ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 14-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2009 |
14-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
611.6 |
614.5 |
2.9 |
0.5% |
578.3 |
| High |
618.0 |
622.9 |
4.9 |
0.8% |
613.1 |
| Low |
604.1 |
613.6 |
9.5 |
1.6% |
577.2 |
| Close |
609.2 |
620.1 |
10.9 |
1.8% |
612.2 |
| Range |
13.9 |
9.3 |
-4.6 |
-33.1% |
35.9 |
| ATR |
12.5 |
12.6 |
0.1 |
0.7% |
0.0 |
| Volume |
89,474 |
138,512 |
49,038 |
54.8% |
705,415 |
|
| Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
646.8 |
642.8 |
625.3 |
|
| R3 |
637.5 |
633.5 |
622.8 |
|
| R2 |
628.3 |
628.3 |
621.8 |
|
| R1 |
624.3 |
624.3 |
621.0 |
626.3 |
| PP |
618.8 |
618.8 |
618.8 |
620.0 |
| S1 |
614.8 |
614.8 |
619.3 |
616.8 |
| S2 |
609.5 |
609.5 |
618.5 |
|
| S3 |
600.3 |
605.5 |
617.5 |
|
| S4 |
591.0 |
596.3 |
615.0 |
|
|
| 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 |
622.9 |
601.8 |
21.1 |
3.4% |
10.3 |
1.7% |
87% |
True |
False |
118,980 |
| 10 |
622.9 |
573.4 |
49.5 |
8.0% |
12.3 |
2.0% |
94% |
True |
False |
143,390 |
| 20 |
624.2 |
573.4 |
50.8 |
8.2% |
12.5 |
2.0% |
92% |
False |
False |
144,485 |
| 40 |
624.2 |
546.0 |
78.2 |
12.6% |
12.0 |
1.9% |
95% |
False |
False |
93,064 |
| 60 |
624.2 |
520.0 |
104.2 |
16.8% |
11.0 |
1.8% |
96% |
False |
False |
62,076 |
| 80 |
624.2 |
471.2 |
153.0 |
24.7% |
10.0 |
1.6% |
97% |
False |
False |
46,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
662.5 |
|
2.618 |
647.3 |
|
1.618 |
638.0 |
|
1.000 |
632.3 |
|
0.618 |
628.8 |
|
HIGH |
623.0 |
|
0.618 |
619.3 |
|
0.500 |
618.3 |
|
0.382 |
617.3 |
|
LOW |
613.5 |
|
0.618 |
607.8 |
|
1.000 |
604.3 |
|
1.618 |
598.5 |
|
2.618 |
589.3 |
|
4.250 |
574.0 |
|
|
| Fisher Pivots for day following 14-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
619.5 |
618.0 |
| PP |
618.8 |
615.8 |
| S1 |
618.3 |
613.5 |
|