ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 10-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
597.5 |
599.1 |
1.6 |
0.3% |
574.7 |
| High |
602.4 |
603.1 |
0.7 |
0.1% |
607.2 |
| Low |
591.0 |
591.8 |
0.8 |
0.1% |
566.6 |
| Close |
596.9 |
595.6 |
-1.3 |
-0.2% |
603.1 |
| Range |
11.4 |
11.3 |
-0.1 |
-0.9% |
40.6 |
| ATR |
14.6 |
14.4 |
-0.2 |
-1.6% |
0.0 |
| Volume |
135,826 |
142,713 |
6,887 |
5.1% |
616,785 |
|
| Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
630.8 |
624.5 |
601.8 |
|
| R3 |
619.5 |
613.3 |
598.8 |
|
| R2 |
608.3 |
608.3 |
597.8 |
|
| R1 |
601.8 |
601.8 |
596.8 |
599.3 |
| PP |
596.8 |
596.8 |
596.8 |
595.5 |
| S1 |
590.5 |
590.5 |
594.5 |
588.0 |
| S2 |
585.5 |
585.5 |
593.5 |
|
| S3 |
574.3 |
579.3 |
592.5 |
|
| S4 |
563.0 |
568.0 |
589.5 |
|
|
| 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 |
587.1 |
20.1 |
3.4% |
13.5 |
2.3% |
42% |
False |
False |
136,261 |
| 10 |
607.2 |
558.8 |
48.4 |
8.1% |
15.0 |
2.5% |
76% |
False |
False |
118,829 |
| 20 |
607.2 |
558.8 |
48.4 |
8.1% |
14.0 |
2.3% |
76% |
False |
False |
120,281 |
| 40 |
624.5 |
551.4 |
73.1 |
12.3% |
15.0 |
2.5% |
60% |
False |
False |
142,152 |
| 60 |
624.5 |
551.4 |
73.1 |
12.3% |
14.3 |
2.4% |
60% |
False |
False |
142,930 |
| 80 |
624.5 |
546.0 |
78.5 |
13.2% |
13.5 |
2.3% |
63% |
False |
False |
117,608 |
| 100 |
624.5 |
520.0 |
104.5 |
17.5% |
12.8 |
2.1% |
72% |
False |
False |
94,106 |
| 120 |
624.5 |
471.2 |
153.3 |
25.7% |
11.8 |
2.0% |
81% |
False |
False |
78,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
651.0 |
|
2.618 |
632.8 |
|
1.618 |
621.5 |
|
1.000 |
614.5 |
|
0.618 |
610.0 |
|
HIGH |
603.0 |
|
0.618 |
598.8 |
|
0.500 |
597.5 |
|
0.382 |
596.0 |
|
LOW |
591.8 |
|
0.618 |
584.8 |
|
1.000 |
580.5 |
|
1.618 |
573.5 |
|
2.618 |
562.3 |
|
4.250 |
543.8 |
|
|
| Fisher Pivots for day following 10-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
597.5 |
598.8 |
| PP |
596.8 |
597.8 |
| S1 |
596.3 |
596.8 |
|