ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 16-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
595.2 |
601.0 |
5.8 |
1.0% |
569.2 |
| High |
603.8 |
614.9 |
11.1 |
1.8% |
596.3 |
| Low |
592.3 |
600.6 |
8.3 |
1.4% |
567.5 |
| Close |
600.9 |
613.9 |
13.0 |
2.2% |
590.6 |
| Range |
11.5 |
14.3 |
2.8 |
24.3% |
28.8 |
| ATR |
11.7 |
11.9 |
0.2 |
1.6% |
0.0 |
| Volume |
198,705 |
214,284 |
15,579 |
7.8% |
217,577 |
|
| Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
652.8 |
647.5 |
621.8 |
|
| R3 |
638.5 |
633.3 |
617.8 |
|
| R2 |
624.0 |
624.0 |
616.5 |
|
| R1 |
619.0 |
619.0 |
615.3 |
621.5 |
| PP |
609.8 |
609.8 |
609.8 |
611.0 |
| S1 |
604.8 |
604.8 |
612.5 |
607.3 |
| S2 |
595.5 |
595.5 |
611.3 |
|
| S3 |
581.3 |
590.5 |
610.0 |
|
| S4 |
567.0 |
576.0 |
606.0 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
614.9 |
578.7 |
36.2 |
5.9% |
12.5 |
2.0% |
97% |
True |
False |
159,474 |
| 10 |
614.9 |
549.0 |
65.9 |
10.7% |
11.8 |
1.9% |
98% |
True |
False |
82,197 |
| 20 |
614.9 |
546.0 |
68.9 |
11.2% |
11.5 |
1.9% |
99% |
True |
False |
41,642 |
| 40 |
614.9 |
520.0 |
94.9 |
15.5% |
10.3 |
1.7% |
99% |
True |
False |
20,871 |
| 60 |
614.9 |
471.2 |
143.7 |
23.4% |
9.3 |
1.5% |
99% |
True |
False |
13,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
675.8 |
|
2.618 |
652.3 |
|
1.618 |
638.0 |
|
1.000 |
629.3 |
|
0.618 |
623.8 |
|
HIGH |
615.0 |
|
0.618 |
609.5 |
|
0.500 |
607.8 |
|
0.382 |
606.0 |
|
LOW |
600.5 |
|
0.618 |
591.8 |
|
1.000 |
586.3 |
|
1.618 |
577.5 |
|
2.618 |
563.3 |
|
4.250 |
539.8 |
|
|
| Fisher Pivots for day following 16-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
611.8 |
609.0 |
| PP |
609.8 |
603.8 |
| S1 |
607.8 |
598.8 |
|