ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 12-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
588.1 |
593.0 |
4.9 |
0.8% |
561.5 |
| High |
596.6 |
595.6 |
-1.0 |
-0.2% |
584.1 |
| Low |
586.1 |
578.1 |
-8.0 |
-1.4% |
551.4 |
| Close |
590.8 |
580.7 |
-10.1 |
-1.7% |
578.0 |
| Range |
10.5 |
17.5 |
7.0 |
66.7% |
32.7 |
| ATR |
15.0 |
15.2 |
0.2 |
1.2% |
0.0 |
| Volume |
131,107 |
117,924 |
-13,183 |
-10.1% |
953,681 |
|
| Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
637.3 |
626.5 |
590.3 |
|
| R3 |
619.8 |
609.0 |
585.5 |
|
| R2 |
602.3 |
602.3 |
584.0 |
|
| R1 |
591.5 |
591.5 |
582.3 |
588.3 |
| PP |
584.8 |
584.8 |
584.8 |
583.0 |
| S1 |
574.0 |
574.0 |
579.0 |
570.8 |
| S2 |
567.3 |
567.3 |
577.5 |
|
| S3 |
549.8 |
556.5 |
576.0 |
|
| S4 |
532.3 |
539.0 |
571.0 |
|
|
| 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 |
570.6 |
26.0 |
4.5% |
13.3 |
2.3% |
39% |
False |
False |
129,835 |
| 10 |
596.6 |
551.4 |
45.2 |
7.8% |
15.5 |
2.7% |
65% |
False |
False |
161,306 |
| 20 |
624.5 |
551.4 |
73.1 |
12.6% |
16.8 |
2.9% |
40% |
False |
False |
162,486 |
| 40 |
624.5 |
551.4 |
73.1 |
12.6% |
14.5 |
2.5% |
40% |
False |
False |
153,072 |
| 60 |
624.5 |
549.0 |
75.5 |
13.0% |
13.5 |
2.3% |
42% |
False |
False |
118,673 |
| 80 |
624.5 |
525.6 |
98.9 |
17.0% |
12.5 |
2.1% |
56% |
False |
False |
89,037 |
| 100 |
624.5 |
471.2 |
153.3 |
26.4% |
11.5 |
2.0% |
71% |
False |
False |
71,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
670.0 |
|
2.618 |
641.5 |
|
1.618 |
624.0 |
|
1.000 |
613.0 |
|
0.618 |
606.5 |
|
HIGH |
595.5 |
|
0.618 |
589.0 |
|
0.500 |
586.8 |
|
0.382 |
584.8 |
|
LOW |
578.0 |
|
0.618 |
567.3 |
|
1.000 |
560.5 |
|
1.618 |
549.8 |
|
2.618 |
532.3 |
|
4.250 |
503.8 |
|
|
| Fisher Pivots for day following 12-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
586.8 |
587.3 |
| PP |
584.8 |
585.3 |
| S1 |
582.8 |
583.0 |
|