ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 03-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2009 |
03-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
561.5 |
562.9 |
1.4 |
0.2% |
600.4 |
| High |
569.6 |
569.1 |
-0.5 |
-0.1% |
610.0 |
| Low |
551.4 |
553.0 |
1.6 |
0.3% |
557.8 |
| Close |
561.4 |
567.9 |
6.5 |
1.2% |
561.8 |
| Range |
18.2 |
16.1 |
-2.1 |
-11.5% |
52.2 |
| ATR |
15.7 |
15.7 |
0.0 |
0.2% |
0.0 |
| Volume |
237,870 |
213,129 |
-24,741 |
-10.4% |
875,697 |
|
| Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
611.8 |
605.8 |
576.8 |
|
| R3 |
595.5 |
589.8 |
572.3 |
|
| R2 |
579.5 |
579.5 |
570.8 |
|
| R1 |
573.8 |
573.8 |
569.5 |
576.5 |
| PP |
563.3 |
563.3 |
563.3 |
564.8 |
| S1 |
557.5 |
557.5 |
566.5 |
560.5 |
| S2 |
547.3 |
547.3 |
565.0 |
|
| S3 |
531.3 |
541.5 |
563.5 |
|
| S4 |
515.0 |
525.3 |
559.0 |
|
|
| 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 |
587.3 |
551.4 |
35.9 |
6.3% |
18.5 |
3.2% |
46% |
False |
False |
198,456 |
| 10 |
622.3 |
551.4 |
70.9 |
12.5% |
18.8 |
3.3% |
23% |
False |
False |
182,913 |
| 20 |
624.5 |
551.4 |
73.1 |
12.9% |
15.0 |
2.6% |
23% |
False |
False |
157,158 |
| 40 |
624.5 |
551.4 |
73.1 |
12.9% |
14.3 |
2.5% |
23% |
False |
False |
152,276 |
| 60 |
624.5 |
544.0 |
80.5 |
14.2% |
13.0 |
2.3% |
30% |
False |
False |
101,936 |
| 80 |
624.5 |
490.9 |
133.6 |
23.5% |
11.5 |
2.0% |
58% |
False |
False |
76,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
637.5 |
|
2.618 |
611.3 |
|
1.618 |
595.3 |
|
1.000 |
585.3 |
|
0.618 |
579.0 |
|
HIGH |
569.0 |
|
0.618 |
563.0 |
|
0.500 |
561.0 |
|
0.382 |
559.3 |
|
LOW |
553.0 |
|
0.618 |
543.0 |
|
1.000 |
537.0 |
|
1.618 |
527.0 |
|
2.618 |
510.8 |
|
4.250 |
484.5 |
|
|
| Fisher Pivots for day following 03-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
565.5 |
566.8 |
| PP |
563.3 |
565.5 |
| S1 |
561.0 |
564.3 |
|