ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 28-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
593.4 |
586.7 |
-6.7 |
-1.1% |
612.3 |
| High |
597.5 |
587.3 |
-10.2 |
-1.7% |
624.5 |
| Low |
584.4 |
564.0 |
-20.4 |
-3.5% |
595.8 |
| Close |
586.1 |
566.1 |
-20.0 |
-3.4% |
601.3 |
| Range |
13.1 |
23.3 |
10.2 |
77.9% |
28.7 |
| ATR |
14.6 |
15.2 |
0.6 |
4.2% |
0.0 |
| Volume |
165,644 |
179,325 |
13,681 |
8.3% |
800,978 |
|
| Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
642.3 |
627.5 |
579.0 |
|
| R3 |
619.0 |
604.3 |
572.5 |
|
| R2 |
595.8 |
595.8 |
570.3 |
|
| R1 |
581.0 |
581.0 |
568.3 |
576.8 |
| PP |
572.5 |
572.5 |
572.5 |
570.3 |
| S1 |
557.8 |
557.8 |
564.0 |
553.5 |
| S2 |
549.3 |
549.3 |
561.8 |
|
| S3 |
525.8 |
534.3 |
559.8 |
|
| S4 |
502.5 |
511.0 |
553.3 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
693.3 |
676.0 |
617.0 |
|
| R3 |
664.5 |
647.3 |
609.3 |
|
| R2 |
636.0 |
636.0 |
606.5 |
|
| R1 |
618.5 |
618.5 |
604.0 |
613.0 |
| PP |
607.3 |
607.3 |
607.3 |
604.3 |
| S1 |
590.0 |
590.0 |
598.8 |
584.3 |
| S2 |
578.5 |
578.5 |
596.0 |
|
| S3 |
549.8 |
561.3 |
593.5 |
|
| S4 |
521.0 |
532.5 |
585.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
615.8 |
564.0 |
51.8 |
9.2% |
18.5 |
3.3% |
4% |
False |
True |
173,490 |
| 10 |
624.5 |
564.0 |
60.5 |
10.7% |
17.0 |
3.0% |
3% |
False |
True |
158,040 |
| 20 |
624.5 |
564.0 |
60.5 |
10.7% |
14.8 |
2.6% |
3% |
False |
True |
150,715 |
| 40 |
624.5 |
549.0 |
75.5 |
13.3% |
13.5 |
2.4% |
23% |
False |
False |
132,302 |
| 60 |
624.5 |
544.0 |
80.5 |
14.2% |
12.5 |
2.2% |
27% |
False |
False |
88,397 |
| 80 |
624.5 |
471.2 |
153.3 |
27.1% |
11.3 |
2.0% |
62% |
False |
False |
66,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
686.3 |
|
2.618 |
648.3 |
|
1.618 |
625.0 |
|
1.000 |
610.5 |
|
0.618 |
601.8 |
|
HIGH |
587.3 |
|
0.618 |
578.5 |
|
0.500 |
575.8 |
|
0.382 |
573.0 |
|
LOW |
564.0 |
|
0.618 |
549.5 |
|
1.000 |
540.8 |
|
1.618 |
526.3 |
|
2.618 |
503.0 |
|
4.250 |
465.0 |
|
|
| Fisher Pivots for day following 28-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
575.8 |
587.0 |
| PP |
572.5 |
580.0 |
| S1 |
569.3 |
573.0 |
|