ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 23-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
520.0 |
525.6 |
5.6 |
1.1% |
484.0 |
| High |
525.6 |
543.8 |
18.2 |
3.5% |
519.8 |
| Low |
520.0 |
525.6 |
5.6 |
1.1% |
471.2 |
| Close |
522.6 |
539.5 |
16.9 |
3.2% |
516.9 |
| Range |
5.6 |
18.2 |
12.6 |
225.0% |
48.6 |
| ATR |
8.3 |
9.2 |
0.9 |
11.1% |
0.0 |
| Volume |
0 |
194 |
194 |
|
640 |
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
591.0 |
583.5 |
549.5 |
|
| R3 |
572.8 |
565.3 |
544.5 |
|
| R2 |
554.5 |
554.5 |
542.8 |
|
| R1 |
547.0 |
547.0 |
541.3 |
550.8 |
| PP |
536.3 |
536.3 |
536.3 |
538.3 |
| S1 |
528.8 |
528.8 |
537.8 |
532.5 |
| S2 |
518.0 |
518.0 |
536.3 |
|
| S3 |
500.0 |
510.5 |
534.5 |
|
| S4 |
481.8 |
492.5 |
529.5 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
648.5 |
631.3 |
543.8 |
|
| R3 |
599.8 |
582.8 |
530.3 |
|
| R2 |
551.3 |
551.3 |
525.8 |
|
| R1 |
534.0 |
534.0 |
521.3 |
542.8 |
| PP |
502.8 |
502.8 |
502.8 |
507.0 |
| S1 |
485.5 |
485.5 |
512.5 |
494.0 |
| S2 |
454.0 |
454.0 |
508.0 |
|
| S3 |
405.5 |
436.8 |
503.5 |
|
| S4 |
356.8 |
388.3 |
490.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
621.3 |
|
2.618 |
591.5 |
|
1.618 |
573.3 |
|
1.000 |
562.0 |
|
0.618 |
555.0 |
|
HIGH |
543.8 |
|
0.618 |
536.8 |
|
0.500 |
534.8 |
|
0.382 |
532.5 |
|
LOW |
525.5 |
|
0.618 |
514.3 |
|
1.000 |
507.5 |
|
1.618 |
496.3 |
|
2.618 |
478.0 |
|
4.250 |
448.3 |
|
|
| Fisher Pivots for day following 23-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
538.0 |
536.0 |
| PP |
536.3 |
532.5 |
| S1 |
534.8 |
529.3 |
|