ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 27-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
577.4 |
577.7 |
0.3 |
0.1% |
560.0 |
| High |
582.0 |
581.0 |
-1.0 |
-0.2% |
578.9 |
| Low |
577.4 |
569.2 |
-8.2 |
-1.4% |
544.0 |
| Close |
580.4 |
579.9 |
-0.5 |
-0.1% |
578.1 |
| Range |
4.6 |
11.8 |
7.2 |
156.5% |
34.9 |
| ATR |
10.1 |
10.3 |
0.1 |
1.2% |
0.0 |
| Volume |
2,810 |
1,781 |
-1,029 |
-36.6% |
1,631 |
|
| Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
612.0 |
607.8 |
586.5 |
|
| R3 |
600.3 |
596.0 |
583.3 |
|
| R2 |
588.5 |
588.5 |
582.0 |
|
| R1 |
584.3 |
584.3 |
581.0 |
586.3 |
| PP |
576.8 |
576.8 |
576.8 |
577.8 |
| S1 |
572.5 |
572.5 |
578.8 |
574.5 |
| S2 |
565.0 |
565.0 |
577.8 |
|
| S3 |
553.0 |
560.5 |
576.8 |
|
| S4 |
541.3 |
548.8 |
573.5 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
671.8 |
659.8 |
597.3 |
|
| R3 |
636.8 |
625.0 |
587.8 |
|
| R2 |
602.0 |
602.0 |
584.5 |
|
| R1 |
590.0 |
590.0 |
581.3 |
596.0 |
| PP |
567.0 |
567.0 |
567.0 |
570.0 |
| S1 |
555.0 |
555.0 |
575.0 |
561.0 |
| S2 |
532.0 |
532.0 |
571.8 |
|
| S3 |
497.3 |
520.3 |
568.5 |
|
| S4 |
462.3 |
485.3 |
559.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
631.3 |
|
2.618 |
612.0 |
|
1.618 |
600.0 |
|
1.000 |
592.8 |
|
0.618 |
588.3 |
|
HIGH |
581.0 |
|
0.618 |
576.5 |
|
0.500 |
575.0 |
|
0.382 |
573.8 |
|
LOW |
569.3 |
|
0.618 |
562.0 |
|
1.000 |
557.5 |
|
1.618 |
550.0 |
|
2.618 |
538.3 |
|
4.250 |
519.0 |
|
|
| Fisher Pivots for day following 27-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
578.3 |
579.0 |
| PP |
576.8 |
578.0 |
| S1 |
575.0 |
577.0 |
|