ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 06-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2009 |
06-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
563.0 |
578.3 |
15.3 |
2.7% |
561.5 |
| High |
580.0 |
584.1 |
4.1 |
0.7% |
584.1 |
| Low |
559.4 |
570.6 |
11.2 |
2.0% |
551.4 |
| Close |
578.6 |
578.0 |
-0.6 |
-0.1% |
578.0 |
| Range |
20.6 |
13.5 |
-7.1 |
-34.5% |
32.7 |
| ATR |
16.0 |
15.8 |
-0.2 |
-1.1% |
0.0 |
| Volume |
184,053 |
146,816 |
-37,237 |
-20.2% |
953,681 |
|
| Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
618.0 |
611.5 |
585.5 |
|
| R3 |
604.5 |
598.0 |
581.8 |
|
| R2 |
591.0 |
591.0 |
580.5 |
|
| R1 |
584.5 |
584.5 |
579.3 |
581.0 |
| PP |
577.5 |
577.5 |
577.5 |
575.8 |
| S1 |
571.0 |
571.0 |
576.8 |
567.5 |
| S2 |
564.0 |
564.0 |
575.5 |
|
| S3 |
550.5 |
557.5 |
574.3 |
|
| S4 |
537.0 |
544.0 |
570.5 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
669.3 |
656.3 |
596.0 |
|
| R3 |
636.5 |
623.8 |
587.0 |
|
| R2 |
603.8 |
603.8 |
584.0 |
|
| R1 |
591.0 |
591.0 |
581.0 |
597.5 |
| PP |
571.3 |
571.3 |
571.3 |
574.5 |
| S1 |
558.3 |
558.3 |
575.0 |
564.8 |
| S2 |
538.5 |
538.5 |
572.0 |
|
| S3 |
505.8 |
525.5 |
569.0 |
|
| S4 |
473.0 |
492.8 |
560.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
584.1 |
551.4 |
32.7 |
5.7% |
16.5 |
2.9% |
81% |
True |
False |
190,736 |
| 10 |
610.0 |
551.4 |
58.6 |
10.1% |
17.3 |
3.0% |
45% |
False |
False |
182,937 |
| 20 |
624.5 |
551.4 |
73.1 |
12.6% |
16.0 |
2.8% |
36% |
False |
False |
161,387 |
| 40 |
624.5 |
551.4 |
73.1 |
12.6% |
14.5 |
2.5% |
36% |
False |
False |
159,494 |
| 60 |
624.5 |
544.0 |
80.5 |
13.9% |
13.5 |
2.3% |
42% |
False |
False |
110,313 |
| 80 |
624.5 |
514.5 |
110.0 |
19.0% |
12.0 |
2.1% |
58% |
False |
False |
82,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
641.5 |
|
2.618 |
619.5 |
|
1.618 |
606.0 |
|
1.000 |
597.5 |
|
0.618 |
592.5 |
|
HIGH |
584.0 |
|
0.618 |
579.0 |
|
0.500 |
577.3 |
|
0.382 |
575.8 |
|
LOW |
570.5 |
|
0.618 |
562.3 |
|
1.000 |
557.0 |
|
1.618 |
548.8 |
|
2.618 |
535.3 |
|
4.250 |
513.3 |
|
|
| Fisher Pivots for day following 06-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
577.8 |
576.0 |
| PP |
577.5 |
573.8 |
| S1 |
577.3 |
571.8 |
|