ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 29-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
544.2 |
543.3 |
-0.9 |
-0.2% |
522.5 |
| High |
548.0 |
545.7 |
-2.3 |
-0.4% |
543.8 |
| Low |
541.3 |
541.3 |
0.0 |
0.0% |
514.5 |
| Close |
547.3 |
545.3 |
-2.0 |
-0.4% |
545.7 |
| Range |
6.7 |
4.4 |
-2.3 |
-34.3% |
29.3 |
| ATR |
8.6 |
8.4 |
-0.2 |
-2.2% |
0.0 |
| Volume |
194 |
194 |
0 |
0.0% |
388 |
|
| Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
557.3 |
555.8 |
547.8 |
|
| R3 |
553.0 |
551.3 |
546.5 |
|
| R2 |
548.5 |
548.5 |
546.0 |
|
| R1 |
547.0 |
547.0 |
545.8 |
547.8 |
| PP |
544.0 |
544.0 |
544.0 |
544.5 |
| S1 |
542.5 |
542.5 |
545.0 |
543.3 |
| S2 |
539.8 |
539.8 |
544.5 |
|
| S3 |
535.3 |
538.0 |
544.0 |
|
| S4 |
531.0 |
533.8 |
543.0 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
622.5 |
613.5 |
561.8 |
|
| R3 |
593.3 |
584.3 |
553.8 |
|
| R2 |
564.0 |
564.0 |
551.0 |
|
| R1 |
554.8 |
554.8 |
548.5 |
559.5 |
| PP |
534.8 |
534.8 |
534.8 |
537.0 |
| S1 |
525.5 |
525.5 |
543.0 |
530.0 |
| S2 |
505.3 |
505.3 |
540.3 |
|
| S3 |
476.0 |
496.3 |
537.8 |
|
| S4 |
446.8 |
467.0 |
529.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
564.5 |
|
2.618 |
557.3 |
|
1.618 |
552.8 |
|
1.000 |
550.0 |
|
0.618 |
548.5 |
|
HIGH |
545.8 |
|
0.618 |
544.0 |
|
0.500 |
543.5 |
|
0.382 |
543.0 |
|
LOW |
541.3 |
|
0.618 |
538.5 |
|
1.000 |
537.0 |
|
1.618 |
534.3 |
|
2.618 |
529.8 |
|
4.250 |
522.5 |
|
|
| Fisher Pivots for day following 29-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
544.8 |
545.3 |
| PP |
544.0 |
545.3 |
| S1 |
543.5 |
545.3 |
|