ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 14-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
590.0 |
589.3 |
-0.7 |
-0.1% |
569.2 |
| High |
596.3 |
597.7 |
1.4 |
0.2% |
596.3 |
| Low |
587.6 |
582.8 |
-4.8 |
-0.8% |
567.5 |
| Close |
590.6 |
595.3 |
4.7 |
0.8% |
590.6 |
| Range |
8.7 |
14.9 |
6.2 |
71.3% |
28.8 |
| ATR |
11.5 |
11.7 |
0.2 |
2.1% |
0.0 |
| Volume |
152,062 |
181,038 |
28,976 |
19.1% |
217,577 |
|
| Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
636.8 |
630.8 |
603.5 |
|
| R3 |
621.8 |
616.0 |
599.5 |
|
| R2 |
606.8 |
606.8 |
598.0 |
|
| R1 |
601.0 |
601.0 |
596.8 |
604.0 |
| PP |
592.0 |
592.0 |
592.0 |
593.5 |
| S1 |
586.3 |
586.3 |
594.0 |
589.0 |
| S2 |
577.0 |
577.0 |
592.5 |
|
| S3 |
562.3 |
571.3 |
591.3 |
|
| S4 |
547.3 |
556.3 |
587.0 |
|
|
| 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 |
661.0 |
|
2.618 |
636.8 |
|
1.618 |
621.8 |
|
1.000 |
612.5 |
|
0.618 |
607.0 |
|
HIGH |
597.8 |
|
0.618 |
592.0 |
|
0.500 |
590.3 |
|
0.382 |
588.5 |
|
LOW |
582.8 |
|
0.618 |
573.5 |
|
1.000 |
568.0 |
|
1.618 |
558.8 |
|
2.618 |
543.8 |
|
4.250 |
519.5 |
|
|
| Fisher Pivots for day following 14-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
593.5 |
593.0 |
| PP |
592.0 |
590.5 |
| S1 |
590.3 |
588.3 |
|