ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 09-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2009 |
09-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
483.2 |
474.0 |
-9.2 |
-1.9% |
503.3 |
| High |
483.2 |
481.0 |
-2.2 |
-0.5% |
516.0 |
| Low |
472.0 |
474.0 |
2.0 |
0.4% |
493.5 |
| Close |
474.5 |
475.4 |
0.9 |
0.2% |
495.3 |
| Range |
11.2 |
7.0 |
-4.2 |
-37.5% |
22.5 |
| ATR |
|
|
|
|
|
| Volume |
26 |
26 |
0 |
0.0% |
490 |
|
| Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
497.8 |
493.5 |
479.3 |
|
| R3 |
490.8 |
486.5 |
477.3 |
|
| R2 |
483.8 |
483.8 |
476.8 |
|
| R1 |
479.5 |
479.5 |
476.0 |
481.8 |
| PP |
476.8 |
476.8 |
476.8 |
477.8 |
| S1 |
472.5 |
472.5 |
474.8 |
474.8 |
| S2 |
469.8 |
469.8 |
474.0 |
|
| S3 |
462.8 |
465.5 |
473.5 |
|
| S4 |
455.8 |
458.5 |
471.5 |
|
|
| 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 |
510.8 |
|
2.618 |
499.3 |
|
1.618 |
492.3 |
|
1.000 |
488.0 |
|
0.618 |
485.3 |
|
HIGH |
481.0 |
|
0.618 |
478.3 |
|
0.500 |
477.5 |
|
0.382 |
476.8 |
|
LOW |
474.0 |
|
0.618 |
469.8 |
|
1.000 |
467.0 |
|
1.618 |
462.8 |
|
2.618 |
455.8 |
|
4.250 |
444.3 |
|
|
| Fisher Pivots for day following 09-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
477.5 |
481.8 |
| PP |
476.8 |
479.8 |
| S1 |
476.0 |
477.5 |
|