ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 09-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
603.9 |
606.7 |
2.8 |
0.5% |
578.3 |
| High |
611.3 |
613.1 |
1.8 |
0.3% |
613.1 |
| Low |
601.8 |
603.6 |
1.8 |
0.3% |
577.2 |
| Close |
606.9 |
612.2 |
5.3 |
0.9% |
612.2 |
| Range |
9.5 |
9.5 |
0.0 |
0.0% |
35.9 |
| ATR |
12.9 |
12.6 |
-0.2 |
-1.9% |
0.0 |
| Volume |
114,528 |
148,672 |
34,144 |
29.8% |
705,415 |
|
| Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
638.3 |
634.8 |
617.5 |
|
| R3 |
628.8 |
625.3 |
614.8 |
|
| R2 |
619.3 |
619.3 |
614.0 |
|
| R1 |
615.8 |
615.8 |
613.0 |
617.5 |
| PP |
609.8 |
609.8 |
609.8 |
610.5 |
| S1 |
606.3 |
606.3 |
611.3 |
608.0 |
| S2 |
600.3 |
600.3 |
610.5 |
|
| S3 |
590.8 |
596.8 |
609.5 |
|
| S4 |
581.3 |
587.3 |
607.0 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
708.5 |
696.3 |
632.0 |
|
| R3 |
672.8 |
660.3 |
622.0 |
|
| R2 |
636.8 |
636.8 |
618.8 |
|
| R1 |
624.5 |
624.5 |
615.5 |
630.5 |
| PP |
600.8 |
600.8 |
600.8 |
604.0 |
| S1 |
588.5 |
588.5 |
609.0 |
594.8 |
| S2 |
565.0 |
565.0 |
605.5 |
|
| S3 |
529.0 |
552.8 |
602.3 |
|
| S4 |
493.3 |
516.8 |
592.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
613.1 |
577.2 |
35.9 |
5.9% |
11.0 |
1.8% |
97% |
True |
False |
141,083 |
| 10 |
616.0 |
573.4 |
42.6 |
7.0% |
13.8 |
2.3% |
91% |
False |
False |
147,763 |
| 20 |
624.2 |
573.4 |
50.8 |
8.3% |
12.8 |
2.1% |
76% |
False |
False |
157,602 |
| 40 |
624.2 |
544.0 |
80.2 |
13.1% |
12.0 |
2.0% |
85% |
False |
False |
84,777 |
| 60 |
624.2 |
514.5 |
109.7 |
17.9% |
10.5 |
1.7% |
89% |
False |
False |
56,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
653.5 |
|
2.618 |
638.0 |
|
1.618 |
628.5 |
|
1.000 |
622.5 |
|
0.618 |
619.0 |
|
HIGH |
613.0 |
|
0.618 |
609.5 |
|
0.500 |
608.3 |
|
0.382 |
607.3 |
|
LOW |
603.5 |
|
0.618 |
597.8 |
|
1.000 |
594.0 |
|
1.618 |
588.3 |
|
2.618 |
578.8 |
|
4.250 |
563.3 |
|
|
| Fisher Pivots for day following 09-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
611.0 |
609.8 |
| PP |
609.8 |
607.0 |
| S1 |
608.3 |
604.5 |
|