ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 24-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2009 |
24-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
584.1 |
592.4 |
8.3 |
1.4% |
586.3 |
| High |
601.4 |
596.1 |
-5.3 |
-0.9% |
605.1 |
| Low |
583.7 |
584.5 |
0.8 |
0.1% |
577.6 |
| Close |
594.1 |
591.5 |
-2.6 |
-0.4% |
584.0 |
| Range |
17.7 |
11.6 |
-6.1 |
-34.5% |
27.5 |
| ATR |
14.5 |
14.3 |
-0.2 |
-1.4% |
0.0 |
| Volume |
98,547 |
121,794 |
23,247 |
23.6% |
615,998 |
|
| Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
625.5 |
620.0 |
598.0 |
|
| R3 |
614.0 |
608.5 |
594.8 |
|
| R2 |
602.3 |
602.3 |
593.8 |
|
| R1 |
597.0 |
597.0 |
592.5 |
593.8 |
| PP |
590.8 |
590.8 |
590.8 |
589.3 |
| S1 |
585.3 |
585.3 |
590.5 |
582.3 |
| S2 |
579.0 |
579.0 |
589.3 |
|
| S3 |
567.5 |
573.8 |
588.3 |
|
| S4 |
556.0 |
562.0 |
585.0 |
|
|
| 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 |
602.3 |
577.6 |
24.7 |
4.2% |
13.0 |
2.2% |
56% |
False |
False |
112,418 |
| 10 |
605.1 |
574.5 |
30.6 |
5.2% |
13.3 |
2.3% |
56% |
False |
False |
123,291 |
| 20 |
605.1 |
551.4 |
53.7 |
9.1% |
15.0 |
2.5% |
75% |
False |
False |
149,060 |
| 40 |
624.5 |
551.4 |
73.1 |
12.4% |
14.8 |
2.5% |
55% |
False |
False |
148,339 |
| 60 |
624.5 |
549.0 |
75.5 |
12.8% |
14.0 |
2.4% |
56% |
False |
False |
134,953 |
| 80 |
624.5 |
544.0 |
80.5 |
13.6% |
13.0 |
2.2% |
59% |
False |
False |
101,322 |
| 100 |
624.5 |
471.2 |
153.3 |
25.9% |
12.0 |
2.0% |
78% |
False |
False |
81,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
645.5 |
|
2.618 |
626.5 |
|
1.618 |
614.8 |
|
1.000 |
607.8 |
|
0.618 |
603.3 |
|
HIGH |
596.0 |
|
0.618 |
591.8 |
|
0.500 |
590.3 |
|
0.382 |
589.0 |
|
LOW |
584.5 |
|
0.618 |
577.3 |
|
1.000 |
573.0 |
|
1.618 |
565.8 |
|
2.618 |
554.3 |
|
4.250 |
535.3 |
|
|
| Fisher Pivots for day following 24-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
591.0 |
590.8 |
| PP |
590.8 |
590.3 |
| S1 |
590.3 |
589.5 |
|