ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 17-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
601.0 |
614.9 |
13.9 |
2.3% |
569.2 |
| High |
614.9 |
620.5 |
5.6 |
0.9% |
596.3 |
| Low |
600.6 |
610.1 |
9.5 |
1.6% |
567.5 |
| Close |
613.9 |
614.5 |
0.6 |
0.1% |
590.6 |
| Range |
14.3 |
10.4 |
-3.9 |
-27.3% |
28.8 |
| ATR |
11.9 |
11.8 |
-0.1 |
-0.9% |
0.0 |
| Volume |
214,284 |
165,214 |
-49,070 |
-22.9% |
217,577 |
|
| Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
646.3 |
640.8 |
620.3 |
|
| R3 |
635.8 |
630.3 |
617.3 |
|
| R2 |
625.5 |
625.5 |
616.5 |
|
| R1 |
620.0 |
620.0 |
615.5 |
617.5 |
| PP |
615.0 |
615.0 |
615.0 |
613.8 |
| S1 |
609.5 |
609.5 |
613.5 |
607.0 |
| S2 |
604.8 |
604.8 |
612.5 |
|
| S3 |
594.3 |
599.3 |
611.8 |
|
| S4 |
583.8 |
588.8 |
608.8 |
|
|
| 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 |
620.5 |
582.8 |
37.7 |
6.1% |
12.0 |
1.9% |
84% |
True |
False |
182,260 |
| 10 |
620.5 |
549.0 |
71.5 |
11.6% |
12.3 |
2.0% |
92% |
True |
False |
98,060 |
| 20 |
620.5 |
549.0 |
71.5 |
11.6% |
11.5 |
1.9% |
92% |
True |
False |
49,875 |
| 40 |
620.5 |
525.6 |
94.9 |
15.4% |
10.5 |
1.7% |
94% |
True |
False |
25,001 |
| 60 |
620.5 |
471.2 |
149.3 |
24.3% |
9.3 |
1.5% |
96% |
True |
False |
16,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
664.8 |
|
2.618 |
647.8 |
|
1.618 |
637.3 |
|
1.000 |
631.0 |
|
0.618 |
627.0 |
|
HIGH |
620.5 |
|
0.618 |
616.5 |
|
0.500 |
615.3 |
|
0.382 |
614.0 |
|
LOW |
610.0 |
|
0.618 |
603.8 |
|
1.000 |
599.8 |
|
1.618 |
593.3 |
|
2.618 |
582.8 |
|
4.250 |
566.0 |
|
|
| Fisher Pivots for day following 17-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
615.3 |
611.8 |
| PP |
615.0 |
609.0 |
| S1 |
614.8 |
606.5 |
|