ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 18-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2009 |
18-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
614.9 |
613.8 |
-1.1 |
-0.2% |
589.3 |
| High |
620.5 |
617.8 |
-2.7 |
-0.4% |
620.5 |
| Low |
610.1 |
609.3 |
-0.8 |
-0.1% |
582.8 |
| Close |
614.5 |
614.2 |
-0.3 |
0.0% |
614.2 |
| Range |
10.4 |
8.5 |
-1.9 |
-18.3% |
37.7 |
| ATR |
11.8 |
11.6 |
-0.2 |
-2.0% |
0.0 |
| Volume |
165,214 |
181,222 |
16,008 |
9.7% |
940,463 |
|
| Daily Pivots for day following 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
639.3 |
635.3 |
619.0 |
|
| R3 |
630.8 |
626.8 |
616.5 |
|
| R2 |
622.3 |
622.3 |
615.8 |
|
| R1 |
618.3 |
618.3 |
615.0 |
620.3 |
| PP |
613.8 |
613.8 |
613.8 |
614.8 |
| S1 |
609.8 |
609.8 |
613.5 |
611.8 |
| S2 |
605.3 |
605.3 |
612.8 |
|
| S3 |
596.8 |
601.3 |
611.8 |
|
| S4 |
588.3 |
592.8 |
609.5 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
719.0 |
704.3 |
635.0 |
|
| R3 |
681.3 |
666.5 |
624.5 |
|
| R2 |
643.5 |
643.5 |
621.0 |
|
| R1 |
628.8 |
628.8 |
617.8 |
636.3 |
| PP |
605.8 |
605.8 |
605.8 |
609.5 |
| S1 |
591.3 |
591.3 |
610.8 |
598.5 |
| S2 |
568.3 |
568.3 |
607.3 |
|
| S3 |
530.5 |
553.5 |
603.8 |
|
| S4 |
492.8 |
515.8 |
593.5 |
|
|
| 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% |
83% |
False |
False |
188,092 |
| 10 |
620.5 |
550.7 |
69.8 |
11.4% |
12.3 |
2.0% |
91% |
False |
False |
116,166 |
| 20 |
620.5 |
549.0 |
71.5 |
11.6% |
11.5 |
1.9% |
91% |
False |
False |
58,924 |
| 40 |
620.5 |
536.7 |
83.8 |
13.6% |
10.3 |
1.7% |
92% |
False |
False |
29,527 |
| 60 |
620.5 |
471.2 |
149.3 |
24.3% |
9.3 |
1.5% |
96% |
False |
False |
19,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
654.0 |
|
2.618 |
640.0 |
|
1.618 |
631.5 |
|
1.000 |
626.3 |
|
0.618 |
623.0 |
|
HIGH |
617.8 |
|
0.618 |
614.5 |
|
0.500 |
613.5 |
|
0.382 |
612.5 |
|
LOW |
609.3 |
|
0.618 |
604.0 |
|
1.000 |
600.8 |
|
1.618 |
595.5 |
|
2.618 |
587.0 |
|
4.250 |
573.3 |
|
|
| Fisher Pivots for day following 18-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
614.0 |
613.0 |
| PP |
613.8 |
611.8 |
| S1 |
613.5 |
610.5 |
|