ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 07-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
588.4 |
598.9 |
10.5 |
1.8% |
597.6 |
| High |
602.7 |
603.9 |
1.2 |
0.2% |
616.0 |
| Low |
588.3 |
596.0 |
7.7 |
1.3% |
573.4 |
| Close |
598.9 |
599.9 |
1.0 |
0.2% |
578.6 |
| Range |
14.4 |
7.9 |
-6.5 |
-45.1% |
42.6 |
| ATR |
13.4 |
13.0 |
-0.4 |
-2.9% |
0.0 |
| Volume |
129,031 |
154,905 |
25,874 |
20.1% |
772,217 |
|
| Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
623.8 |
619.8 |
604.3 |
|
| R3 |
615.8 |
611.8 |
602.0 |
|
| R2 |
607.8 |
607.8 |
601.3 |
|
| R1 |
603.8 |
603.8 |
600.5 |
605.8 |
| PP |
600.0 |
600.0 |
600.0 |
601.0 |
| S1 |
596.0 |
596.0 |
599.3 |
598.0 |
| S2 |
592.0 |
592.0 |
598.5 |
|
| S3 |
584.3 |
588.0 |
597.8 |
|
| S4 |
576.3 |
580.3 |
595.5 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
717.3 |
690.5 |
602.0 |
|
| R3 |
674.5 |
647.8 |
590.3 |
|
| R2 |
632.0 |
632.0 |
586.5 |
|
| R1 |
605.3 |
605.3 |
582.5 |
597.3 |
| PP |
589.3 |
589.3 |
589.3 |
585.3 |
| S1 |
562.8 |
562.8 |
574.8 |
554.8 |
| S2 |
546.8 |
546.8 |
570.8 |
|
| S3 |
504.3 |
520.0 |
567.0 |
|
| S4 |
461.5 |
477.5 |
555.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
604.5 |
573.4 |
31.1 |
5.2% |
14.0 |
2.3% |
85% |
False |
False |
167,800 |
| 10 |
616.8 |
573.4 |
43.4 |
7.2% |
15.0 |
2.5% |
61% |
False |
False |
155,871 |
| 20 |
624.2 |
573.4 |
50.8 |
8.5% |
13.0 |
2.2% |
52% |
False |
False |
154,609 |
| 40 |
624.2 |
544.0 |
80.2 |
13.4% |
12.3 |
2.0% |
70% |
False |
False |
78,198 |
| 60 |
624.2 |
500.3 |
123.9 |
20.7% |
10.5 |
1.8% |
80% |
False |
False |
52,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
637.5 |
|
2.618 |
624.5 |
|
1.618 |
616.8 |
|
1.000 |
611.8 |
|
0.618 |
608.8 |
|
HIGH |
604.0 |
|
0.618 |
601.0 |
|
0.500 |
600.0 |
|
0.382 |
599.0 |
|
LOW |
596.0 |
|
0.618 |
591.0 |
|
1.000 |
588.0 |
|
1.618 |
583.3 |
|
2.618 |
575.3 |
|
4.250 |
562.5 |
|
|
| Fisher Pivots for day following 07-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
600.0 |
596.8 |
| PP |
600.0 |
593.8 |
| S1 |
600.0 |
590.5 |
|