ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 11-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2009 |
11-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
588.8 |
588.1 |
-0.7 |
-0.1% |
561.5 |
| High |
593.3 |
596.6 |
3.3 |
0.6% |
584.1 |
| Low |
581.9 |
586.1 |
4.2 |
0.7% |
551.4 |
| Close |
586.9 |
590.8 |
3.9 |
0.7% |
578.0 |
| Range |
11.4 |
10.5 |
-0.9 |
-7.9% |
32.7 |
| ATR |
15.4 |
15.0 |
-0.3 |
-2.3% |
0.0 |
| Volume |
105,713 |
131,107 |
25,394 |
24.0% |
953,681 |
|
| Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
622.8 |
617.3 |
596.5 |
|
| R3 |
612.3 |
606.8 |
593.8 |
|
| R2 |
601.8 |
601.8 |
592.8 |
|
| R1 |
596.3 |
596.3 |
591.8 |
599.0 |
| PP |
591.3 |
591.3 |
591.3 |
592.5 |
| S1 |
585.8 |
585.8 |
589.8 |
588.5 |
| S2 |
580.8 |
580.8 |
589.0 |
|
| S3 |
570.3 |
575.3 |
588.0 |
|
| S4 |
559.8 |
564.8 |
585.0 |
|
|
| 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 |
596.6 |
559.4 |
37.2 |
6.3% |
14.0 |
2.4% |
84% |
True |
False |
143,061 |
| 10 |
596.6 |
551.4 |
45.2 |
7.7% |
15.3 |
2.6% |
87% |
True |
False |
170,007 |
| 20 |
624.5 |
551.4 |
73.1 |
12.4% |
16.3 |
2.7% |
54% |
False |
False |
164,023 |
| 40 |
624.5 |
551.4 |
73.1 |
12.4% |
14.3 |
2.4% |
54% |
False |
False |
154,254 |
| 60 |
624.5 |
546.0 |
78.5 |
13.3% |
13.5 |
2.3% |
57% |
False |
False |
116,717 |
| 80 |
624.5 |
520.0 |
104.5 |
17.7% |
12.3 |
2.1% |
68% |
False |
False |
87,563 |
| 100 |
624.5 |
471.2 |
153.3 |
25.9% |
11.3 |
1.9% |
78% |
False |
False |
70,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
641.3 |
|
2.618 |
624.0 |
|
1.618 |
613.5 |
|
1.000 |
607.0 |
|
0.618 |
603.0 |
|
HIGH |
596.5 |
|
0.618 |
592.5 |
|
0.500 |
591.3 |
|
0.382 |
590.0 |
|
LOW |
586.0 |
|
0.618 |
579.5 |
|
1.000 |
575.5 |
|
1.618 |
569.0 |
|
2.618 |
558.5 |
|
4.250 |
541.5 |
|
|
| Fisher Pivots for day following 11-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
591.3 |
589.5 |
| PP |
591.3 |
588.3 |
| S1 |
591.0 |
586.8 |
|