ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 16-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
597.7 |
603.9 |
6.2 |
1.0% |
571.8 |
| High |
605.9 |
617.2 |
11.3 |
1.9% |
598.6 |
| Low |
594.4 |
603.0 |
8.6 |
1.4% |
568.8 |
| Close |
603.1 |
616.1 |
13.0 |
2.2% |
592.8 |
| Range |
11.5 |
14.2 |
2.7 |
23.5% |
29.8 |
| ATR |
13.2 |
13.3 |
0.1 |
0.5% |
0.0 |
| Volume |
101,180 |
91,663 |
-9,517 |
-9.4% |
478,453 |
|
| Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
654.8 |
649.5 |
624.0 |
|
| R3 |
640.5 |
635.5 |
620.0 |
|
| R2 |
626.3 |
626.3 |
618.8 |
|
| R1 |
621.3 |
621.3 |
617.5 |
623.8 |
| PP |
612.0 |
612.0 |
612.0 |
613.5 |
| S1 |
607.0 |
607.0 |
614.8 |
609.5 |
| S2 |
598.0 |
598.0 |
613.5 |
|
| S3 |
583.8 |
592.8 |
612.3 |
|
| S4 |
569.5 |
578.5 |
608.3 |
|
|
| 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 |
617.2 |
581.0 |
36.2 |
5.9% |
12.5 |
2.0% |
97% |
True |
False |
129,847 |
| 10 |
617.2 |
550.8 |
66.4 |
10.8% |
11.8 |
1.9% |
98% |
True |
False |
127,579 |
| 20 |
617.2 |
546.9 |
70.3 |
11.4% |
13.0 |
2.1% |
98% |
True |
False |
126,419 |
| 40 |
617.2 |
519.4 |
97.8 |
15.9% |
13.5 |
2.2% |
99% |
True |
False |
127,179 |
| 60 |
617.2 |
470.6 |
146.6 |
23.8% |
13.3 |
2.2% |
99% |
True |
False |
125,667 |
| 80 |
617.2 |
470.6 |
146.6 |
23.8% |
13.5 |
2.2% |
99% |
True |
False |
110,373 |
| 100 |
617.2 |
460.7 |
156.5 |
25.4% |
13.0 |
2.1% |
99% |
True |
False |
88,558 |
| 120 |
617.2 |
407.0 |
210.2 |
34.1% |
12.8 |
2.1% |
99% |
True |
False |
73,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
677.5 |
|
2.618 |
654.5 |
|
1.618 |
640.3 |
|
1.000 |
631.5 |
|
0.618 |
626.0 |
|
HIGH |
617.3 |
|
0.618 |
611.8 |
|
0.500 |
610.0 |
|
0.382 |
608.5 |
|
LOW |
603.0 |
|
0.618 |
594.3 |
|
1.000 |
588.8 |
|
1.618 |
580.0 |
|
2.618 |
565.8 |
|
4.250 |
542.8 |
|
|
| Fisher Pivots for day following 16-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
614.0 |
611.3 |
| PP |
612.0 |
606.3 |
| S1 |
610.0 |
601.3 |
|