ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 30-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
543.3 |
546.1 |
2.8 |
0.5% |
522.5 |
| High |
545.7 |
559.0 |
13.3 |
2.4% |
543.8 |
| Low |
541.3 |
546.1 |
4.8 |
0.9% |
514.5 |
| Close |
545.3 |
553.1 |
7.8 |
1.4% |
545.7 |
| Range |
4.4 |
12.9 |
8.5 |
193.2% |
29.3 |
| ATR |
8.4 |
8.8 |
0.4 |
4.4% |
0.0 |
| Volume |
194 |
22 |
-172 |
-88.7% |
388 |
|
| Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
591.5 |
585.3 |
560.3 |
|
| R3 |
578.5 |
572.3 |
556.8 |
|
| R2 |
565.8 |
565.8 |
555.5 |
|
| R1 |
559.3 |
559.3 |
554.3 |
562.5 |
| PP |
552.8 |
552.8 |
552.8 |
554.3 |
| S1 |
546.5 |
546.5 |
552.0 |
549.5 |
| S2 |
539.8 |
539.8 |
550.8 |
|
| S3 |
527.0 |
533.5 |
549.5 |
|
| S4 |
514.0 |
520.8 |
546.0 |
|
|
| 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 |
613.8 |
|
2.618 |
592.8 |
|
1.618 |
579.8 |
|
1.000 |
572.0 |
|
0.618 |
567.0 |
|
HIGH |
559.0 |
|
0.618 |
554.0 |
|
0.500 |
552.5 |
|
0.382 |
551.0 |
|
LOW |
546.0 |
|
0.618 |
538.3 |
|
1.000 |
533.3 |
|
1.618 |
525.3 |
|
2.618 |
512.3 |
|
4.250 |
491.3 |
|
|
| Fisher Pivots for day following 30-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
553.0 |
552.0 |
| PP |
552.8 |
551.3 |
| S1 |
552.5 |
550.3 |
|