ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 05-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
559.2 |
566.6 |
7.4 |
1.3% |
543.9 |
| High |
568.2 |
567.4 |
-0.8 |
-0.1% |
559.0 |
| Low |
559.2 |
557.5 |
-1.7 |
-0.3% |
541.3 |
| Close |
568.3 |
563.5 |
-4.8 |
-0.8% |
553.6 |
| Range |
9.0 |
9.9 |
0.9 |
10.0% |
17.7 |
| ATR |
8.5 |
8.7 |
0.2 |
1.9% |
0.0 |
| Volume |
34 |
201 |
167 |
491.2% |
626 |
|
| Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
592.5 |
588.0 |
569.0 |
|
| R3 |
582.5 |
578.0 |
566.3 |
|
| R2 |
572.8 |
572.8 |
565.3 |
|
| R1 |
568.0 |
568.0 |
564.5 |
565.5 |
| PP |
562.8 |
562.8 |
562.8 |
561.5 |
| S1 |
558.3 |
558.3 |
562.5 |
555.5 |
| S2 |
553.0 |
553.0 |
561.8 |
|
| S3 |
543.0 |
548.3 |
560.8 |
|
| S4 |
533.0 |
538.5 |
558.0 |
|
|
| 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 |
609.5 |
|
2.618 |
593.3 |
|
1.618 |
583.5 |
|
1.000 |
577.3 |
|
0.618 |
573.5 |
|
HIGH |
567.5 |
|
0.618 |
563.5 |
|
0.500 |
562.5 |
|
0.382 |
561.3 |
|
LOW |
557.5 |
|
0.618 |
551.5 |
|
1.000 |
547.5 |
|
1.618 |
541.5 |
|
2.618 |
531.5 |
|
4.250 |
515.5 |
|
|
| Fisher Pivots for day following 05-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
563.3 |
562.8 |
| PP |
562.8 |
562.0 |
| S1 |
562.5 |
561.3 |
|