ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 10-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2009 |
10-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
474.0 |
473.0 |
-1.0 |
-0.2% |
492.5 |
| High |
481.0 |
477.4 |
-3.6 |
-0.7% |
492.5 |
| Low |
474.0 |
471.4 |
-2.6 |
-0.5% |
471.4 |
| Close |
475.4 |
476.0 |
0.6 |
0.1% |
476.0 |
| Range |
7.0 |
6.0 |
-1.0 |
-14.3% |
21.1 |
| ATR |
0.0 |
8.4 |
8.4 |
|
0.0 |
| Volume |
26 |
13 |
-13 |
-50.0% |
488 |
|
| Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
493.0 |
490.5 |
479.3 |
|
| R3 |
487.0 |
484.5 |
477.8 |
|
| R2 |
481.0 |
481.0 |
477.0 |
|
| R1 |
478.5 |
478.5 |
476.5 |
479.8 |
| PP |
475.0 |
475.0 |
475.0 |
475.5 |
| S1 |
472.5 |
472.5 |
475.5 |
473.8 |
| S2 |
469.0 |
469.0 |
475.0 |
|
| S3 |
463.0 |
466.5 |
474.3 |
|
| S4 |
457.0 |
460.5 |
472.8 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
543.3 |
530.8 |
487.5 |
|
| R3 |
522.3 |
509.8 |
481.8 |
|
| R2 |
501.0 |
501.0 |
479.8 |
|
| R1 |
488.5 |
488.5 |
478.0 |
484.3 |
| PP |
480.0 |
480.0 |
480.0 |
477.8 |
| S1 |
467.5 |
467.5 |
474.0 |
463.3 |
| S2 |
458.8 |
458.8 |
472.3 |
|
| S3 |
437.8 |
446.3 |
470.3 |
|
| S4 |
416.8 |
425.3 |
464.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
503.0 |
|
2.618 |
493.0 |
|
1.618 |
487.0 |
|
1.000 |
483.5 |
|
0.618 |
481.0 |
|
HIGH |
477.5 |
|
0.618 |
475.0 |
|
0.500 |
474.5 |
|
0.382 |
473.8 |
|
LOW |
471.5 |
|
0.618 |
467.8 |
|
1.000 |
465.5 |
|
1.618 |
461.8 |
|
2.618 |
455.8 |
|
4.250 |
446.0 |
|
|
| Fisher Pivots for day following 10-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
475.5 |
477.3 |
| PP |
475.0 |
476.8 |
| S1 |
474.5 |
476.5 |
|