ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 15-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2009 |
15-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
614.5 |
619.9 |
5.4 |
0.9% |
578.3 |
| High |
622.9 |
622.8 |
-0.1 |
0.0% |
613.1 |
| Low |
613.6 |
615.7 |
2.1 |
0.3% |
577.2 |
| Close |
620.1 |
620.4 |
0.3 |
0.0% |
612.2 |
| Range |
9.3 |
7.1 |
-2.2 |
-23.7% |
35.9 |
| ATR |
12.6 |
12.2 |
-0.4 |
-3.1% |
0.0 |
| Volume |
138,512 |
148,674 |
10,162 |
7.3% |
705,415 |
|
| Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
641.0 |
637.8 |
624.3 |
|
| R3 |
633.8 |
630.8 |
622.3 |
|
| R2 |
626.8 |
626.8 |
621.8 |
|
| R1 |
623.5 |
623.5 |
621.0 |
625.3 |
| PP |
619.8 |
619.8 |
619.8 |
620.5 |
| S1 |
616.5 |
616.5 |
619.8 |
618.0 |
| S2 |
612.5 |
612.5 |
619.0 |
|
| S3 |
605.5 |
609.3 |
618.5 |
|
| S4 |
598.3 |
602.3 |
616.5 |
|
|
| 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 |
603.6 |
19.3 |
3.1% |
9.8 |
1.6% |
87% |
False |
False |
125,809 |
| 10 |
622.9 |
573.4 |
49.5 |
8.0% |
10.5 |
1.7% |
95% |
False |
False |
136,880 |
| 20 |
624.2 |
573.4 |
50.8 |
8.2% |
12.3 |
2.0% |
93% |
False |
False |
143,658 |
| 40 |
624.2 |
549.0 |
75.2 |
12.1% |
12.0 |
1.9% |
95% |
False |
False |
96,767 |
| 60 |
624.2 |
525.6 |
98.6 |
15.9% |
11.0 |
1.8% |
96% |
False |
False |
64,554 |
| 80 |
624.2 |
471.2 |
153.0 |
24.7% |
10.0 |
1.6% |
98% |
False |
False |
48,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
653.0 |
|
2.618 |
641.5 |
|
1.618 |
634.3 |
|
1.000 |
630.0 |
|
0.618 |
627.3 |
|
HIGH |
622.8 |
|
0.618 |
620.0 |
|
0.500 |
619.3 |
|
0.382 |
618.5 |
|
LOW |
615.8 |
|
0.618 |
611.3 |
|
1.000 |
608.5 |
|
1.618 |
604.3 |
|
2.618 |
597.0 |
|
4.250 |
585.5 |
|
|
| Fisher Pivots for day following 15-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
620.0 |
618.0 |
| PP |
619.8 |
615.8 |
| S1 |
619.3 |
613.5 |
|