ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 04-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2009 |
04-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
597.2 |
587.1 |
-10.1 |
-1.7% |
574.7 |
| High |
601.9 |
607.2 |
5.3 |
0.9% |
607.2 |
| Low |
586.6 |
587.1 |
0.5 |
0.1% |
566.6 |
| Close |
588.0 |
603.1 |
15.1 |
2.6% |
603.1 |
| Range |
15.3 |
20.1 |
4.8 |
31.4% |
40.6 |
| ATR |
14.9 |
15.3 |
0.4 |
2.5% |
0.0 |
| Volume |
125,618 |
117,730 |
-7,888 |
-6.3% |
616,785 |
|
| Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
659.5 |
651.3 |
614.3 |
|
| R3 |
639.3 |
631.3 |
608.8 |
|
| R2 |
619.3 |
619.3 |
606.8 |
|
| R1 |
611.3 |
611.3 |
605.0 |
615.3 |
| PP |
599.3 |
599.3 |
599.3 |
601.3 |
| S1 |
591.0 |
591.0 |
601.3 |
595.0 |
| S2 |
579.0 |
579.0 |
599.5 |
|
| S3 |
559.0 |
571.0 |
597.5 |
|
| S4 |
538.8 |
550.8 |
592.0 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
714.0 |
699.3 |
625.5 |
|
| R3 |
673.5 |
658.5 |
614.3 |
|
| R2 |
633.0 |
633.0 |
610.5 |
|
| R1 |
618.0 |
618.0 |
606.8 |
625.5 |
| PP |
592.3 |
592.3 |
592.3 |
596.0 |
| S1 |
577.5 |
577.5 |
599.5 |
584.8 |
| S2 |
551.8 |
551.8 |
595.8 |
|
| S3 |
511.0 |
536.8 |
592.0 |
|
| S4 |
470.5 |
496.3 |
580.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
607.2 |
566.6 |
40.6 |
6.7% |
15.3 |
2.5% |
90% |
True |
False |
123,357 |
| 10 |
607.2 |
558.8 |
48.4 |
8.0% |
14.8 |
2.4% |
92% |
True |
False |
110,581 |
| 20 |
607.2 |
558.8 |
48.4 |
8.0% |
14.0 |
2.3% |
92% |
True |
False |
118,665 |
| 40 |
624.5 |
551.4 |
73.1 |
12.1% |
15.0 |
2.5% |
71% |
False |
False |
140,072 |
| 60 |
624.5 |
551.4 |
73.1 |
12.1% |
14.3 |
2.4% |
71% |
False |
False |
145,972 |
| 80 |
624.5 |
544.0 |
80.5 |
13.3% |
13.5 |
2.2% |
73% |
False |
False |
110,566 |
| 100 |
624.5 |
509.1 |
115.4 |
19.1% |
12.3 |
2.0% |
81% |
False |
False |
88,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
692.5 |
|
2.618 |
659.8 |
|
1.618 |
639.8 |
|
1.000 |
627.3 |
|
0.618 |
619.5 |
|
HIGH |
607.3 |
|
0.618 |
599.5 |
|
0.500 |
597.3 |
|
0.382 |
594.8 |
|
LOW |
587.0 |
|
0.618 |
574.8 |
|
1.000 |
567.0 |
|
1.618 |
554.5 |
|
2.618 |
534.5 |
|
4.250 |
501.8 |
|
|
| Fisher Pivots for day following 04-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
601.0 |
601.0 |
| PP |
599.3 |
598.8 |
| S1 |
597.3 |
596.5 |
|