ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 03-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2009 |
03-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
556.7 |
554.7 |
-2.0 |
-0.4% |
579.7 |
| High |
560.0 |
561.8 |
1.8 |
0.3% |
590.7 |
| Low |
553.3 |
550.8 |
-2.5 |
-0.5% |
570.8 |
| Close |
554.8 |
560.6 |
5.8 |
1.0% |
579.1 |
| Range |
6.7 |
11.0 |
4.3 |
64.2% |
19.9 |
| ATR |
14.0 |
13.7 |
-0.2 |
-1.5% |
0.0 |
| Volume |
232,521 |
129,160 |
-103,361 |
-44.5% |
635,374 |
|
| Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
590.8 |
586.8 |
566.8 |
|
| R3 |
579.8 |
575.8 |
563.5 |
|
| R2 |
568.8 |
568.8 |
562.5 |
|
| R1 |
564.8 |
564.8 |
561.5 |
566.8 |
| PP |
557.8 |
557.8 |
557.8 |
558.8 |
| S1 |
553.8 |
553.8 |
559.5 |
555.8 |
| S2 |
546.8 |
546.8 |
558.5 |
|
| S3 |
535.8 |
542.8 |
557.5 |
|
| S4 |
524.8 |
531.8 |
554.5 |
|
|
| 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 |
550.8 |
39.9 |
7.1% |
14.0 |
2.5% |
25% |
False |
True |
156,939 |
| 10 |
590.7 |
550.8 |
39.9 |
7.1% |
13.5 |
2.4% |
25% |
False |
True |
138,048 |
| 20 |
590.7 |
545.4 |
45.3 |
8.1% |
14.5 |
2.6% |
34% |
False |
False |
133,107 |
| 40 |
590.7 |
471.2 |
119.5 |
21.3% |
13.5 |
2.4% |
75% |
False |
False |
129,188 |
| 60 |
590.7 |
470.6 |
120.1 |
21.4% |
13.5 |
2.4% |
75% |
False |
False |
131,102 |
| 80 |
590.7 |
468.5 |
122.2 |
21.8% |
13.3 |
2.3% |
75% |
False |
False |
99,135 |
| 100 |
590.7 |
447.2 |
143.5 |
25.6% |
13.3 |
2.4% |
79% |
False |
False |
79,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
608.5 |
|
2.618 |
590.5 |
|
1.618 |
579.5 |
|
1.000 |
572.8 |
|
0.618 |
568.5 |
|
HIGH |
561.8 |
|
0.618 |
557.5 |
|
0.500 |
556.3 |
|
0.382 |
555.0 |
|
LOW |
550.8 |
|
0.618 |
544.0 |
|
1.000 |
539.8 |
|
1.618 |
533.0 |
|
2.618 |
522.0 |
|
4.250 |
504.0 |
|
|
| Fisher Pivots for day following 03-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
559.3 |
565.5 |
| PP |
557.8 |
563.8 |
| S1 |
556.3 |
562.3 |
|