ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 10-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2009 |
10-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
577.2 |
588.8 |
11.6 |
2.0% |
561.5 |
| High |
591.0 |
593.3 |
2.3 |
0.4% |
584.1 |
| Low |
577.1 |
581.9 |
4.8 |
0.8% |
551.4 |
| Close |
589.4 |
586.9 |
-2.5 |
-0.4% |
578.0 |
| Range |
13.9 |
11.4 |
-2.5 |
-18.0% |
32.7 |
| ATR |
15.7 |
15.4 |
-0.3 |
-2.0% |
0.0 |
| Volume |
147,618 |
105,713 |
-41,905 |
-28.4% |
953,681 |
|
| Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
621.5 |
615.8 |
593.3 |
|
| R3 |
610.3 |
604.3 |
590.0 |
|
| R2 |
598.8 |
598.8 |
589.0 |
|
| R1 |
592.8 |
592.8 |
588.0 |
590.0 |
| PP |
587.3 |
587.3 |
587.3 |
586.0 |
| S1 |
581.5 |
581.5 |
585.8 |
578.8 |
| S2 |
576.0 |
576.0 |
584.8 |
|
| S3 |
564.5 |
570.0 |
583.8 |
|
| S4 |
553.3 |
558.8 |
580.8 |
|
|
| 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 |
593.3 |
559.4 |
33.9 |
5.8% |
14.8 |
2.5% |
81% |
True |
False |
151,202 |
| 10 |
593.3 |
551.4 |
41.9 |
7.1% |
16.5 |
2.8% |
85% |
True |
False |
174,829 |
| 20 |
624.5 |
551.4 |
73.1 |
12.5% |
16.3 |
2.8% |
49% |
False |
False |
164,394 |
| 40 |
624.5 |
551.4 |
73.1 |
12.5% |
14.5 |
2.5% |
49% |
False |
False |
156,334 |
| 60 |
624.5 |
546.0 |
78.5 |
13.4% |
13.3 |
2.3% |
52% |
False |
False |
114,534 |
| 80 |
624.5 |
514.5 |
110.0 |
18.7% |
12.3 |
2.1% |
66% |
False |
False |
85,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
641.8 |
|
2.618 |
623.3 |
|
1.618 |
611.8 |
|
1.000 |
604.8 |
|
0.618 |
600.3 |
|
HIGH |
593.3 |
|
0.618 |
589.0 |
|
0.500 |
587.5 |
|
0.382 |
586.3 |
|
LOW |
582.0 |
|
0.618 |
574.8 |
|
1.000 |
570.5 |
|
1.618 |
563.5 |
|
2.618 |
552.0 |
|
4.250 |
533.5 |
|
|
| Fisher Pivots for day following 10-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
587.5 |
585.3 |
| PP |
587.3 |
583.5 |
| S1 |
587.3 |
582.0 |
|