ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 09-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2009 |
09-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
606.0 |
597.5 |
-8.5 |
-1.4% |
574.7 |
| High |
606.4 |
602.4 |
-4.0 |
-0.7% |
607.2 |
| Low |
591.8 |
591.0 |
-0.8 |
-0.1% |
566.6 |
| Close |
596.7 |
596.9 |
0.2 |
0.0% |
603.1 |
| Range |
14.6 |
11.4 |
-3.2 |
-21.9% |
40.6 |
| ATR |
14.9 |
14.6 |
-0.2 |
-1.7% |
0.0 |
| Volume |
94,290 |
135,826 |
41,536 |
44.1% |
616,785 |
|
| Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
631.0 |
625.3 |
603.3 |
|
| R3 |
619.5 |
614.0 |
600.0 |
|
| R2 |
608.3 |
608.3 |
599.0 |
|
| R1 |
602.5 |
602.5 |
598.0 |
599.8 |
| PP |
596.8 |
596.8 |
596.8 |
595.3 |
| S1 |
591.3 |
591.3 |
595.8 |
588.3 |
| S2 |
585.3 |
585.3 |
594.8 |
|
| S3 |
574.0 |
579.8 |
593.8 |
|
| S4 |
562.5 |
568.3 |
590.8 |
|
|
| 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 |
586.6 |
20.6 |
3.5% |
14.3 |
2.4% |
50% |
False |
False |
132,842 |
| 10 |
607.2 |
558.8 |
48.4 |
8.1% |
14.5 |
2.4% |
79% |
False |
False |
116,111 |
| 20 |
607.2 |
558.8 |
48.4 |
8.1% |
14.0 |
2.3% |
79% |
False |
False |
119,701 |
| 40 |
624.5 |
551.4 |
73.1 |
12.2% |
15.0 |
2.5% |
62% |
False |
False |
142,047 |
| 60 |
624.5 |
551.4 |
73.1 |
12.2% |
14.3 |
2.4% |
62% |
False |
False |
144,123 |
| 80 |
624.5 |
546.0 |
78.5 |
13.2% |
13.5 |
2.3% |
65% |
False |
False |
115,826 |
| 100 |
624.5 |
514.5 |
110.0 |
18.4% |
12.5 |
2.1% |
75% |
False |
False |
92,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
650.8 |
|
2.618 |
632.3 |
|
1.618 |
620.8 |
|
1.000 |
613.8 |
|
0.618 |
609.5 |
|
HIGH |
602.5 |
|
0.618 |
598.0 |
|
0.500 |
596.8 |
|
0.382 |
595.3 |
|
LOW |
591.0 |
|
0.618 |
584.0 |
|
1.000 |
579.5 |
|
1.618 |
572.5 |
|
2.618 |
561.3 |
|
4.250 |
542.5 |
|
|
| Fisher Pivots for day following 09-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
596.8 |
598.8 |
| PP |
596.8 |
598.0 |
| S1 |
596.8 |
597.5 |
|