ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 03-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2009 |
03-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
553.0 |
552.0 |
-1.0 |
-0.2% |
580.5 |
| High |
555.8 |
559.1 |
3.3 |
0.6% |
587.2 |
| Low |
551.4 |
549.0 |
-2.4 |
-0.4% |
569.2 |
| Close |
552.3 |
558.2 |
5.9 |
1.1% |
576.7 |
| Range |
4.4 |
10.1 |
5.7 |
129.5% |
18.0 |
| ATR |
11.0 |
11.0 |
-0.1 |
-0.6% |
0.0 |
| Volume |
6,578 |
163 |
-6,415 |
-97.5% |
5,817 |
|
| Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
585.8 |
582.0 |
563.8 |
|
| R3 |
575.8 |
572.0 |
561.0 |
|
| R2 |
565.5 |
565.5 |
560.0 |
|
| R1 |
561.8 |
561.8 |
559.3 |
563.8 |
| PP |
555.5 |
555.5 |
555.5 |
556.3 |
| S1 |
551.8 |
551.8 |
557.3 |
553.5 |
| S2 |
545.3 |
545.3 |
556.3 |
|
| S3 |
535.3 |
541.8 |
555.5 |
|
| S4 |
525.3 |
531.5 |
552.8 |
|
|
| 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 |
602.0 |
|
2.618 |
585.5 |
|
1.618 |
575.5 |
|
1.000 |
569.3 |
|
0.618 |
565.3 |
|
HIGH |
559.0 |
|
0.618 |
555.3 |
|
0.500 |
554.0 |
|
0.382 |
552.8 |
|
LOW |
549.0 |
|
0.618 |
542.8 |
|
1.000 |
539.0 |
|
1.618 |
532.8 |
|
2.618 |
522.5 |
|
4.250 |
506.0 |
|
|
| Fisher Pivots for day following 03-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
556.8 |
563.5 |
| PP |
555.5 |
561.8 |
| S1 |
554.0 |
560.0 |
|