ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 18-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2009 |
18-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
609.1 |
604.8 |
-4.3 |
-0.7% |
597.6 |
| High |
610.5 |
610.5 |
0.0 |
0.0% |
612.2 |
| Low |
597.7 |
598.8 |
1.1 |
0.2% |
595.4 |
| Close |
604.9 |
608.8 |
3.9 |
0.6% |
608.8 |
| Range |
12.8 |
11.7 |
-1.1 |
-8.6% |
16.8 |
| ATR |
11.9 |
11.9 |
0.0 |
-0.1% |
0.0 |
| Volume |
136,125 |
138,588 |
2,463 |
1.8% |
723,035 |
|
| Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
641.3 |
636.8 |
615.3 |
|
| R3 |
629.5 |
625.0 |
612.0 |
|
| R2 |
617.8 |
617.8 |
611.0 |
|
| R1 |
613.3 |
613.3 |
609.8 |
615.5 |
| PP |
606.0 |
606.0 |
606.0 |
607.3 |
| S1 |
601.5 |
601.5 |
607.8 |
603.8 |
| S2 |
594.3 |
594.3 |
606.8 |
|
| S3 |
582.8 |
589.8 |
605.5 |
|
| S4 |
571.0 |
578.3 |
602.3 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
655.8 |
649.3 |
618.0 |
|
| R3 |
639.0 |
632.3 |
613.5 |
|
| R2 |
622.3 |
622.3 |
612.0 |
|
| R1 |
615.5 |
615.5 |
610.3 |
619.0 |
| PP |
605.5 |
605.5 |
605.5 |
607.3 |
| S1 |
598.8 |
598.8 |
607.3 |
602.0 |
| S2 |
588.8 |
588.8 |
605.8 |
|
| S3 |
571.8 |
582.0 |
604.3 |
|
| S4 |
555.0 |
565.3 |
599.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
612.2 |
595.4 |
16.8 |
2.8% |
10.3 |
1.7% |
80% |
False |
False |
144,607 |
| 10 |
612.2 |
589.1 |
23.1 |
3.8% |
10.5 |
1.7% |
85% |
False |
False |
89,879 |
| 20 |
612.2 |
557.0 |
55.2 |
9.1% |
11.8 |
1.9% |
94% |
False |
False |
45,311 |
| 40 |
612.2 |
549.9 |
62.3 |
10.2% |
11.8 |
1.9% |
95% |
False |
False |
22,751 |
| 60 |
621.0 |
549.9 |
71.1 |
11.7% |
11.8 |
1.9% |
83% |
False |
False |
15,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
660.3 |
|
2.618 |
641.3 |
|
1.618 |
629.5 |
|
1.000 |
622.3 |
|
0.618 |
617.8 |
|
HIGH |
610.5 |
|
0.618 |
606.0 |
|
0.500 |
604.8 |
|
0.382 |
603.3 |
|
LOW |
598.8 |
|
0.618 |
591.5 |
|
1.000 |
587.0 |
|
1.618 |
579.8 |
|
2.618 |
568.3 |
|
4.250 |
549.0 |
|
|
| Fisher Pivots for day following 18-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
607.5 |
607.5 |
| PP |
606.0 |
606.3 |
| S1 |
604.8 |
605.0 |
|