ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 10-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
554.4 |
566.4 |
12.0 |
2.2% |
559.3 |
| High |
573.0 |
569.1 |
-3.9 |
-0.7% |
573.0 |
| Low |
554.4 |
566.4 |
12.0 |
2.2% |
554.2 |
| Close |
566.5 |
568.9 |
2.4 |
0.4% |
566.5 |
| Range |
18.6 |
2.7 |
-15.9 |
-85.5% |
18.8 |
| ATR |
9.3 |
8.8 |
-0.5 |
-5.1% |
0.0 |
| Volume |
250 |
131 |
-119 |
-47.6% |
593 |
|
| Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
576.3 |
575.3 |
570.5 |
|
| R3 |
573.5 |
572.5 |
569.8 |
|
| R2 |
570.8 |
570.8 |
569.5 |
|
| R1 |
569.8 |
569.8 |
569.3 |
570.3 |
| PP |
568.3 |
568.3 |
568.3 |
568.5 |
| S1 |
567.3 |
567.3 |
568.8 |
567.8 |
| S2 |
565.5 |
565.5 |
568.5 |
|
| S3 |
562.8 |
564.5 |
568.3 |
|
| S4 |
560.0 |
561.8 |
567.5 |
|
|
| 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 |
580.5 |
|
2.618 |
576.3 |
|
1.618 |
573.5 |
|
1.000 |
571.8 |
|
0.618 |
570.8 |
|
HIGH |
569.0 |
|
0.618 |
568.0 |
|
0.500 |
567.8 |
|
0.382 |
567.5 |
|
LOW |
566.5 |
|
0.618 |
564.8 |
|
1.000 |
563.8 |
|
1.618 |
562.0 |
|
2.618 |
559.3 |
|
4.250 |
555.0 |
|
|
| Fisher Pivots for day following 10-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
568.5 |
567.3 |
| PP |
568.3 |
565.5 |
| S1 |
567.8 |
563.8 |
|