ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 02-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2009 |
02-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
576.6 |
561.5 |
-15.1 |
-2.6% |
600.4 |
| High |
577.0 |
569.6 |
-7.4 |
-1.3% |
610.0 |
| Low |
557.8 |
551.4 |
-6.4 |
-1.1% |
557.8 |
| Close |
561.8 |
561.4 |
-0.4 |
-0.1% |
561.8 |
| Range |
19.2 |
18.2 |
-1.0 |
-5.2% |
52.2 |
| ATR |
15.5 |
15.7 |
0.2 |
1.2% |
0.0 |
| Volume |
157,020 |
237,870 |
80,850 |
51.5% |
875,697 |
|
| Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
615.5 |
606.5 |
571.5 |
|
| R3 |
597.3 |
588.5 |
566.5 |
|
| R2 |
579.0 |
579.0 |
564.8 |
|
| R1 |
570.3 |
570.3 |
563.0 |
565.5 |
| PP |
560.8 |
560.8 |
560.8 |
558.5 |
| S1 |
552.0 |
552.0 |
559.8 |
547.3 |
| S2 |
542.5 |
542.5 |
558.0 |
|
| S3 |
524.5 |
533.8 |
556.5 |
|
| S4 |
506.3 |
515.5 |
551.5 |
|
|
| 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 |
597.5 |
551.4 |
46.1 |
8.2% |
17.8 |
3.2% |
22% |
False |
True |
188,959 |
| 10 |
624.5 |
551.4 |
73.1 |
13.0% |
18.8 |
3.4% |
14% |
False |
True |
175,157 |
| 20 |
624.5 |
551.4 |
73.1 |
13.0% |
15.0 |
2.7% |
14% |
False |
True |
152,953 |
| 40 |
624.5 |
551.4 |
73.1 |
13.0% |
14.0 |
2.5% |
14% |
False |
True |
147,038 |
| 60 |
624.5 |
544.0 |
80.5 |
14.3% |
12.8 |
2.3% |
22% |
False |
False |
98,386 |
| 80 |
624.5 |
471.2 |
153.3 |
27.3% |
11.5 |
2.1% |
59% |
False |
False |
73,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
647.0 |
|
2.618 |
617.3 |
|
1.618 |
599.0 |
|
1.000 |
587.8 |
|
0.618 |
580.8 |
|
HIGH |
569.5 |
|
0.618 |
562.8 |
|
0.500 |
560.5 |
|
0.382 |
558.3 |
|
LOW |
551.5 |
|
0.618 |
540.3 |
|
1.000 |
533.3 |
|
1.618 |
522.0 |
|
2.618 |
503.8 |
|
4.250 |
474.0 |
|
|
| Fisher Pivots for day following 02-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
561.0 |
566.0 |
| PP |
560.8 |
564.5 |
| S1 |
560.5 |
563.0 |
|