ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 07-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
492.5 |
491.0 |
-1.5 |
-0.3% |
503.3 |
| High |
492.5 |
491.6 |
-0.9 |
-0.2% |
516.0 |
| Low |
483.7 |
479.8 |
-3.9 |
-0.8% |
493.5 |
| Close |
491.6 |
482.3 |
-9.3 |
-1.9% |
495.3 |
| Range |
8.8 |
11.8 |
3.0 |
34.1% |
22.5 |
| ATR |
|
|
|
|
|
| Volume |
0 |
423 |
423 |
|
490 |
|
| Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
520.0 |
513.0 |
488.8 |
|
| R3 |
508.3 |
501.3 |
485.5 |
|
| R2 |
496.3 |
496.3 |
484.5 |
|
| R1 |
489.3 |
489.3 |
483.5 |
487.0 |
| PP |
484.5 |
484.5 |
484.5 |
483.5 |
| S1 |
477.5 |
477.5 |
481.3 |
475.3 |
| S2 |
472.8 |
472.8 |
480.3 |
|
| S3 |
461.0 |
465.8 |
479.0 |
|
| S4 |
449.3 |
454.0 |
475.8 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
569.0 |
554.8 |
507.8 |
|
| R3 |
546.5 |
532.3 |
501.5 |
|
| R2 |
524.0 |
524.0 |
499.5 |
|
| R1 |
509.8 |
509.8 |
497.3 |
505.8 |
| PP |
501.5 |
501.5 |
501.5 |
499.5 |
| S1 |
487.3 |
487.3 |
493.3 |
483.3 |
| S2 |
479.0 |
479.0 |
491.3 |
|
| S3 |
456.5 |
464.8 |
489.0 |
|
| S4 |
434.0 |
442.3 |
483.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
541.8 |
|
2.618 |
522.5 |
|
1.618 |
510.8 |
|
1.000 |
503.5 |
|
0.618 |
499.0 |
|
HIGH |
491.5 |
|
0.618 |
487.0 |
|
0.500 |
485.8 |
|
0.382 |
484.3 |
|
LOW |
479.8 |
|
0.618 |
472.5 |
|
1.000 |
468.0 |
|
1.618 |
460.8 |
|
2.618 |
449.0 |
|
4.250 |
429.8 |
|
|
| Fisher Pivots for day following 07-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
485.8 |
487.5 |
| PP |
484.5 |
485.8 |
| S1 |
483.5 |
484.0 |
|