ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 16-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
619.9 |
621.3 |
1.4 |
0.2% |
612.4 |
| High |
622.8 |
624.2 |
1.4 |
0.2% |
624.2 |
| Low |
615.7 |
609.5 |
-6.2 |
-1.0% |
604.1 |
| Close |
620.4 |
614.3 |
-6.1 |
-1.0% |
614.3 |
| Range |
7.1 |
14.7 |
7.6 |
107.0% |
20.1 |
| ATR |
12.2 |
12.4 |
0.2 |
1.5% |
0.0 |
| Volume |
148,674 |
117,010 |
-31,664 |
-21.3% |
597,385 |
|
| Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
660.0 |
652.0 |
622.5 |
|
| R3 |
645.5 |
637.3 |
618.3 |
|
| R2 |
630.8 |
630.8 |
617.0 |
|
| R1 |
622.5 |
622.5 |
615.8 |
619.3 |
| PP |
616.0 |
616.0 |
616.0 |
614.5 |
| S1 |
607.8 |
607.8 |
613.0 |
604.5 |
| S2 |
601.3 |
601.3 |
611.5 |
|
| S3 |
586.5 |
593.0 |
610.3 |
|
| S4 |
572.0 |
578.5 |
606.3 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
674.5 |
664.5 |
625.3 |
|
| R3 |
654.5 |
644.5 |
619.8 |
|
| R2 |
634.3 |
634.3 |
618.0 |
|
| R1 |
624.3 |
624.3 |
616.3 |
629.3 |
| PP |
614.3 |
614.3 |
614.3 |
616.8 |
| S1 |
604.3 |
604.3 |
612.5 |
609.3 |
| S2 |
594.0 |
594.0 |
610.5 |
|
| S3 |
574.0 |
584.0 |
608.8 |
|
| S4 |
554.0 |
564.0 |
603.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
624.2 |
604.1 |
20.1 |
3.3% |
11.0 |
1.8% |
51% |
True |
False |
119,477 |
| 10 |
624.2 |
577.2 |
47.0 |
7.7% |
11.0 |
1.8% |
79% |
True |
False |
130,280 |
| 20 |
624.2 |
573.4 |
50.8 |
8.3% |
12.5 |
2.1% |
81% |
True |
False |
140,448 |
| 40 |
624.2 |
549.0 |
75.2 |
12.2% |
12.0 |
2.0% |
87% |
True |
False |
99,686 |
| 60 |
624.2 |
536.7 |
87.5 |
14.2% |
11.0 |
1.8% |
89% |
True |
False |
66,501 |
| 80 |
624.2 |
471.2 |
153.0 |
24.9% |
10.0 |
1.6% |
94% |
True |
False |
49,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
686.8 |
|
2.618 |
662.8 |
|
1.618 |
648.0 |
|
1.000 |
639.0 |
|
0.618 |
633.3 |
|
HIGH |
624.3 |
|
0.618 |
618.5 |
|
0.500 |
616.8 |
|
0.382 |
615.0 |
|
LOW |
609.5 |
|
0.618 |
600.5 |
|
1.000 |
594.8 |
|
1.618 |
585.8 |
|
2.618 |
571.0 |
|
4.250 |
547.0 |
|
|
| Fisher Pivots for day following 16-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
616.8 |
616.8 |
| PP |
616.0 |
616.0 |
| S1 |
615.3 |
615.3 |
|