ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 19-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2009 |
19-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
601.5 |
599.5 |
-2.0 |
-0.3% |
577.2 |
| High |
602.3 |
599.6 |
-2.7 |
-0.4% |
596.6 |
| Low |
594.2 |
580.1 |
-14.1 |
-2.4% |
574.5 |
| Close |
599.5 |
585.4 |
-14.1 |
-2.4% |
585.4 |
| Range |
8.1 |
19.5 |
11.4 |
140.7% |
22.1 |
| ATR |
14.4 |
14.7 |
0.4 |
2.6% |
0.0 |
| Volume |
96,335 |
100,193 |
3,858 |
4.0% |
649,904 |
|
| Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
646.8 |
635.8 |
596.0 |
|
| R3 |
627.3 |
616.3 |
590.8 |
|
| R2 |
607.8 |
607.8 |
589.0 |
|
| R1 |
596.8 |
596.8 |
587.3 |
592.5 |
| PP |
588.3 |
588.3 |
588.3 |
586.3 |
| S1 |
577.3 |
577.3 |
583.5 |
573.0 |
| S2 |
568.8 |
568.8 |
581.8 |
|
| S3 |
549.3 |
557.8 |
580.0 |
|
| S4 |
529.8 |
538.3 |
574.8 |
|
|
| 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 |
5.2% |
13.5 |
2.3% |
36% |
False |
False |
123,663 |
| 10 |
605.1 |
570.6 |
34.5 |
5.9% |
13.5 |
2.3% |
43% |
False |
False |
126,749 |
| 20 |
615.8 |
551.4 |
64.4 |
11.0% |
15.5 |
2.7% |
53% |
False |
False |
155,310 |
| 40 |
624.5 |
551.4 |
73.1 |
12.5% |
14.8 |
2.5% |
47% |
False |
False |
150,406 |
| 60 |
624.5 |
549.0 |
75.5 |
12.9% |
14.0 |
2.4% |
48% |
False |
False |
128,911 |
| 80 |
624.5 |
544.0 |
80.5 |
13.8% |
12.8 |
2.2% |
51% |
False |
False |
96,754 |
| 100 |
624.5 |
471.2 |
153.3 |
26.2% |
11.8 |
2.0% |
74% |
False |
False |
77,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
682.5 |
|
2.618 |
650.8 |
|
1.618 |
631.3 |
|
1.000 |
619.0 |
|
0.618 |
611.8 |
|
HIGH |
599.5 |
|
0.618 |
592.3 |
|
0.500 |
589.8 |
|
0.382 |
587.5 |
|
LOW |
580.0 |
|
0.618 |
568.0 |
|
1.000 |
560.5 |
|
1.618 |
548.5 |
|
2.618 |
529.0 |
|
4.250 |
497.3 |
|
|
| Fisher Pivots for day following 19-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
589.8 |
591.5 |
| PP |
588.3 |
589.5 |
| S1 |
587.0 |
587.5 |
|