ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 06-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2009 |
06-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
578.3 |
588.4 |
10.1 |
1.7% |
597.6 |
| High |
591.0 |
602.7 |
11.7 |
2.0% |
616.0 |
| Low |
577.2 |
588.3 |
11.1 |
1.9% |
573.4 |
| Close |
589.0 |
598.9 |
9.9 |
1.7% |
578.6 |
| Range |
13.8 |
14.4 |
0.6 |
4.3% |
42.6 |
| ATR |
13.3 |
13.4 |
0.1 |
0.6% |
0.0 |
| Volume |
158,279 |
129,031 |
-29,248 |
-18.5% |
772,217 |
|
| Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
639.8 |
633.8 |
606.8 |
|
| R3 |
625.5 |
619.3 |
602.8 |
|
| R2 |
611.0 |
611.0 |
601.5 |
|
| R1 |
605.0 |
605.0 |
600.3 |
608.0 |
| PP |
596.8 |
596.8 |
596.8 |
598.3 |
| S1 |
590.5 |
590.5 |
597.5 |
593.5 |
| S2 |
582.3 |
582.3 |
596.3 |
|
| S3 |
567.8 |
576.3 |
595.0 |
|
| S4 |
553.5 |
561.8 |
591.0 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
717.3 |
690.5 |
602.0 |
|
| R3 |
674.5 |
647.8 |
590.3 |
|
| R2 |
632.0 |
632.0 |
586.5 |
|
| R1 |
605.3 |
605.3 |
582.5 |
597.3 |
| PP |
589.3 |
589.3 |
589.3 |
585.3 |
| S1 |
562.8 |
562.8 |
574.8 |
554.8 |
| S2 |
546.8 |
546.8 |
570.8 |
|
| S3 |
504.3 |
520.0 |
567.0 |
|
| S4 |
461.5 |
477.5 |
555.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
612.1 |
573.4 |
38.7 |
6.5% |
16.3 |
2.7% |
66% |
False |
False |
160,298 |
| 10 |
624.2 |
573.4 |
50.8 |
8.5% |
15.5 |
2.6% |
50% |
False |
False |
152,682 |
| 20 |
624.2 |
569.7 |
54.5 |
9.1% |
13.5 |
2.3% |
54% |
False |
False |
147,394 |
| 40 |
624.2 |
544.0 |
80.2 |
13.4% |
12.0 |
2.0% |
68% |
False |
False |
74,325 |
| 60 |
624.2 |
490.9 |
133.3 |
22.3% |
10.5 |
1.8% |
81% |
False |
False |
49,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
664.0 |
|
2.618 |
640.5 |
|
1.618 |
626.0 |
|
1.000 |
617.0 |
|
0.618 |
611.5 |
|
HIGH |
602.8 |
|
0.618 |
597.3 |
|
0.500 |
595.5 |
|
0.382 |
593.8 |
|
LOW |
588.3 |
|
0.618 |
579.5 |
|
1.000 |
574.0 |
|
1.618 |
565.0 |
|
2.618 |
550.5 |
|
4.250 |
527.0 |
|
|
| Fisher Pivots for day following 06-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
597.8 |
595.3 |
| PP |
596.8 |
591.8 |
| S1 |
595.5 |
588.0 |
|