ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 23-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
585.3 |
584.1 |
-1.2 |
-0.2% |
586.3 |
| High |
586.3 |
601.4 |
15.1 |
2.6% |
605.1 |
| Low |
577.6 |
583.7 |
6.1 |
1.1% |
577.6 |
| Close |
584.0 |
594.1 |
10.1 |
1.7% |
584.0 |
| Range |
8.7 |
17.7 |
9.0 |
103.4% |
27.5 |
| ATR |
14.3 |
14.5 |
0.2 |
1.7% |
0.0 |
| Volume |
145,223 |
98,547 |
-46,676 |
-32.1% |
615,998 |
|
| Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
646.3 |
637.8 |
603.8 |
|
| R3 |
628.5 |
620.3 |
599.0 |
|
| R2 |
610.8 |
610.8 |
597.3 |
|
| R1 |
602.5 |
602.5 |
595.8 |
606.5 |
| PP |
593.0 |
593.0 |
593.0 |
595.3 |
| S1 |
584.8 |
584.8 |
592.5 |
589.0 |
| S2 |
575.3 |
575.3 |
590.8 |
|
| S3 |
557.8 |
567.0 |
589.3 |
|
| S4 |
540.0 |
549.3 |
584.3 |
|
|
| 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 |
603.1 |
577.6 |
25.5 |
4.3% |
12.3 |
2.1% |
65% |
False |
False |
116,728 |
| 10 |
605.1 |
574.5 |
30.6 |
5.2% |
13.3 |
2.2% |
64% |
False |
False |
121,683 |
| 20 |
605.1 |
551.4 |
53.7 |
9.0% |
15.0 |
2.5% |
80% |
False |
False |
151,252 |
| 40 |
624.5 |
551.4 |
73.1 |
12.3% |
14.8 |
2.5% |
58% |
False |
False |
148,369 |
| 60 |
624.5 |
549.0 |
75.5 |
12.7% |
14.0 |
2.3% |
60% |
False |
False |
132,930 |
| 80 |
624.5 |
544.0 |
80.5 |
13.5% |
13.0 |
2.2% |
62% |
False |
False |
99,800 |
| 100 |
624.5 |
471.2 |
153.3 |
25.8% |
11.8 |
2.0% |
80% |
False |
False |
79,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
676.5 |
|
2.618 |
647.8 |
|
1.618 |
630.0 |
|
1.000 |
619.0 |
|
0.618 |
612.3 |
|
HIGH |
601.5 |
|
0.618 |
594.8 |
|
0.500 |
592.5 |
|
0.382 |
590.5 |
|
LOW |
583.8 |
|
0.618 |
572.8 |
|
1.000 |
566.0 |
|
1.618 |
555.0 |
|
2.618 |
537.3 |
|
4.250 |
508.5 |
|
|
| Fisher Pivots for day following 23-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
593.5 |
592.5 |
| PP |
593.0 |
591.0 |
| S1 |
592.5 |
589.5 |
|