ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 28-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2009 |
28-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
577.7 |
580.9 |
3.2 |
0.6% |
580.5 |
| High |
581.0 |
587.2 |
6.2 |
1.1% |
587.2 |
| Low |
569.2 |
573.0 |
3.8 |
0.7% |
569.2 |
| Close |
579.9 |
576.7 |
-3.2 |
-0.6% |
576.7 |
| Range |
11.8 |
14.2 |
2.4 |
20.3% |
18.0 |
| ATR |
10.3 |
10.5 |
0.3 |
2.7% |
0.0 |
| Volume |
1,781 |
863 |
-918 |
-51.5% |
5,817 |
|
| Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
621.5 |
613.3 |
584.5 |
|
| R3 |
607.3 |
599.3 |
580.5 |
|
| R2 |
593.3 |
593.3 |
579.3 |
|
| R1 |
585.0 |
585.0 |
578.0 |
582.0 |
| PP |
579.0 |
579.0 |
579.0 |
577.5 |
| S1 |
570.8 |
570.8 |
575.5 |
567.8 |
| S2 |
564.8 |
564.8 |
574.0 |
|
| S3 |
550.5 |
556.5 |
572.8 |
|
| S4 |
536.3 |
542.3 |
569.0 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
631.8 |
622.3 |
586.5 |
|
| R3 |
613.8 |
604.3 |
581.8 |
|
| R2 |
595.8 |
595.8 |
580.0 |
|
| R1 |
586.3 |
586.3 |
578.3 |
582.0 |
| PP |
577.8 |
577.8 |
577.8 |
575.5 |
| S1 |
568.3 |
568.3 |
575.0 |
564.0 |
| S2 |
559.8 |
559.8 |
573.5 |
|
| S3 |
541.8 |
550.3 |
571.8 |
|
| S4 |
523.8 |
532.3 |
566.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
647.5 |
|
2.618 |
624.5 |
|
1.618 |
610.3 |
|
1.000 |
601.5 |
|
0.618 |
596.0 |
|
HIGH |
587.3 |
|
0.618 |
581.8 |
|
0.500 |
580.0 |
|
0.382 |
578.5 |
|
LOW |
573.0 |
|
0.618 |
564.3 |
|
1.000 |
558.8 |
|
1.618 |
550.0 |
|
2.618 |
535.8 |
|
4.250 |
512.8 |
|
|
| Fisher Pivots for day following 28-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
580.0 |
578.3 |
| PP |
579.0 |
577.8 |
| S1 |
577.8 |
577.3 |
|