ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 04-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2009 |
04-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
562.9 |
569.0 |
6.1 |
1.1% |
600.4 |
| High |
569.1 |
574.9 |
5.8 |
1.0% |
610.0 |
| Low |
553.0 |
560.4 |
7.4 |
1.3% |
557.8 |
| Close |
567.9 |
564.1 |
-3.8 |
-0.7% |
561.8 |
| Range |
16.1 |
14.5 |
-1.6 |
-9.9% |
52.2 |
| ATR |
15.7 |
15.6 |
-0.1 |
-0.6% |
0.0 |
| Volume |
213,129 |
171,813 |
-41,316 |
-19.4% |
875,697 |
|
| Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
610.0 |
601.5 |
572.0 |
|
| R3 |
595.5 |
587.0 |
568.0 |
|
| R2 |
581.0 |
581.0 |
566.8 |
|
| R1 |
572.5 |
572.5 |
565.5 |
569.5 |
| PP |
566.5 |
566.5 |
566.5 |
565.0 |
| S1 |
558.0 |
558.0 |
562.8 |
555.0 |
| S2 |
552.0 |
552.0 |
561.5 |
|
| S3 |
537.5 |
543.5 |
560.0 |
|
| S4 |
523.0 |
529.0 |
556.0 |
|
|
| 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 |
580.5 |
551.4 |
29.1 |
5.2% |
16.5 |
2.9% |
44% |
False |
False |
196,954 |
| 10 |
615.8 |
551.4 |
64.4 |
11.4% |
17.5 |
3.1% |
20% |
False |
False |
185,222 |
| 20 |
624.5 |
551.4 |
73.1 |
13.0% |
15.3 |
2.7% |
17% |
False |
False |
158,003 |
| 40 |
624.5 |
551.4 |
73.1 |
13.0% |
14.3 |
2.5% |
17% |
False |
False |
156,306 |
| 60 |
624.5 |
544.0 |
80.5 |
14.3% |
13.3 |
2.3% |
25% |
False |
False |
104,799 |
| 80 |
624.5 |
500.3 |
124.2 |
22.0% |
11.8 |
2.1% |
51% |
False |
False |
78,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
636.5 |
|
2.618 |
612.8 |
|
1.618 |
598.3 |
|
1.000 |
589.5 |
|
0.618 |
583.8 |
|
HIGH |
575.0 |
|
0.618 |
569.3 |
|
0.500 |
567.8 |
|
0.382 |
566.0 |
|
LOW |
560.5 |
|
0.618 |
551.5 |
|
1.000 |
546.0 |
|
1.618 |
537.0 |
|
2.618 |
522.5 |
|
4.250 |
498.8 |
|
|
| Fisher Pivots for day following 04-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
567.8 |
563.8 |
| PP |
566.5 |
563.5 |
| S1 |
565.3 |
563.3 |
|