ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 22-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
613.9 |
614.1 |
0.2 |
0.0% |
589.3 |
| High |
616.4 |
620.6 |
4.2 |
0.7% |
620.5 |
| Low |
607.9 |
613.9 |
6.0 |
1.0% |
582.8 |
| Close |
613.8 |
618.8 |
5.0 |
0.8% |
614.2 |
| Range |
8.5 |
6.7 |
-1.8 |
-21.2% |
37.7 |
| ATR |
11.3 |
11.0 |
-0.3 |
-2.9% |
0.0 |
| Volume |
145,763 |
120,886 |
-24,877 |
-17.1% |
940,463 |
|
| Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
637.8 |
635.0 |
622.5 |
|
| R3 |
631.3 |
628.3 |
620.8 |
|
| R2 |
624.5 |
624.5 |
620.0 |
|
| R1 |
621.8 |
621.8 |
619.5 |
623.0 |
| PP |
617.8 |
617.8 |
617.8 |
618.5 |
| S1 |
615.0 |
615.0 |
618.3 |
616.3 |
| S2 |
611.0 |
611.0 |
617.5 |
|
| S3 |
604.3 |
608.3 |
617.0 |
|
| S4 |
597.8 |
601.5 |
615.0 |
|
|
| 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 |
620.6 |
600.6 |
20.0 |
3.2% |
9.8 |
1.6% |
91% |
True |
False |
165,473 |
| 10 |
620.6 |
569.7 |
50.9 |
8.2% |
11.5 |
1.8% |
96% |
True |
False |
142,106 |
| 20 |
620.6 |
549.0 |
71.6 |
11.6% |
11.0 |
1.8% |
97% |
True |
False |
72,220 |
| 40 |
620.6 |
541.3 |
79.3 |
12.8% |
10.3 |
1.7% |
98% |
True |
False |
36,184 |
| 60 |
620.6 |
471.2 |
149.4 |
24.1% |
9.3 |
1.5% |
99% |
True |
False |
24,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
649.0 |
|
2.618 |
638.3 |
|
1.618 |
631.5 |
|
1.000 |
627.3 |
|
0.618 |
624.8 |
|
HIGH |
620.5 |
|
0.618 |
618.0 |
|
0.500 |
617.3 |
|
0.382 |
616.5 |
|
LOW |
614.0 |
|
0.618 |
609.8 |
|
1.000 |
607.3 |
|
1.618 |
603.0 |
|
2.618 |
596.3 |
|
4.250 |
585.5 |
|
|
| Fisher Pivots for day following 22-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
618.3 |
617.3 |
| PP |
617.8 |
615.8 |
| S1 |
617.3 |
614.3 |
|