ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 07-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
563.5 |
554.4 |
-9.1 |
-1.6% |
559.3 |
| High |
563.5 |
573.0 |
9.5 |
1.7% |
573.0 |
| Low |
556.3 |
554.4 |
-1.9 |
-0.3% |
554.2 |
| Close |
554.9 |
566.5 |
11.6 |
2.1% |
566.5 |
| Range |
7.2 |
18.6 |
11.4 |
158.3% |
18.8 |
| ATR |
8.6 |
9.3 |
0.7 |
8.3% |
0.0 |
| Volume |
32 |
250 |
218 |
681.3% |
593 |
|
| Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
620.5 |
612.0 |
576.8 |
|
| R3 |
601.8 |
593.5 |
571.5 |
|
| R2 |
583.3 |
583.3 |
570.0 |
|
| R1 |
574.8 |
574.8 |
568.3 |
579.0 |
| PP |
564.8 |
564.8 |
564.8 |
566.8 |
| S1 |
556.3 |
556.3 |
564.8 |
560.5 |
| S2 |
546.0 |
546.0 |
563.0 |
|
| S3 |
527.5 |
537.8 |
561.5 |
|
| S4 |
508.8 |
519.0 |
556.3 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
621.0 |
612.5 |
576.8 |
|
| R3 |
602.3 |
593.8 |
571.8 |
|
| R2 |
583.3 |
583.3 |
570.0 |
|
| R1 |
575.0 |
575.0 |
568.3 |
579.3 |
| PP |
564.5 |
564.5 |
564.5 |
566.8 |
| S1 |
556.3 |
556.3 |
564.8 |
560.3 |
| S2 |
545.8 |
545.8 |
563.0 |
|
| S3 |
527.0 |
537.3 |
561.3 |
|
| S4 |
508.3 |
518.5 |
556.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
652.0 |
|
2.618 |
621.8 |
|
1.618 |
603.0 |
|
1.000 |
591.5 |
|
0.618 |
584.5 |
|
HIGH |
573.0 |
|
0.618 |
566.0 |
|
0.500 |
563.8 |
|
0.382 |
561.5 |
|
LOW |
554.5 |
|
0.618 |
543.0 |
|
1.000 |
535.8 |
|
1.618 |
524.3 |
|
2.618 |
505.8 |
|
4.250 |
475.3 |
|
|
| Fisher Pivots for day following 07-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
565.5 |
565.5 |
| PP |
564.8 |
564.8 |
| S1 |
563.8 |
563.8 |
|