ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 17-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2009 |
17-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
605.1 |
609.1 |
4.0 |
0.7% |
600.2 |
| High |
612.2 |
610.5 |
-1.7 |
-0.3% |
603.8 |
| Low |
604.7 |
597.7 |
-7.0 |
-1.2% |
589.1 |
| Close |
609.4 |
604.9 |
-4.5 |
-0.7% |
597.9 |
| Range |
7.5 |
12.8 |
5.3 |
70.7% |
14.7 |
| ATR |
11.8 |
11.9 |
0.1 |
0.6% |
0.0 |
| Volume |
165,900 |
136,125 |
-29,775 |
-17.9% |
175,755 |
|
| Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
642.8 |
636.8 |
612.0 |
|
| R3 |
630.0 |
623.8 |
608.5 |
|
| R2 |
617.3 |
617.3 |
607.3 |
|
| R1 |
611.0 |
611.0 |
606.0 |
607.8 |
| PP |
604.3 |
604.3 |
604.3 |
602.8 |
| S1 |
598.3 |
598.3 |
603.8 |
595.0 |
| S2 |
591.5 |
591.5 |
602.5 |
|
| S3 |
578.8 |
585.5 |
601.5 |
|
| S4 |
566.0 |
572.8 |
597.8 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
641.0 |
634.3 |
606.0 |
|
| R3 |
626.3 |
619.5 |
602.0 |
|
| R2 |
611.8 |
611.8 |
600.5 |
|
| R1 |
604.8 |
604.8 |
599.3 |
600.8 |
| PP |
597.0 |
597.0 |
597.0 |
595.0 |
| S1 |
590.0 |
590.0 |
596.5 |
586.3 |
| S2 |
582.3 |
582.3 |
595.3 |
|
| S3 |
567.5 |
575.3 |
593.8 |
|
| S4 |
552.8 |
560.8 |
589.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
612.2 |
590.5 |
21.7 |
3.6% |
9.5 |
1.6% |
66% |
False |
False |
142,338 |
| 10 |
612.2 |
585.0 |
27.2 |
4.5% |
11.3 |
1.9% |
73% |
False |
False |
76,387 |
| 20 |
612.2 |
557.0 |
55.2 |
9.1% |
11.5 |
1.9% |
87% |
False |
False |
38,384 |
| 40 |
612.2 |
549.9 |
62.3 |
10.3% |
12.0 |
2.0% |
88% |
False |
False |
19,289 |
| 60 |
621.0 |
549.9 |
71.1 |
11.8% |
11.8 |
1.9% |
77% |
False |
False |
12,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
665.0 |
|
2.618 |
644.0 |
|
1.618 |
631.3 |
|
1.000 |
623.3 |
|
0.618 |
618.5 |
|
HIGH |
610.5 |
|
0.618 |
605.5 |
|
0.500 |
604.0 |
|
0.382 |
602.5 |
|
LOW |
597.8 |
|
0.618 |
589.8 |
|
1.000 |
585.0 |
|
1.618 |
577.0 |
|
2.618 |
564.3 |
|
4.250 |
543.3 |
|
|
| Fisher Pivots for day following 17-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
604.8 |
605.0 |
| PP |
604.3 |
605.0 |
| S1 |
604.0 |
605.0 |
|