ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 09-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
571.8 |
575.1 |
3.3 |
0.6% |
578.8 |
| High |
576.7 |
589.3 |
12.6 |
2.2% |
580.5 |
| Low |
568.8 |
571.8 |
3.0 |
0.5% |
550.8 |
| Close |
575.9 |
584.9 |
9.0 |
1.6% |
567.8 |
| Range |
7.9 |
17.5 |
9.6 |
121.5% |
29.7 |
| ATR |
13.3 |
13.6 |
0.3 |
2.2% |
0.0 |
| Volume |
2,021 |
123,668 |
121,647 |
6,019.1% |
771,549 |
|
| Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
634.5 |
627.3 |
594.5 |
|
| R3 |
617.0 |
609.8 |
589.8 |
|
| R2 |
599.5 |
599.5 |
588.0 |
|
| R1 |
592.3 |
592.3 |
586.5 |
595.8 |
| PP |
582.0 |
582.0 |
582.0 |
583.8 |
| S1 |
574.8 |
574.8 |
583.3 |
578.3 |
| S2 |
564.5 |
564.5 |
581.8 |
|
| S3 |
547.0 |
557.3 |
580.0 |
|
| S4 |
529.5 |
539.8 |
575.3 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
655.5 |
641.3 |
584.3 |
|
| R3 |
625.8 |
611.8 |
576.0 |
|
| R2 |
596.0 |
596.0 |
573.3 |
|
| R1 |
582.0 |
582.0 |
570.5 |
574.3 |
| PP |
566.3 |
566.3 |
566.3 |
562.5 |
| S1 |
552.3 |
552.3 |
565.0 |
544.5 |
| S2 |
536.8 |
536.8 |
562.3 |
|
| S3 |
507.0 |
522.5 |
559.8 |
|
| S4 |
477.3 |
492.8 |
551.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
589.3 |
550.8 |
38.5 |
6.6% |
11.3 |
1.9% |
89% |
True |
False |
125,312 |
| 10 |
590.7 |
550.8 |
39.9 |
6.8% |
13.0 |
2.2% |
85% |
False |
False |
129,508 |
| 20 |
590.7 |
545.4 |
45.3 |
7.7% |
14.0 |
2.4% |
87% |
False |
False |
127,469 |
| 40 |
590.7 |
498.5 |
92.2 |
15.8% |
13.5 |
2.3% |
94% |
False |
False |
126,139 |
| 60 |
590.7 |
470.6 |
120.1 |
20.5% |
13.5 |
2.3% |
95% |
False |
False |
129,217 |
| 80 |
590.7 |
470.6 |
120.1 |
20.5% |
13.3 |
2.3% |
95% |
False |
False |
102,290 |
| 100 |
590.7 |
447.2 |
143.5 |
24.5% |
13.0 |
2.2% |
96% |
False |
False |
82,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
663.8 |
|
2.618 |
635.0 |
|
1.618 |
617.5 |
|
1.000 |
606.8 |
|
0.618 |
600.0 |
|
HIGH |
589.3 |
|
0.618 |
582.5 |
|
0.500 |
580.5 |
|
0.382 |
578.5 |
|
LOW |
571.8 |
|
0.618 |
561.0 |
|
1.000 |
554.3 |
|
1.618 |
543.5 |
|
2.618 |
526.0 |
|
4.250 |
497.5 |
|
|
| Fisher Pivots for day following 09-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
583.5 |
581.0 |
| PP |
582.0 |
577.3 |
| S1 |
580.5 |
573.3 |
|