ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 12-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
561.0 |
561.9 |
0.9 |
0.2% |
559.3 |
| High |
561.0 |
573.4 |
12.4 |
2.2% |
573.0 |
| Low |
556.9 |
561.9 |
5.0 |
0.9% |
554.2 |
| Close |
560.0 |
568.1 |
8.1 |
1.4% |
566.5 |
| Range |
4.1 |
11.5 |
7.4 |
180.5% |
18.8 |
| ATR |
9.1 |
9.4 |
0.3 |
3.4% |
0.0 |
| Volume |
15 |
27 |
12 |
80.0% |
593 |
|
| Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
602.3 |
596.8 |
574.5 |
|
| R3 |
590.8 |
585.3 |
571.3 |
|
| R2 |
579.3 |
579.3 |
570.3 |
|
| R1 |
573.8 |
573.8 |
569.3 |
576.5 |
| PP |
567.8 |
567.8 |
567.8 |
569.3 |
| S1 |
562.3 |
562.3 |
567.0 |
565.0 |
| S2 |
556.3 |
556.3 |
566.0 |
|
| S3 |
544.8 |
550.8 |
565.0 |
|
| S4 |
533.3 |
539.3 |
561.8 |
|
|
| 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 |
622.3 |
|
2.618 |
603.5 |
|
1.618 |
592.0 |
|
1.000 |
585.0 |
|
0.618 |
580.5 |
|
HIGH |
573.5 |
|
0.618 |
569.0 |
|
0.500 |
567.8 |
|
0.382 |
566.3 |
|
LOW |
562.0 |
|
0.618 |
554.8 |
|
1.000 |
550.5 |
|
1.618 |
543.3 |
|
2.618 |
531.8 |
|
4.250 |
513.0 |
|
|
| Fisher Pivots for day following 12-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
568.0 |
567.0 |
| PP |
567.8 |
566.3 |
| S1 |
567.8 |
565.3 |
|