ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 08-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
491.0 |
483.2 |
-7.8 |
-1.6% |
503.3 |
| High |
491.6 |
483.2 |
-8.4 |
-1.7% |
516.0 |
| Low |
479.8 |
472.0 |
-7.8 |
-1.6% |
493.5 |
| Close |
482.3 |
474.5 |
-7.8 |
-1.6% |
495.3 |
| Range |
11.8 |
11.2 |
-0.6 |
-5.1% |
22.5 |
| ATR |
|
|
|
|
|
| Volume |
423 |
26 |
-397 |
-93.9% |
490 |
|
| Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
510.3 |
503.5 |
480.8 |
|
| R3 |
499.0 |
492.3 |
477.5 |
|
| R2 |
487.8 |
487.8 |
476.5 |
|
| R1 |
481.3 |
481.3 |
475.5 |
478.8 |
| PP |
476.5 |
476.5 |
476.5 |
475.5 |
| S1 |
470.0 |
470.0 |
473.5 |
467.8 |
| S2 |
465.3 |
465.3 |
472.5 |
|
| S3 |
454.3 |
458.8 |
471.5 |
|
| S4 |
443.0 |
447.5 |
468.3 |
|
|
| 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 |
530.8 |
|
2.618 |
512.5 |
|
1.618 |
501.3 |
|
1.000 |
494.5 |
|
0.618 |
490.0 |
|
HIGH |
483.3 |
|
0.618 |
479.0 |
|
0.500 |
477.5 |
|
0.382 |
476.3 |
|
LOW |
472.0 |
|
0.618 |
465.0 |
|
1.000 |
460.8 |
|
1.618 |
454.0 |
|
2.618 |
442.8 |
|
4.250 |
424.5 |
|
|
| Fisher Pivots for day following 08-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
477.5 |
482.3 |
| PP |
476.5 |
479.8 |
| S1 |
475.5 |
477.0 |
|