ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 16-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
579.6 |
586.3 |
6.7 |
1.2% |
577.2 |
| High |
587.9 |
605.1 |
17.2 |
2.9% |
596.6 |
| Low |
574.5 |
586.0 |
11.5 |
2.0% |
574.5 |
| Close |
585.4 |
600.2 |
14.8 |
2.5% |
585.4 |
| Range |
13.4 |
19.1 |
5.7 |
42.5% |
22.1 |
| ATR |
15.1 |
15.4 |
0.3 |
2.2% |
0.0 |
| Volume |
147,542 |
130,901 |
-16,641 |
-11.3% |
649,904 |
|
| Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
654.5 |
646.5 |
610.8 |
|
| R3 |
635.3 |
627.3 |
605.5 |
|
| R2 |
616.3 |
616.3 |
603.8 |
|
| R1 |
608.3 |
608.3 |
602.0 |
612.3 |
| PP |
597.0 |
597.0 |
597.0 |
599.0 |
| S1 |
589.0 |
589.0 |
598.5 |
593.0 |
| S2 |
578.0 |
578.0 |
596.8 |
|
| S3 |
559.0 |
570.0 |
595.0 |
|
| S4 |
539.8 |
551.0 |
589.8 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
651.8 |
640.8 |
597.5 |
|
| R3 |
629.8 |
618.5 |
591.5 |
|
| R2 |
607.5 |
607.5 |
589.5 |
|
| R1 |
596.5 |
596.5 |
587.5 |
602.0 |
| PP |
585.5 |
585.5 |
585.5 |
588.3 |
| S1 |
574.5 |
574.5 |
583.3 |
580.0 |
| S2 |
563.5 |
563.5 |
581.3 |
|
| S3 |
541.3 |
552.3 |
579.3 |
|
| S4 |
519.3 |
530.3 |
573.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
605.1 |
574.5 |
30.6 |
5.1% |
14.5 |
2.4% |
84% |
True |
False |
126,637 |
| 10 |
605.1 |
553.0 |
52.1 |
8.7% |
15.0 |
2.5% |
91% |
True |
False |
149,661 |
| 20 |
624.5 |
551.4 |
73.1 |
12.2% |
17.0 |
2.8% |
67% |
False |
False |
162,409 |
| 40 |
624.5 |
551.4 |
73.1 |
12.2% |
15.0 |
2.5% |
67% |
False |
False |
151,859 |
| 60 |
624.5 |
549.0 |
75.5 |
12.6% |
13.5 |
2.3% |
68% |
False |
False |
123,299 |
| 80 |
624.5 |
541.3 |
83.2 |
13.9% |
12.5 |
2.1% |
71% |
False |
False |
92,512 |
| 100 |
624.5 |
471.2 |
153.3 |
25.5% |
11.5 |
1.9% |
84% |
False |
False |
74,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
686.3 |
|
2.618 |
655.0 |
|
1.618 |
636.0 |
|
1.000 |
624.3 |
|
0.618 |
617.0 |
|
HIGH |
605.0 |
|
0.618 |
597.8 |
|
0.500 |
595.5 |
|
0.382 |
593.3 |
|
LOW |
586.0 |
|
0.618 |
574.3 |
|
1.000 |
567.0 |
|
1.618 |
555.0 |
|
2.618 |
536.0 |
|
4.250 |
504.8 |
|
|
| Fisher Pivots for day following 16-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
598.8 |
596.8 |
| PP |
597.0 |
593.3 |
| S1 |
595.5 |
589.8 |
|