ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 16-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
500.3 |
509.7 |
9.4 |
1.9% |
492.5 |
| High |
510.7 |
519.8 |
9.1 |
1.8% |
492.5 |
| Low |
500.3 |
509.1 |
8.8 |
1.8% |
471.4 |
| Close |
509.9 |
516.8 |
6.9 |
1.4% |
476.0 |
| Range |
10.4 |
10.7 |
0.3 |
2.9% |
21.1 |
| ATR |
9.3 |
9.4 |
0.1 |
1.0% |
0.0 |
| Volume |
84 |
19 |
-65 |
-77.4% |
488 |
|
| Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
547.3 |
542.8 |
522.8 |
|
| R3 |
536.8 |
532.0 |
519.8 |
|
| R2 |
526.0 |
526.0 |
518.8 |
|
| R1 |
521.3 |
521.3 |
517.8 |
523.8 |
| PP |
515.3 |
515.3 |
515.3 |
516.5 |
| S1 |
510.8 |
510.8 |
515.8 |
513.0 |
| S2 |
504.5 |
504.5 |
514.8 |
|
| S3 |
493.8 |
500.0 |
513.8 |
|
| S4 |
483.3 |
489.3 |
511.0 |
|
|
| 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 |
565.3 |
|
2.618 |
547.8 |
|
1.618 |
537.0 |
|
1.000 |
530.5 |
|
0.618 |
526.5 |
|
HIGH |
519.8 |
|
0.618 |
515.8 |
|
0.500 |
514.5 |
|
0.382 |
513.3 |
|
LOW |
509.0 |
|
0.618 |
502.5 |
|
1.000 |
498.5 |
|
1.618 |
491.8 |
|
2.618 |
481.0 |
|
4.250 |
463.5 |
|
|
| Fisher Pivots for day following 16-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
516.0 |
513.0 |
| PP |
515.3 |
509.3 |
| S1 |
514.5 |
505.3 |
|