ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 01-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2009 |
01-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
574.7 |
579.6 |
4.9 |
0.9% |
584.1 |
| High |
580.6 |
590.7 |
10.1 |
1.7% |
601.4 |
| Low |
566.6 |
577.6 |
11.0 |
1.9% |
558.8 |
| Close |
579.2 |
588.5 |
9.3 |
1.6% |
573.7 |
| Range |
14.0 |
13.1 |
-0.9 |
-6.4% |
42.6 |
| ATR |
15.1 |
14.9 |
-0.1 |
-0.9% |
0.0 |
| Volume |
92,210 |
154,579 |
62,369 |
67.6% |
343,811 |
|
| Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
625.0 |
619.8 |
595.8 |
|
| R3 |
611.8 |
606.8 |
592.0 |
|
| R2 |
598.8 |
598.8 |
591.0 |
|
| R1 |
593.5 |
593.5 |
589.8 |
596.3 |
| PP |
585.5 |
585.5 |
585.5 |
587.0 |
| S1 |
580.5 |
580.5 |
587.3 |
583.0 |
| S2 |
572.5 |
572.5 |
586.0 |
|
| S3 |
559.5 |
567.5 |
585.0 |
|
| S4 |
546.3 |
554.3 |
581.3 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
705.8 |
682.3 |
597.3 |
|
| R3 |
663.3 |
639.8 |
585.5 |
|
| R2 |
620.5 |
620.5 |
581.5 |
|
| R1 |
597.3 |
597.3 |
577.5 |
587.5 |
| PP |
578.0 |
578.0 |
578.0 |
573.3 |
| S1 |
554.5 |
554.5 |
569.8 |
545.0 |
| S2 |
535.3 |
535.3 |
566.0 |
|
| S3 |
492.8 |
512.0 |
562.0 |
|
| S4 |
450.3 |
469.3 |
550.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
597.4 |
558.8 |
38.6 |
6.6% |
14.3 |
2.4% |
77% |
False |
False |
98,410 |
| 10 |
603.1 |
558.8 |
44.3 |
7.5% |
13.3 |
2.3% |
67% |
False |
False |
107,569 |
| 20 |
605.1 |
553.0 |
52.1 |
8.9% |
14.3 |
2.4% |
68% |
False |
False |
128,615 |
| 40 |
624.5 |
551.4 |
73.1 |
12.4% |
14.5 |
2.5% |
51% |
False |
False |
140,784 |
| 60 |
624.5 |
551.4 |
73.1 |
12.4% |
14.0 |
2.4% |
51% |
False |
False |
140,897 |
| 80 |
624.5 |
544.0 |
80.5 |
13.7% |
13.3 |
2.2% |
55% |
False |
False |
105,943 |
| 100 |
624.5 |
471.2 |
153.3 |
26.0% |
12.0 |
2.1% |
77% |
False |
False |
84,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
646.5 |
|
2.618 |
625.0 |
|
1.618 |
612.0 |
|
1.000 |
603.8 |
|
0.618 |
598.8 |
|
HIGH |
590.8 |
|
0.618 |
585.8 |
|
0.500 |
584.3 |
|
0.382 |
582.5 |
|
LOW |
577.5 |
|
0.618 |
569.5 |
|
1.000 |
564.5 |
|
1.618 |
556.5 |
|
2.618 |
543.3 |
|
4.250 |
522.0 |
|
|
| Fisher Pivots for day following 01-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
587.0 |
584.0 |
| PP |
585.5 |
579.3 |
| S1 |
584.3 |
574.8 |
|