ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 30-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2009 |
30-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
566.4 |
576.6 |
10.2 |
1.8% |
600.4 |
| High |
580.5 |
577.0 |
-3.5 |
-0.6% |
610.0 |
| Low |
565.4 |
557.8 |
-7.6 |
-1.3% |
557.8 |
| Close |
576.5 |
561.8 |
-14.7 |
-2.5% |
561.8 |
| Range |
15.1 |
19.2 |
4.1 |
27.2% |
52.2 |
| ATR |
15.2 |
15.5 |
0.3 |
1.9% |
0.0 |
| Volume |
204,939 |
157,020 |
-47,919 |
-23.4% |
875,697 |
|
| Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
623.3 |
611.8 |
572.3 |
|
| R3 |
604.0 |
592.5 |
567.0 |
|
| R2 |
584.8 |
584.8 |
565.3 |
|
| R1 |
573.3 |
573.3 |
563.5 |
569.5 |
| PP |
565.5 |
565.5 |
565.5 |
563.5 |
| S1 |
554.0 |
554.0 |
560.0 |
550.3 |
| S2 |
546.3 |
546.3 |
558.3 |
|
| S3 |
527.3 |
534.8 |
556.5 |
|
| S4 |
508.0 |
515.8 |
551.3 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
733.3 |
699.8 |
590.5 |
|
| R3 |
681.0 |
647.5 |
576.3 |
|
| R2 |
628.8 |
628.8 |
571.3 |
|
| R1 |
595.3 |
595.3 |
566.5 |
586.0 |
| PP |
576.5 |
576.5 |
576.5 |
571.8 |
| S1 |
543.0 |
543.0 |
557.0 |
533.8 |
| S2 |
524.3 |
524.3 |
552.3 |
|
| S3 |
472.3 |
490.8 |
547.5 |
|
| S4 |
420.0 |
438.8 |
533.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
610.0 |
557.8 |
52.2 |
9.3% |
18.0 |
3.2% |
8% |
False |
True |
175,139 |
| 10 |
624.5 |
557.8 |
66.7 |
11.9% |
18.3 |
3.3% |
6% |
False |
True |
167,667 |
| 20 |
624.5 |
557.8 |
66.7 |
11.9% |
14.8 |
2.6% |
6% |
False |
True |
148,973 |
| 40 |
624.5 |
550.7 |
73.8 |
13.1% |
14.0 |
2.5% |
15% |
False |
False |
141,182 |
| 60 |
624.5 |
544.0 |
80.5 |
14.3% |
12.8 |
2.3% |
22% |
False |
False |
94,426 |
| 80 |
624.5 |
471.2 |
153.3 |
27.3% |
11.5 |
2.0% |
59% |
False |
False |
70,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
658.5 |
|
2.618 |
627.3 |
|
1.618 |
608.0 |
|
1.000 |
596.3 |
|
0.618 |
588.8 |
|
HIGH |
577.0 |
|
0.618 |
569.8 |
|
0.500 |
567.5 |
|
0.382 |
565.3 |
|
LOW |
557.8 |
|
0.618 |
546.0 |
|
1.000 |
538.5 |
|
1.618 |
526.8 |
|
2.618 |
507.5 |
|
4.250 |
476.3 |
|
|
| Fisher Pivots for day following 30-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
567.5 |
572.5 |
| PP |
565.5 |
569.0 |
| S1 |
563.8 |
565.5 |
|