ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 29-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
586.7 |
566.4 |
-20.3 |
-3.5% |
612.3 |
| High |
587.3 |
580.5 |
-6.8 |
-1.2% |
624.5 |
| Low |
564.0 |
565.4 |
1.4 |
0.2% |
595.8 |
| Close |
566.1 |
576.5 |
10.4 |
1.8% |
601.3 |
| Range |
23.3 |
15.1 |
-8.2 |
-35.2% |
28.7 |
| ATR |
15.2 |
15.2 |
0.0 |
-0.1% |
0.0 |
| Volume |
179,325 |
204,939 |
25,614 |
14.3% |
800,978 |
|
| Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
619.5 |
613.0 |
584.8 |
|
| R3 |
604.3 |
598.0 |
580.8 |
|
| R2 |
589.3 |
589.3 |
579.3 |
|
| R1 |
582.8 |
582.8 |
578.0 |
586.0 |
| PP |
574.3 |
574.3 |
574.3 |
575.8 |
| S1 |
567.8 |
567.8 |
575.0 |
571.0 |
| S2 |
559.0 |
559.0 |
573.8 |
|
| S3 |
544.0 |
552.8 |
572.3 |
|
| S4 |
528.8 |
537.5 |
568.3 |
|
|
| 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 |
9.0% |
17.8 |
3.1% |
24% |
False |
False |
174,965 |
| 10 |
624.5 |
564.0 |
60.5 |
10.5% |
18.0 |
3.1% |
21% |
False |
False |
163,666 |
| 20 |
624.5 |
564.0 |
60.5 |
10.5% |
14.3 |
2.5% |
21% |
False |
False |
150,273 |
| 40 |
624.5 |
549.0 |
75.5 |
13.1% |
13.8 |
2.4% |
36% |
False |
False |
137,261 |
| 60 |
624.5 |
544.0 |
80.5 |
14.0% |
12.5 |
2.2% |
40% |
False |
False |
91,809 |
| 80 |
624.5 |
471.2 |
153.3 |
26.6% |
11.3 |
2.0% |
69% |
False |
False |
68,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
644.8 |
|
2.618 |
620.0 |
|
1.618 |
605.0 |
|
1.000 |
595.5 |
|
0.618 |
589.8 |
|
HIGH |
580.5 |
|
0.618 |
574.8 |
|
0.500 |
573.0 |
|
0.382 |
571.3 |
|
LOW |
565.5 |
|
0.618 |
556.0 |
|
1.000 |
550.3 |
|
1.618 |
541.0 |
|
2.618 |
525.8 |
|
4.250 |
501.3 |
|
|
| Fisher Pivots for day following 29-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
575.3 |
580.8 |
| PP |
574.3 |
579.3 |
| S1 |
573.0 |
578.0 |
|