ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 19-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
621.3 |
612.3 |
-9.0 |
-1.4% |
612.4 |
| High |
624.2 |
623.5 |
-0.7 |
-0.1% |
624.2 |
| Low |
609.5 |
609.7 |
0.2 |
0.0% |
604.1 |
| Close |
614.3 |
617.7 |
3.4 |
0.6% |
614.3 |
| Range |
14.7 |
13.8 |
-0.9 |
-6.1% |
20.1 |
| ATR |
12.4 |
12.5 |
0.1 |
0.8% |
0.0 |
| Volume |
117,010 |
162,966 |
45,956 |
39.3% |
597,385 |
|
| Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
658.3 |
651.8 |
625.3 |
|
| R3 |
644.5 |
638.0 |
621.5 |
|
| R2 |
630.8 |
630.8 |
620.3 |
|
| R1 |
624.3 |
624.3 |
619.0 |
627.5 |
| PP |
617.0 |
617.0 |
617.0 |
618.5 |
| S1 |
610.5 |
610.5 |
616.5 |
613.8 |
| S2 |
603.3 |
603.3 |
615.3 |
|
| S3 |
589.3 |
596.8 |
614.0 |
|
| S4 |
575.5 |
582.8 |
610.0 |
|
|
| 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% |
11.8 |
1.9% |
68% |
False |
False |
131,327 |
| 10 |
624.2 |
588.3 |
35.9 |
5.8% |
11.0 |
1.8% |
82% |
False |
False |
130,748 |
| 20 |
624.2 |
573.4 |
50.8 |
8.2% |
13.0 |
2.1% |
87% |
False |
False |
141,308 |
| 40 |
624.2 |
549.0 |
75.2 |
12.2% |
12.0 |
1.9% |
91% |
False |
False |
103,744 |
| 60 |
624.2 |
541.3 |
82.9 |
13.4% |
11.3 |
1.8% |
92% |
False |
False |
69,213 |
| 80 |
624.2 |
471.2 |
153.0 |
24.8% |
10.3 |
1.7% |
96% |
False |
False |
51,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
682.3 |
|
2.618 |
659.8 |
|
1.618 |
645.8 |
|
1.000 |
637.3 |
|
0.618 |
632.0 |
|
HIGH |
623.5 |
|
0.618 |
618.3 |
|
0.500 |
616.5 |
|
0.382 |
615.0 |
|
LOW |
609.8 |
|
0.618 |
601.3 |
|
1.000 |
596.0 |
|
1.618 |
587.3 |
|
2.618 |
573.5 |
|
4.250 |
551.0 |
|
|
| Fisher Pivots for day following 19-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
617.3 |
617.5 |
| PP |
617.0 |
617.3 |
| S1 |
616.5 |
616.8 |
|