ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 11-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
584.2 |
590.0 |
5.8 |
1.0% |
569.2 |
| High |
592.0 |
596.3 |
4.3 |
0.7% |
596.3 |
| Low |
578.7 |
587.6 |
8.9 |
1.5% |
567.5 |
| Close |
590.8 |
590.6 |
-0.2 |
0.0% |
590.6 |
| Range |
13.3 |
8.7 |
-4.6 |
-34.6% |
28.8 |
| ATR |
11.7 |
11.5 |
-0.2 |
-1.8% |
0.0 |
| Volume |
51,284 |
152,062 |
100,778 |
196.5% |
217,577 |
|
| Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
617.5 |
612.8 |
595.5 |
|
| R3 |
609.0 |
604.0 |
593.0 |
|
| R2 |
600.3 |
600.3 |
592.3 |
|
| R1 |
595.5 |
595.5 |
591.5 |
597.8 |
| PP |
591.5 |
591.5 |
591.5 |
592.8 |
| S1 |
586.8 |
586.8 |
589.8 |
589.0 |
| S2 |
582.8 |
582.8 |
589.0 |
|
| S3 |
574.0 |
578.0 |
588.3 |
|
| S4 |
565.5 |
569.3 |
585.8 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
671.3 |
659.8 |
606.5 |
|
| R3 |
642.5 |
631.0 |
598.5 |
|
| R2 |
613.5 |
613.5 |
596.0 |
|
| R1 |
602.0 |
602.0 |
593.3 |
607.8 |
| PP |
584.8 |
584.8 |
584.8 |
587.8 |
| S1 |
573.3 |
573.3 |
588.0 |
579.0 |
| S2 |
556.0 |
556.0 |
585.3 |
|
| S3 |
527.3 |
544.5 |
582.8 |
|
| S4 |
498.5 |
515.8 |
574.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
633.3 |
|
2.618 |
619.0 |
|
1.618 |
610.5 |
|
1.000 |
605.0 |
|
0.618 |
601.8 |
|
HIGH |
596.3 |
|
0.618 |
593.0 |
|
0.500 |
592.0 |
|
0.382 |
591.0 |
|
LOW |
587.5 |
|
0.618 |
582.3 |
|
1.000 |
579.0 |
|
1.618 |
573.5 |
|
2.618 |
564.8 |
|
4.250 |
550.5 |
|
|
| Fisher Pivots for day following 11-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
592.0 |
588.0 |
| PP |
591.5 |
585.5 |
| S1 |
591.0 |
583.0 |
|