ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 21-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
621.6 |
612.3 |
-9.3 |
-1.5% |
612.4 |
| High |
624.5 |
622.3 |
-2.2 |
-0.4% |
624.2 |
| Low |
607.9 |
596.1 |
-11.8 |
-1.9% |
604.1 |
| Close |
613.8 |
602.5 |
-11.3 |
-1.8% |
614.3 |
| Range |
16.6 |
26.2 |
9.6 |
57.8% |
20.1 |
| ATR |
12.8 |
13.7 |
1.0 |
7.5% |
0.0 |
| Volume |
135,573 |
148,723 |
13,150 |
9.7% |
597,385 |
|
| Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
685.5 |
670.3 |
617.0 |
|
| R3 |
659.3 |
644.0 |
609.8 |
|
| R2 |
633.3 |
633.3 |
607.3 |
|
| R1 |
617.8 |
617.8 |
605.0 |
612.5 |
| PP |
607.0 |
607.0 |
607.0 |
604.3 |
| S1 |
591.8 |
591.8 |
600.0 |
586.3 |
| S2 |
580.8 |
580.8 |
597.8 |
|
| S3 |
554.5 |
565.5 |
595.3 |
|
| S4 |
528.3 |
539.3 |
588.0 |
|
|
| 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 |
624.5 |
596.1 |
28.4 |
4.7% |
15.8 |
2.6% |
23% |
False |
True |
142,589 |
| 10 |
624.5 |
596.1 |
28.4 |
4.7% |
13.0 |
2.2% |
23% |
False |
True |
130,784 |
| 20 |
624.5 |
573.4 |
51.1 |
8.5% |
14.0 |
2.3% |
57% |
False |
False |
143,327 |
| 40 |
624.5 |
549.0 |
75.5 |
12.5% |
12.8 |
2.1% |
71% |
False |
False |
110,843 |
| 60 |
624.5 |
541.3 |
83.2 |
13.8% |
11.8 |
1.9% |
74% |
False |
False |
73,945 |
| 80 |
624.5 |
471.2 |
153.3 |
25.4% |
10.8 |
1.8% |
86% |
False |
False |
55,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
733.8 |
|
2.618 |
691.0 |
|
1.618 |
664.8 |
|
1.000 |
648.5 |
|
0.618 |
638.5 |
|
HIGH |
622.3 |
|
0.618 |
612.3 |
|
0.500 |
609.3 |
|
0.382 |
606.0 |
|
LOW |
596.0 |
|
0.618 |
580.0 |
|
1.000 |
570.0 |
|
1.618 |
553.8 |
|
2.618 |
527.5 |
|
4.250 |
484.8 |
|
|
| Fisher Pivots for day following 21-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
609.3 |
610.3 |
| PP |
607.0 |
607.8 |
| S1 |
604.8 |
605.0 |
|