ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 31-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
580.9 |
573.4 |
-7.5 |
-1.3% |
580.5 |
| High |
587.2 |
573.7 |
-13.5 |
-2.3% |
587.2 |
| Low |
573.0 |
566.1 |
-6.9 |
-1.2% |
569.2 |
| Close |
576.7 |
569.3 |
-7.4 |
-1.3% |
576.7 |
| Range |
14.2 |
7.6 |
-6.6 |
-46.5% |
18.0 |
| ATR |
10.5 |
10.5 |
0.0 |
0.0% |
0.0 |
| Volume |
863 |
383 |
-480 |
-55.6% |
5,817 |
|
| Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
592.5 |
588.5 |
573.5 |
|
| R3 |
585.0 |
581.0 |
571.5 |
|
| R2 |
577.3 |
577.3 |
570.8 |
|
| R1 |
573.3 |
573.3 |
570.0 |
571.5 |
| PP |
569.8 |
569.8 |
569.8 |
568.8 |
| S1 |
565.8 |
565.8 |
568.5 |
564.0 |
| S2 |
562.0 |
562.0 |
568.0 |
|
| S3 |
554.5 |
558.0 |
567.3 |
|
| S4 |
547.0 |
550.5 |
565.0 |
|
|
| 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 |
606.0 |
|
2.618 |
593.5 |
|
1.618 |
586.0 |
|
1.000 |
581.3 |
|
0.618 |
578.5 |
|
HIGH |
573.8 |
|
0.618 |
570.8 |
|
0.500 |
570.0 |
|
0.382 |
569.0 |
|
LOW |
566.0 |
|
0.618 |
561.5 |
|
1.000 |
558.5 |
|
1.618 |
553.8 |
|
2.618 |
546.3 |
|
4.250 |
533.8 |
|
|
| Fisher Pivots for day following 31-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
570.0 |
576.8 |
| PP |
569.8 |
574.3 |
| S1 |
569.5 |
571.8 |
|