ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 11-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
599.1 |
596.0 |
-3.1 |
-0.5% |
603.4 |
| High |
603.1 |
601.6 |
-1.5 |
-0.2% |
606.4 |
| Low |
591.8 |
592.9 |
1.1 |
0.2% |
591.0 |
| Close |
595.6 |
600.3 |
4.7 |
0.8% |
600.3 |
| Range |
11.3 |
8.7 |
-2.6 |
-23.0% |
15.4 |
| ATR |
14.4 |
14.0 |
-0.4 |
-2.8% |
0.0 |
| Volume |
142,713 |
134,251 |
-8,462 |
-5.9% |
697,827 |
|
| Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
624.3 |
621.0 |
605.0 |
|
| R3 |
615.8 |
612.3 |
602.8 |
|
| R2 |
607.0 |
607.0 |
602.0 |
|
| R1 |
603.8 |
603.8 |
601.0 |
605.3 |
| PP |
598.3 |
598.3 |
598.3 |
599.0 |
| S1 |
595.0 |
595.0 |
599.5 |
596.5 |
| S2 |
589.5 |
589.5 |
598.8 |
|
| S3 |
580.8 |
586.3 |
598.0 |
|
| S4 |
572.3 |
577.5 |
595.5 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
645.5 |
638.3 |
608.8 |
|
| R3 |
630.0 |
622.8 |
604.5 |
|
| R2 |
614.8 |
614.8 |
603.0 |
|
| R1 |
607.5 |
607.5 |
601.8 |
603.3 |
| PP |
599.3 |
599.3 |
599.3 |
597.3 |
| S1 |
592.0 |
592.0 |
599.0 |
588.0 |
| S2 |
583.8 |
583.8 |
597.5 |
|
| S3 |
568.5 |
576.8 |
596.0 |
|
| S4 |
553.0 |
561.3 |
591.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
606.4 |
591.0 |
15.4 |
2.6% |
11.3 |
1.9% |
60% |
False |
False |
139,565 |
| 10 |
607.2 |
566.6 |
40.6 |
6.8% |
13.3 |
2.2% |
83% |
False |
False |
131,461 |
| 20 |
607.2 |
558.8 |
48.4 |
8.1% |
13.5 |
2.3% |
86% |
False |
False |
121,098 |
| 40 |
624.5 |
551.4 |
73.1 |
12.2% |
15.3 |
2.5% |
67% |
False |
False |
141,792 |
| 60 |
624.5 |
551.4 |
73.1 |
12.2% |
14.3 |
2.4% |
67% |
False |
False |
142,414 |
| 80 |
624.5 |
549.0 |
75.5 |
12.6% |
13.5 |
2.3% |
68% |
False |
False |
119,279 |
| 100 |
624.5 |
525.6 |
98.9 |
16.5% |
12.8 |
2.1% |
76% |
False |
False |
95,449 |
| 120 |
624.5 |
471.2 |
153.3 |
25.5% |
11.8 |
2.0% |
84% |
False |
False |
79,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
638.5 |
|
2.618 |
624.5 |
|
1.618 |
615.8 |
|
1.000 |
610.3 |
|
0.618 |
607.0 |
|
HIGH |
601.5 |
|
0.618 |
598.3 |
|
0.500 |
597.3 |
|
0.382 |
596.3 |
|
LOW |
593.0 |
|
0.618 |
587.5 |
|
1.000 |
584.3 |
|
1.618 |
578.8 |
|
2.618 |
570.0 |
|
4.250 |
556.0 |
|
|
| Fisher Pivots for day following 11-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
599.3 |
599.3 |
| PP |
598.3 |
598.3 |
| S1 |
597.3 |
597.0 |
|