ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 07-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2009 |
07-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
587.1 |
603.4 |
16.3 |
2.8% |
574.7 |
| High |
607.2 |
606.4 |
-0.8 |
-0.1% |
607.2 |
| Low |
587.1 |
596.5 |
9.4 |
1.6% |
566.6 |
| Close |
603.1 |
602.9 |
-0.2 |
0.0% |
603.1 |
| Range |
20.1 |
9.9 |
-10.2 |
-50.7% |
40.6 |
| ATR |
15.3 |
14.9 |
-0.4 |
-2.5% |
0.0 |
| Volume |
117,730 |
190,747 |
73,017 |
62.0% |
616,785 |
|
| Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
631.8 |
627.3 |
608.3 |
|
| R3 |
621.8 |
617.3 |
605.5 |
|
| R2 |
611.8 |
611.8 |
604.8 |
|
| R1 |
607.3 |
607.3 |
603.8 |
604.8 |
| PP |
602.0 |
602.0 |
602.0 |
600.5 |
| S1 |
597.5 |
597.5 |
602.0 |
594.8 |
| S2 |
592.0 |
592.0 |
601.0 |
|
| S3 |
582.3 |
587.5 |
600.3 |
|
| S4 |
572.3 |
577.8 |
597.5 |
|
|
| 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 |
577.6 |
29.6 |
4.9% |
14.5 |
2.4% |
85% |
False |
False |
143,064 |
| 10 |
607.2 |
558.8 |
48.4 |
8.0% |
15.0 |
2.5% |
91% |
False |
False |
115,134 |
| 20 |
607.2 |
558.8 |
48.4 |
8.0% |
14.0 |
2.3% |
91% |
False |
False |
120,862 |
| 40 |
624.5 |
551.4 |
73.1 |
12.1% |
15.0 |
2.5% |
70% |
False |
False |
141,124 |
| 60 |
624.5 |
551.4 |
73.1 |
12.1% |
14.3 |
2.4% |
70% |
False |
False |
146,617 |
| 80 |
624.5 |
544.0 |
80.5 |
13.4% |
13.5 |
2.2% |
73% |
False |
False |
112,950 |
| 100 |
624.5 |
514.5 |
110.0 |
18.2% |
12.3 |
2.0% |
80% |
False |
False |
90,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
648.5 |
|
2.618 |
632.3 |
|
1.618 |
622.5 |
|
1.000 |
616.3 |
|
0.618 |
612.5 |
|
HIGH |
606.5 |
|
0.618 |
602.5 |
|
0.500 |
601.5 |
|
0.382 |
600.3 |
|
LOW |
596.5 |
|
0.618 |
590.5 |
|
1.000 |
586.5 |
|
1.618 |
580.5 |
|
2.618 |
570.5 |
|
4.250 |
554.5 |
|
|
| Fisher Pivots for day following 07-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
602.5 |
601.0 |
| PP |
602.0 |
599.0 |
| S1 |
601.5 |
597.0 |
|