ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 11-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
584.7 |
592.5 |
7.8 |
1.3% |
571.8 |
| High |
594.4 |
598.6 |
4.2 |
0.7% |
598.6 |
| Low |
581.0 |
589.9 |
8.9 |
1.5% |
568.8 |
| Close |
593.1 |
592.8 |
-0.3 |
-0.1% |
592.8 |
| Range |
13.4 |
8.7 |
-4.7 |
-35.1% |
29.8 |
| ATR |
13.6 |
13.3 |
-0.4 |
-2.6% |
0.0 |
| Volume |
199,329 |
153,435 |
-45,894 |
-23.0% |
478,453 |
|
| Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
619.8 |
615.0 |
597.5 |
|
| R3 |
611.3 |
606.3 |
595.3 |
|
| R2 |
602.5 |
602.5 |
594.5 |
|
| R1 |
597.8 |
597.8 |
593.5 |
600.0 |
| PP |
593.8 |
593.8 |
593.8 |
595.0 |
| S1 |
589.0 |
589.0 |
592.0 |
591.3 |
| S2 |
585.0 |
585.0 |
591.3 |
|
| S3 |
576.3 |
580.3 |
590.5 |
|
| S4 |
567.8 |
571.5 |
588.0 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
676.3 |
664.3 |
609.3 |
|
| R3 |
646.3 |
634.5 |
601.0 |
|
| R2 |
616.5 |
616.5 |
598.3 |
|
| R1 |
604.8 |
604.8 |
595.5 |
610.5 |
| PP |
586.8 |
586.8 |
586.8 |
589.8 |
| S1 |
574.8 |
574.8 |
590.0 |
580.8 |
| S2 |
557.0 |
557.0 |
587.3 |
|
| S3 |
527.3 |
545.0 |
584.5 |
|
| S4 |
497.3 |
515.3 |
576.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
598.6 |
557.4 |
41.2 |
7.0% |
12.0 |
2.0% |
86% |
True |
False |
123,528 |
| 10 |
598.6 |
550.8 |
47.8 |
8.1% |
13.0 |
2.2% |
88% |
True |
False |
140,234 |
| 20 |
598.6 |
545.4 |
53.2 |
9.0% |
13.5 |
2.3% |
89% |
True |
False |
132,003 |
| 40 |
598.6 |
515.0 |
83.6 |
14.1% |
13.3 |
2.2% |
93% |
True |
False |
128,293 |
| 60 |
598.6 |
470.6 |
128.0 |
21.6% |
13.3 |
2.3% |
95% |
True |
False |
128,538 |
| 80 |
598.6 |
470.6 |
128.0 |
21.6% |
13.3 |
2.2% |
95% |
True |
False |
106,682 |
| 100 |
598.6 |
456.6 |
142.0 |
24.0% |
13.0 |
2.2% |
96% |
True |
False |
85,594 |
| 120 |
598.6 |
405.3 |
193.3 |
32.6% |
13.0 |
2.2% |
97% |
True |
False |
71,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
635.5 |
|
2.618 |
621.5 |
|
1.618 |
612.8 |
|
1.000 |
607.3 |
|
0.618 |
604.0 |
|
HIGH |
598.5 |
|
0.618 |
595.3 |
|
0.500 |
594.3 |
|
0.382 |
593.3 |
|
LOW |
590.0 |
|
0.618 |
584.5 |
|
1.000 |
581.3 |
|
1.618 |
575.8 |
|
2.618 |
567.0 |
|
4.250 |
553.0 |
|
|
| Fisher Pivots for day following 11-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
594.3 |
590.3 |
| PP |
593.8 |
587.8 |
| S1 |
593.3 |
585.3 |
|