ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 23-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2009 |
23-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
602.0 |
613.6 |
11.6 |
1.9% |
612.3 |
| High |
614.5 |
615.8 |
1.3 |
0.2% |
624.5 |
| Low |
595.8 |
597.8 |
2.0 |
0.3% |
595.8 |
| Close |
612.5 |
601.3 |
-11.2 |
-1.8% |
601.3 |
| Range |
18.7 |
18.0 |
-0.7 |
-3.7% |
28.7 |
| ATR |
14.1 |
14.4 |
0.3 |
2.0% |
0.0 |
| Volume |
197,566 |
156,150 |
-41,416 |
-21.0% |
800,978 |
|
| Daily Pivots for day following 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
659.0 |
648.3 |
611.3 |
|
| R3 |
641.0 |
630.3 |
606.3 |
|
| R2 |
623.0 |
623.0 |
604.5 |
|
| R1 |
612.3 |
612.3 |
603.0 |
608.5 |
| PP |
605.0 |
605.0 |
605.0 |
603.3 |
| S1 |
594.3 |
594.3 |
599.8 |
590.5 |
| S2 |
587.0 |
587.0 |
598.0 |
|
| S3 |
569.0 |
576.3 |
596.3 |
|
| S4 |
551.0 |
558.3 |
591.5 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
693.3 |
676.0 |
617.0 |
|
| R3 |
664.5 |
647.3 |
609.3 |
|
| R2 |
636.0 |
636.0 |
606.5 |
|
| R1 |
618.5 |
618.5 |
604.0 |
613.0 |
| PP |
607.3 |
607.3 |
607.3 |
604.3 |
| S1 |
590.0 |
590.0 |
598.8 |
584.3 |
| S2 |
578.5 |
578.5 |
596.0 |
|
| S3 |
549.8 |
561.3 |
593.5 |
|
| S4 |
521.0 |
532.5 |
585.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
624.5 |
595.8 |
28.7 |
4.8% |
18.8 |
3.1% |
19% |
False |
False |
160,195 |
| 10 |
624.5 |
595.8 |
28.7 |
4.8% |
14.8 |
2.5% |
19% |
False |
False |
139,836 |
| 20 |
624.5 |
573.4 |
51.1 |
8.5% |
14.3 |
2.4% |
55% |
False |
False |
143,799 |
| 40 |
624.5 |
549.0 |
75.5 |
12.6% |
13.3 |
2.2% |
69% |
False |
False |
119,571 |
| 60 |
624.5 |
544.0 |
80.5 |
13.4% |
12.0 |
2.0% |
71% |
False |
False |
79,837 |
| 80 |
624.5 |
471.2 |
153.3 |
25.5% |
10.8 |
1.8% |
85% |
False |
False |
59,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
692.3 |
|
2.618 |
663.0 |
|
1.618 |
645.0 |
|
1.000 |
633.8 |
|
0.618 |
627.0 |
|
HIGH |
615.8 |
|
0.618 |
609.0 |
|
0.500 |
606.8 |
|
0.382 |
604.8 |
|
LOW |
597.8 |
|
0.618 |
586.8 |
|
1.000 |
579.8 |
|
1.618 |
568.8 |
|
2.618 |
550.8 |
|
4.250 |
521.3 |
|
|
| Fisher Pivots for day following 23-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
606.8 |
609.0 |
| PP |
605.0 |
606.5 |
| S1 |
603.3 |
604.0 |
|