ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 09-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2009 |
09-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
578.3 |
577.2 |
-1.1 |
-0.2% |
561.5 |
| High |
584.1 |
591.0 |
6.9 |
1.2% |
584.1 |
| Low |
570.6 |
577.1 |
6.5 |
1.1% |
551.4 |
| Close |
578.0 |
589.4 |
11.4 |
2.0% |
578.0 |
| Range |
13.5 |
13.9 |
0.4 |
3.0% |
32.7 |
| ATR |
15.8 |
15.7 |
-0.1 |
-0.9% |
0.0 |
| Volume |
146,816 |
147,618 |
802 |
0.5% |
953,681 |
|
| Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
627.5 |
622.3 |
597.0 |
|
| R3 |
613.8 |
608.5 |
593.3 |
|
| R2 |
599.8 |
599.8 |
592.0 |
|
| R1 |
594.5 |
594.5 |
590.8 |
597.3 |
| PP |
585.8 |
585.8 |
585.8 |
587.0 |
| S1 |
580.8 |
580.8 |
588.3 |
583.3 |
| S2 |
572.0 |
572.0 |
586.8 |
|
| S3 |
558.0 |
566.8 |
585.5 |
|
| S4 |
544.3 |
552.8 |
581.8 |
|
|
| 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 |
591.0 |
553.0 |
38.0 |
6.4% |
15.8 |
2.7% |
96% |
True |
False |
172,685 |
| 10 |
597.5 |
551.4 |
46.1 |
7.8% |
16.8 |
2.8% |
82% |
False |
False |
180,822 |
| 20 |
624.5 |
551.4 |
73.1 |
12.4% |
16.3 |
2.8% |
52% |
False |
False |
163,582 |
| 40 |
624.5 |
551.4 |
73.1 |
12.4% |
14.5 |
2.4% |
52% |
False |
False |
158,659 |
| 60 |
624.5 |
544.0 |
80.5 |
13.7% |
13.5 |
2.3% |
56% |
False |
False |
112,773 |
| 80 |
624.5 |
514.5 |
110.0 |
18.7% |
12.0 |
2.1% |
68% |
False |
False |
84,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
650.0 |
|
2.618 |
627.5 |
|
1.618 |
613.5 |
|
1.000 |
605.0 |
|
0.618 |
599.5 |
|
HIGH |
591.0 |
|
0.618 |
585.8 |
|
0.500 |
584.0 |
|
0.382 |
582.5 |
|
LOW |
577.0 |
|
0.618 |
568.5 |
|
1.000 |
563.3 |
|
1.618 |
554.5 |
|
2.618 |
540.8 |
|
4.250 |
518.0 |
|
|
| Fisher Pivots for day following 09-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
587.5 |
584.8 |
| PP |
585.8 |
580.0 |
| S1 |
584.0 |
575.3 |
|