ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 01-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2009 |
01-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
573.4 |
570.3 |
-3.1 |
-0.5% |
580.5 |
| High |
573.7 |
578.1 |
4.4 |
0.8% |
587.2 |
| Low |
566.1 |
553.5 |
-12.6 |
-2.2% |
569.2 |
| Close |
569.3 |
555.1 |
-14.2 |
-2.5% |
576.7 |
| Range |
7.6 |
24.6 |
17.0 |
223.7% |
18.0 |
| ATR |
10.5 |
11.5 |
1.0 |
9.5% |
0.0 |
| Volume |
383 |
3,248 |
2,865 |
748.0% |
5,817 |
|
| Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
636.0 |
620.3 |
568.8 |
|
| R3 |
611.5 |
595.5 |
561.8 |
|
| R2 |
586.8 |
586.8 |
559.5 |
|
| R1 |
571.0 |
571.0 |
557.3 |
566.5 |
| PP |
562.3 |
562.3 |
562.3 |
560.0 |
| S1 |
546.3 |
546.3 |
552.8 |
542.0 |
| S2 |
537.8 |
537.8 |
550.5 |
|
| S3 |
513.0 |
521.8 |
548.3 |
|
| S4 |
488.5 |
497.3 |
541.5 |
|
|
| 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 |
682.8 |
|
2.618 |
642.5 |
|
1.618 |
618.0 |
|
1.000 |
602.8 |
|
0.618 |
593.3 |
|
HIGH |
578.0 |
|
0.618 |
568.8 |
|
0.500 |
565.8 |
|
0.382 |
563.0 |
|
LOW |
553.5 |
|
0.618 |
538.3 |
|
1.000 |
529.0 |
|
1.618 |
513.8 |
|
2.618 |
489.0 |
|
4.250 |
449.0 |
|
|
| Fisher Pivots for day following 01-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
565.8 |
570.3 |
| PP |
562.3 |
565.3 |
| S1 |
558.8 |
560.3 |
|