ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 25-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2009 |
25-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
592.4 |
592.0 |
-0.4 |
-0.1% |
586.3 |
| High |
596.1 |
597.4 |
1.3 |
0.2% |
605.1 |
| Low |
584.5 |
590.7 |
6.2 |
1.1% |
577.6 |
| Close |
591.5 |
591.6 |
0.1 |
0.0% |
584.0 |
| Range |
11.6 |
6.7 |
-4.9 |
-42.2% |
27.5 |
| ATR |
14.3 |
13.8 |
-0.5 |
-3.8% |
0.0 |
| Volume |
121,794 |
115,540 |
-6,254 |
-5.1% |
615,998 |
|
| Daily Pivots for day following 25-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
613.3 |
609.3 |
595.3 |
|
| R3 |
606.8 |
602.5 |
593.5 |
|
| R2 |
600.0 |
600.0 |
592.8 |
|
| R1 |
595.8 |
595.8 |
592.3 |
594.5 |
| PP |
593.3 |
593.3 |
593.3 |
592.5 |
| S1 |
589.0 |
589.0 |
591.0 |
587.8 |
| S2 |
586.5 |
586.5 |
590.3 |
|
| S3 |
579.8 |
582.3 |
589.8 |
|
| S4 |
573.3 |
575.8 |
588.0 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
671.5 |
655.3 |
599.0 |
|
| R3 |
644.0 |
627.8 |
591.5 |
|
| R2 |
616.5 |
616.5 |
589.0 |
|
| R1 |
600.3 |
600.3 |
586.5 |
594.5 |
| PP |
589.0 |
589.0 |
589.0 |
586.0 |
| S1 |
572.8 |
572.8 |
581.5 |
567.0 |
| S2 |
561.5 |
561.5 |
579.0 |
|
| S3 |
534.0 |
545.3 |
576.5 |
|
| S4 |
506.5 |
517.8 |
569.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
601.4 |
577.6 |
23.8 |
4.0% |
12.8 |
2.2% |
59% |
False |
False |
116,259 |
| 10 |
605.1 |
574.5 |
30.6 |
5.2% |
13.0 |
2.2% |
56% |
False |
False |
121,734 |
| 20 |
605.1 |
551.4 |
53.7 |
9.1% |
14.3 |
2.4% |
75% |
False |
False |
145,871 |
| 40 |
624.5 |
551.4 |
73.1 |
12.4% |
14.5 |
2.4% |
55% |
False |
False |
148,293 |
| 60 |
624.5 |
549.0 |
75.5 |
12.8% |
13.8 |
2.3% |
56% |
False |
False |
136,825 |
| 80 |
624.5 |
544.0 |
80.5 |
13.6% |
13.0 |
2.2% |
59% |
False |
False |
102,765 |
| 100 |
624.5 |
471.2 |
153.3 |
25.9% |
11.8 |
2.0% |
79% |
False |
False |
82,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
626.0 |
|
2.618 |
615.0 |
|
1.618 |
608.3 |
|
1.000 |
604.0 |
|
0.618 |
601.5 |
|
HIGH |
597.5 |
|
0.618 |
594.8 |
|
0.500 |
594.0 |
|
0.382 |
593.3 |
|
LOW |
590.8 |
|
0.618 |
586.5 |
|
1.000 |
584.0 |
|
1.618 |
579.8 |
|
2.618 |
573.3 |
|
4.250 |
562.3 |
|
|
| Fisher Pivots for day following 25-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
594.0 |
592.5 |
| PP |
593.3 |
592.3 |
| S1 |
592.5 |
592.0 |
|