ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 17-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
586.3 |
599.8 |
13.5 |
2.3% |
577.2 |
| High |
605.1 |
603.1 |
-2.0 |
-0.3% |
596.6 |
| Low |
586.0 |
595.6 |
9.6 |
1.6% |
574.5 |
| Close |
600.2 |
599.7 |
-0.5 |
-0.1% |
585.4 |
| Range |
19.1 |
7.5 |
-11.6 |
-60.7% |
22.1 |
| ATR |
15.4 |
14.8 |
-0.6 |
-3.7% |
0.0 |
| Volume |
130,901 |
143,346 |
12,445 |
9.5% |
649,904 |
|
| Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
622.0 |
618.3 |
603.8 |
|
| R3 |
614.5 |
610.8 |
601.8 |
|
| R2 |
607.0 |
607.0 |
601.0 |
|
| R1 |
603.3 |
603.3 |
600.5 |
601.5 |
| PP |
599.5 |
599.5 |
599.5 |
598.5 |
| S1 |
595.8 |
595.8 |
599.0 |
594.0 |
| S2 |
592.0 |
592.0 |
598.3 |
|
| S3 |
584.5 |
588.3 |
597.8 |
|
| S4 |
577.0 |
580.8 |
595.5 |
|
|
| 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 |
605.1 |
574.5 |
30.6 |
5.1% |
13.5 |
2.3% |
82% |
False |
False |
134,164 |
| 10 |
605.1 |
559.4 |
45.7 |
7.6% |
14.3 |
2.4% |
88% |
False |
False |
142,683 |
| 20 |
622.3 |
551.4 |
70.9 |
11.8% |
16.5 |
2.7% |
68% |
False |
False |
162,798 |
| 40 |
624.5 |
551.4 |
73.1 |
12.2% |
15.0 |
2.5% |
66% |
False |
False |
152,420 |
| 60 |
624.5 |
549.0 |
75.5 |
12.6% |
13.5 |
2.3% |
67% |
False |
False |
125,687 |
| 80 |
624.5 |
541.3 |
83.2 |
13.9% |
12.5 |
2.1% |
70% |
False |
False |
94,302 |
| 100 |
624.5 |
471.2 |
153.3 |
25.6% |
11.5 |
1.9% |
84% |
False |
False |
75,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
635.0 |
|
2.618 |
622.8 |
|
1.618 |
615.3 |
|
1.000 |
610.5 |
|
0.618 |
607.8 |
|
HIGH |
603.0 |
|
0.618 |
600.3 |
|
0.500 |
599.3 |
|
0.382 |
598.5 |
|
LOW |
595.5 |
|
0.618 |
591.0 |
|
1.000 |
588.0 |
|
1.618 |
583.5 |
|
2.618 |
576.0 |
|
4.250 |
563.8 |
|
|
| Fisher Pivots for day following 17-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
599.5 |
596.5 |
| PP |
599.5 |
593.0 |
| S1 |
599.3 |
589.8 |
|