ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 13-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2009 |
13-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
593.0 |
579.6 |
-13.4 |
-2.3% |
577.2 |
| High |
595.6 |
587.9 |
-7.7 |
-1.3% |
596.6 |
| Low |
578.1 |
574.5 |
-3.6 |
-0.6% |
574.5 |
| Close |
580.7 |
585.4 |
4.7 |
0.8% |
585.4 |
| Range |
17.5 |
13.4 |
-4.1 |
-23.4% |
22.1 |
| ATR |
15.2 |
15.1 |
-0.1 |
-0.8% |
0.0 |
| Volume |
117,924 |
147,542 |
29,618 |
25.1% |
649,904 |
|
| Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
622.8 |
617.5 |
592.8 |
|
| R3 |
609.5 |
604.0 |
589.0 |
|
| R2 |
596.0 |
596.0 |
587.8 |
|
| R1 |
590.8 |
590.8 |
586.8 |
593.3 |
| PP |
582.5 |
582.5 |
582.5 |
584.0 |
| S1 |
577.3 |
577.3 |
584.3 |
580.0 |
| S2 |
569.3 |
569.3 |
583.0 |
|
| S3 |
555.8 |
564.0 |
581.8 |
|
| S4 |
542.5 |
550.5 |
578.0 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
651.8 |
640.8 |
597.5 |
|
| R3 |
629.8 |
618.5 |
591.5 |
|
| R2 |
607.5 |
607.5 |
589.5 |
|
| R1 |
596.5 |
596.5 |
587.5 |
602.0 |
| PP |
585.5 |
585.5 |
585.5 |
588.3 |
| S1 |
574.5 |
574.5 |
583.3 |
580.0 |
| S2 |
563.5 |
563.5 |
581.3 |
|
| S3 |
541.3 |
552.3 |
579.3 |
|
| S4 |
519.3 |
530.3 |
573.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
596.6 |
574.5 |
22.1 |
3.8% |
13.3 |
2.3% |
49% |
False |
True |
129,980 |
| 10 |
596.6 |
551.4 |
45.2 |
7.7% |
15.0 |
2.6% |
75% |
False |
False |
160,358 |
| 20 |
624.5 |
551.4 |
73.1 |
12.5% |
16.8 |
2.8% |
47% |
False |
False |
164,013 |
| 40 |
624.5 |
551.4 |
73.1 |
12.5% |
14.8 |
2.5% |
47% |
False |
False |
152,230 |
| 60 |
624.5 |
549.0 |
75.5 |
12.9% |
13.5 |
2.3% |
48% |
False |
False |
121,128 |
| 80 |
624.5 |
536.7 |
87.8 |
15.0% |
12.5 |
2.1% |
55% |
False |
False |
90,879 |
| 100 |
624.5 |
471.2 |
153.3 |
26.2% |
11.5 |
1.9% |
74% |
False |
False |
72,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
644.8 |
|
2.618 |
623.0 |
|
1.618 |
609.5 |
|
1.000 |
601.3 |
|
0.618 |
596.3 |
|
HIGH |
588.0 |
|
0.618 |
582.8 |
|
0.500 |
581.3 |
|
0.382 |
579.5 |
|
LOW |
574.5 |
|
0.618 |
566.3 |
|
1.000 |
561.0 |
|
1.618 |
552.8 |
|
2.618 |
539.5 |
|
4.250 |
517.5 |
|
|
| Fisher Pivots for day following 13-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
584.0 |
585.5 |
| PP |
582.5 |
585.5 |
| S1 |
581.3 |
585.5 |
|