ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 21-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2009 |
21-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
613.8 |
613.9 |
0.1 |
0.0% |
589.3 |
| High |
617.8 |
616.4 |
-1.4 |
-0.2% |
620.5 |
| Low |
609.3 |
607.9 |
-1.4 |
-0.2% |
582.8 |
| Close |
614.2 |
613.8 |
-0.4 |
-0.1% |
614.2 |
| Range |
8.5 |
8.5 |
0.0 |
0.0% |
37.7 |
| ATR |
11.6 |
11.3 |
-0.2 |
-1.9% |
0.0 |
| Volume |
181,222 |
145,763 |
-35,459 |
-19.6% |
940,463 |
|
| Daily Pivots for day following 21-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
638.3 |
634.5 |
618.5 |
|
| R3 |
629.8 |
626.0 |
616.3 |
|
| R2 |
621.3 |
621.3 |
615.3 |
|
| R1 |
617.5 |
617.5 |
614.5 |
615.0 |
| PP |
612.8 |
612.8 |
612.8 |
611.5 |
| S1 |
609.0 |
609.0 |
613.0 |
606.5 |
| S2 |
604.3 |
604.3 |
612.3 |
|
| S3 |
595.8 |
600.5 |
611.5 |
|
| S4 |
587.3 |
592.0 |
609.0 |
|
|
| 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 |
592.3 |
28.2 |
4.6% |
10.8 |
1.7% |
76% |
False |
False |
181,037 |
| 10 |
620.5 |
567.5 |
53.0 |
8.6% |
11.3 |
1.8% |
87% |
False |
False |
130,380 |
| 20 |
620.5 |
549.0 |
71.5 |
11.6% |
11.0 |
1.8% |
91% |
False |
False |
66,181 |
| 40 |
620.5 |
541.3 |
79.2 |
12.9% |
10.3 |
1.7% |
92% |
False |
False |
33,166 |
| 60 |
620.5 |
471.2 |
149.3 |
24.3% |
9.3 |
1.5% |
96% |
False |
False |
22,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
652.5 |
|
2.618 |
638.8 |
|
1.618 |
630.3 |
|
1.000 |
625.0 |
|
0.618 |
621.8 |
|
HIGH |
616.5 |
|
0.618 |
613.3 |
|
0.500 |
612.3 |
|
0.382 |
611.3 |
|
LOW |
608.0 |
|
0.618 |
602.8 |
|
1.000 |
599.5 |
|
1.618 |
594.3 |
|
2.618 |
585.8 |
|
4.250 |
571.8 |
|
|
| Fisher Pivots for day following 21-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
613.3 |
614.3 |
| PP |
612.8 |
614.0 |
| S1 |
612.3 |
614.0 |
|