ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 03-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2009 |
03-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
588.9 |
597.2 |
8.3 |
1.4% |
584.1 |
| High |
600.3 |
601.9 |
1.6 |
0.3% |
601.4 |
| Low |
586.0 |
586.6 |
0.6 |
0.1% |
558.8 |
| Close |
595.6 |
588.0 |
-7.6 |
-1.3% |
573.7 |
| Range |
14.3 |
15.3 |
1.0 |
7.0% |
42.6 |
| ATR |
14.9 |
14.9 |
0.0 |
0.2% |
0.0 |
| Volume |
126,648 |
125,618 |
-1,030 |
-0.8% |
343,811 |
|
| Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
638.0 |
628.3 |
596.5 |
|
| R3 |
622.8 |
613.0 |
592.3 |
|
| R2 |
607.5 |
607.5 |
590.8 |
|
| R1 |
597.8 |
597.8 |
589.5 |
595.0 |
| PP |
592.3 |
592.3 |
592.3 |
590.8 |
| S1 |
582.5 |
582.5 |
586.5 |
579.8 |
| S2 |
576.8 |
576.8 |
585.3 |
|
| S3 |
561.5 |
567.3 |
583.8 |
|
| S4 |
546.3 |
551.8 |
579.5 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
705.8 |
682.3 |
597.3 |
|
| R3 |
663.3 |
639.8 |
585.5 |
|
| R2 |
620.5 |
620.5 |
581.5 |
|
| R1 |
597.3 |
597.3 |
577.5 |
587.5 |
| PP |
578.0 |
578.0 |
578.0 |
573.3 |
| S1 |
554.5 |
554.5 |
569.8 |
545.0 |
| S2 |
535.3 |
535.3 |
566.0 |
|
| S3 |
492.8 |
512.0 |
562.0 |
|
| S4 |
450.3 |
469.3 |
550.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
601.9 |
558.8 |
43.1 |
7.3% |
16.5 |
2.8% |
68% |
True |
False |
101,397 |
| 10 |
601.9 |
558.8 |
43.1 |
7.3% |
14.8 |
2.5% |
68% |
True |
False |
108,828 |
| 20 |
605.1 |
558.8 |
46.3 |
7.9% |
14.0 |
2.4% |
63% |
False |
False |
121,981 |
| 40 |
624.5 |
551.4 |
73.1 |
12.4% |
14.8 |
2.5% |
50% |
False |
False |
139,992 |
| 60 |
624.5 |
551.4 |
73.1 |
12.4% |
14.3 |
2.4% |
50% |
False |
False |
144,864 |
| 80 |
624.5 |
544.0 |
80.5 |
13.7% |
13.5 |
2.3% |
55% |
False |
False |
109,095 |
| 100 |
624.5 |
500.3 |
124.2 |
21.1% |
12.3 |
2.1% |
71% |
False |
False |
87,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
667.0 |
|
2.618 |
642.0 |
|
1.618 |
626.8 |
|
1.000 |
617.3 |
|
0.618 |
611.3 |
|
HIGH |
602.0 |
|
0.618 |
596.0 |
|
0.500 |
594.3 |
|
0.382 |
592.5 |
|
LOW |
586.5 |
|
0.618 |
577.3 |
|
1.000 |
571.3 |
|
1.618 |
561.8 |
|
2.618 |
546.5 |
|
4.250 |
521.5 |
|
|
| Fisher Pivots for day following 03-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
594.3 |
589.8 |
| PP |
592.3 |
589.3 |
| S1 |
590.0 |
588.5 |
|