ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 20-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2009 |
20-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
599.5 |
585.3 |
-14.2 |
-2.4% |
586.3 |
| High |
599.6 |
586.3 |
-13.3 |
-2.2% |
605.1 |
| Low |
580.1 |
577.6 |
-2.5 |
-0.4% |
577.6 |
| Close |
585.4 |
584.0 |
-1.4 |
-0.2% |
584.0 |
| Range |
19.5 |
8.7 |
-10.8 |
-55.4% |
27.5 |
| ATR |
14.7 |
14.3 |
-0.4 |
-2.9% |
0.0 |
| Volume |
100,193 |
145,223 |
45,030 |
44.9% |
615,998 |
|
| Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
608.8 |
605.0 |
588.8 |
|
| R3 |
600.0 |
596.3 |
586.5 |
|
| R2 |
591.3 |
591.3 |
585.5 |
|
| R1 |
587.8 |
587.8 |
584.8 |
585.3 |
| PP |
582.8 |
582.8 |
582.8 |
581.5 |
| S1 |
579.0 |
579.0 |
583.3 |
576.5 |
| S2 |
574.0 |
574.0 |
582.5 |
|
| S3 |
565.3 |
570.3 |
581.5 |
|
| S4 |
556.5 |
561.5 |
579.3 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
671.5 |
655.3 |
599.0 |
|
| R3 |
644.0 |
627.8 |
591.5 |
|
| R2 |
616.5 |
616.5 |
589.0 |
|
| R1 |
600.3 |
600.3 |
586.5 |
594.5 |
| PP |
589.0 |
589.0 |
589.0 |
586.0 |
| S1 |
572.8 |
572.8 |
581.5 |
567.0 |
| S2 |
561.5 |
561.5 |
579.0 |
|
| S3 |
534.0 |
545.3 |
576.5 |
|
| S4 |
506.5 |
517.8 |
569.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
605.1 |
577.6 |
27.5 |
4.7% |
12.5 |
2.2% |
23% |
False |
True |
123,199 |
| 10 |
605.1 |
574.5 |
30.6 |
5.2% |
13.0 |
2.2% |
31% |
False |
False |
126,590 |
| 20 |
610.0 |
551.4 |
58.6 |
10.0% |
15.3 |
2.6% |
56% |
False |
False |
154,764 |
| 40 |
624.5 |
551.4 |
73.1 |
12.5% |
14.8 |
2.5% |
45% |
False |
False |
149,281 |
| 60 |
624.5 |
549.0 |
75.5 |
12.9% |
13.8 |
2.4% |
46% |
False |
False |
131,302 |
| 80 |
624.5 |
544.0 |
80.5 |
13.8% |
12.8 |
2.2% |
50% |
False |
False |
98,569 |
| 100 |
624.5 |
471.2 |
153.3 |
26.3% |
11.8 |
2.0% |
74% |
False |
False |
78,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
623.3 |
|
2.618 |
609.0 |
|
1.618 |
600.5 |
|
1.000 |
595.0 |
|
0.618 |
591.8 |
|
HIGH |
586.3 |
|
0.618 |
583.0 |
|
0.500 |
582.0 |
|
0.382 |
581.0 |
|
LOW |
577.5 |
|
0.618 |
572.3 |
|
1.000 |
569.0 |
|
1.618 |
563.5 |
|
2.618 |
554.8 |
|
4.250 |
540.5 |
|
|
| Fisher Pivots for day following 20-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
583.3 |
590.0 |
| PP |
582.8 |
588.0 |
| S1 |
582.0 |
586.0 |
|