555.6 |
35.1 |
6.3% |
15.0 |
2.7% |
5% |
False |
True |
133,704 |
| 10 |
590.7 |
546.9 |
43.8 |
7.9% |
14.3 |
2.6% |
24% |
False |
False |
125,260 |
| 20 |
590.7 |
545.4 |
45.3 |
8.1% |
15.0 |
2.7% |
27% |
False |
False |
128,536 |
| 40 |
590.7 |
470.6 |
120.1 |
21.5% |
13.8 |
2.5% |
72% |
False |
False |
127,471 |
| 60 |
590.7 |
470.6 |
120.1 |
21.5% |
13.8 |
2.4% |
72% |
False |
False |
125,687 |
| 80 |
590.7 |
468.5 |
122.2 |
21.9% |
13.3 |
2.4% |
73% |
False |
False |
94,689 |
| 100 |
590.7 |
447.2 |
143.5 |
25.7% |
13.3 |
2.4% |
77% |
False |
False |
75,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
684.8 |
|
2.618 |
644.5 |
|
1.618 |
620.0 |
|
1.000 |
604.8 |
|
0.618 |
595.5 |
|
HIGH |
580.3 |
|
0.618 |
570.8 |
|
0.500 |
568.0 |
|
0.382 |
565.0 |
|
LOW |
555.5 |
|
0.618 |
540.5 |
|
1.000 |
531.0 |
|
1.618 |
515.8 |
|
2.618 |
491.3 |
|
4.250 |
451.0 |
|
|
| Fisher Pivots for day following 01-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
568.0 |
573.3 |
| PP |
564.5 |
568.0 |
| S1 |
561.0 |
562.8 |
|