ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 05-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
569.0 |
563.0 |
-6.0 |
-1.1% |
600.4 |
| High |
574.9 |
580.0 |
5.1 |
0.9% |
610.0 |
| Low |
560.4 |
559.4 |
-1.0 |
-0.2% |
557.8 |
| Close |
564.1 |
578.6 |
14.5 |
2.6% |
561.8 |
| Range |
14.5 |
20.6 |
6.1 |
42.1% |
52.2 |
| ATR |
15.6 |
16.0 |
0.4 |
2.3% |
0.0 |
| Volume |
171,813 |
184,053 |
12,240 |
7.1% |
875,697 |
|
| Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
634.5 |
627.3 |
590.0 |
|
| R3 |
613.8 |
606.5 |
584.3 |
|
| R2 |
593.3 |
593.3 |
582.5 |
|
| R1 |
586.0 |
586.0 |
580.5 |
589.5 |
| PP |
572.8 |
572.8 |
572.8 |
574.5 |
| S1 |
565.3 |
565.3 |
576.8 |
569.0 |
| S2 |
552.0 |
552.0 |
574.8 |
|
| S3 |
531.5 |
544.8 |
573.0 |
|
| S4 |
510.8 |
524.3 |
567.3 |
|
|
| 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 |
580.0 |
551.4 |
28.6 |
4.9% |
17.8 |
3.1% |
95% |
True |
False |
192,777 |
| 10 |
615.8 |
551.4 |
64.4 |
11.1% |
17.8 |
3.1% |
42% |
False |
False |
183,871 |
| 20 |
624.5 |
551.4 |
73.1 |
12.6% |
15.8 |
2.7% |
37% |
False |
False |
161,479 |
| 40 |
624.5 |
551.4 |
73.1 |
12.6% |
14.3 |
2.5% |
37% |
False |
False |
159,625 |
| 60 |
624.5 |
544.0 |
80.5 |
13.9% |
13.3 |
2.3% |
43% |
False |
False |
107,866 |
| 80 |
624.5 |
509.1 |
115.4 |
19.9% |
12.0 |
2.1% |
60% |
False |
False |
80,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
667.5 |
|
2.618 |
634.0 |
|
1.618 |
613.3 |
|
1.000 |
600.5 |
|
0.618 |
592.8 |
|
HIGH |
580.0 |
|
0.618 |
572.3 |
|
0.500 |
569.8 |
|
0.382 |
567.3 |
|
LOW |
559.5 |
|
0.618 |
546.8 |
|
1.000 |
538.8 |
|
1.618 |
526.0 |
|
2.618 |
505.5 |
|
4.250 |
471.8 |
|
|
| Fisher Pivots for day following 05-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
575.8 |
574.5 |
| PP |
572.8 |
570.5 |
| S1 |
569.8 |
566.5 |
|