ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 03-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
554.1 |
559.3 |
5.2 |
0.9% |
543.9 |
| High |
558.6 |
560.9 |
2.3 |
0.4% |
559.0 |
| Low |
553.0 |
554.2 |
1.2 |
0.2% |
541.3 |
| Close |
553.6 |
560.7 |
7.1 |
1.3% |
553.6 |
| Range |
5.6 |
6.7 |
1.1 |
19.6% |
17.7 |
| ATR |
8.6 |
8.5 |
-0.1 |
-1.1% |
0.0 |
| Volume |
22 |
76 |
54 |
245.5% |
626 |
|
| Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
578.8 |
576.5 |
564.5 |
|
| R3 |
572.0 |
569.8 |
562.5 |
|
| R2 |
565.3 |
565.3 |
562.0 |
|
| R1 |
563.0 |
563.0 |
561.3 |
564.3 |
| PP |
558.5 |
558.5 |
558.5 |
559.3 |
| S1 |
556.3 |
556.3 |
560.0 |
557.5 |
| S2 |
552.0 |
552.0 |
559.5 |
|
| S3 |
545.3 |
549.5 |
558.8 |
|
| S4 |
538.5 |
543.0 |
557.0 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
604.5 |
596.8 |
563.3 |
|
| R3 |
586.8 |
579.0 |
558.5 |
|
| R2 |
569.0 |
569.0 |
556.8 |
|
| R1 |
561.3 |
561.3 |
555.3 |
565.3 |
| PP |
551.3 |
551.3 |
551.3 |
553.3 |
| S1 |
543.5 |
543.5 |
552.0 |
547.5 |
| S2 |
533.5 |
533.5 |
550.3 |
|
| S3 |
516.0 |
526.0 |
548.8 |
|
| S4 |
498.3 |
508.3 |
543.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
589.5 |
|
2.618 |
578.5 |
|
1.618 |
571.8 |
|
1.000 |
567.5 |
|
0.618 |
565.0 |
|
HIGH |
561.0 |
|
0.618 |
558.3 |
|
0.500 |
557.5 |
|
0.382 |
556.8 |
|
LOW |
554.3 |
|
0.618 |
550.0 |
|
1.000 |
547.5 |
|
1.618 |
543.3 |
|
2.618 |
536.8 |
|
4.250 |
525.8 |
|
|
| Fisher Pivots for day following 03-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
559.8 |
558.3 |
| PP |
558.5 |
556.0 |
| S1 |
557.5 |
553.5 |
|