ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 16-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2009 |
16-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
609.6 |
607.6 |
-2.0 |
-0.3% |
603.4 |
| High |
613.5 |
614.6 |
1.1 |
0.2% |
606.4 |
| Low |
606.1 |
607.1 |
1.0 |
0.2% |
591.0 |
| Close |
607.7 |
611.9 |
4.2 |
0.7% |
600.3 |
| Range |
7.4 |
7.5 |
0.1 |
1.4% |
15.4 |
| ATR |
13.3 |
12.9 |
-0.4 |
-3.1% |
0.0 |
| Volume |
81,158 |
88,370 |
7,212 |
8.9% |
697,827 |
|
| Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
633.8 |
630.3 |
616.0 |
|
| R3 |
626.3 |
622.8 |
614.0 |
|
| R2 |
618.8 |
618.8 |
613.3 |
|
| R1 |
615.3 |
615.3 |
612.5 |
617.0 |
| PP |
611.3 |
611.3 |
611.3 |
612.0 |
| S1 |
607.8 |
607.8 |
611.3 |
609.5 |
| S2 |
603.8 |
603.8 |
610.5 |
|
| S3 |
596.3 |
600.3 |
609.8 |
|
| S4 |
588.8 |
592.8 |
607.8 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
645.5 |
638.3 |
608.8 |
|
| R3 |
630.0 |
622.8 |
604.5 |
|
| R2 |
614.8 |
614.8 |
603.0 |
|
| R1 |
607.5 |
607.5 |
601.8 |
603.3 |
| PP |
599.3 |
599.3 |
599.3 |
597.3 |
| S1 |
592.0 |
592.0 |
599.0 |
588.0 |
| S2 |
583.8 |
583.8 |
597.5 |
|
| S3 |
568.5 |
576.8 |
596.0 |
|
| S4 |
553.0 |
561.3 |
591.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
614.6 |
591.8 |
22.8 |
3.7% |
9.3 |
1.5% |
88% |
True |
False |
102,684 |
| 10 |
614.6 |
586.6 |
28.0 |
4.6% |
11.8 |
1.9% |
90% |
True |
False |
117,763 |
| 20 |
614.6 |
558.8 |
55.8 |
9.1% |
13.0 |
2.1% |
95% |
True |
False |
111,831 |
| 40 |
622.3 |
551.4 |
70.9 |
11.6% |
14.8 |
2.4% |
85% |
False |
False |
137,314 |
| 60 |
624.5 |
551.4 |
73.1 |
11.9% |
14.3 |
2.3% |
83% |
False |
False |
138,890 |
| 80 |
624.5 |
549.0 |
75.5 |
12.3% |
13.5 |
2.2% |
83% |
False |
False |
122,223 |
| 100 |
624.5 |
541.3 |
83.2 |
13.6% |
12.8 |
2.1% |
85% |
False |
False |
97,808 |
| 120 |
624.5 |
471.2 |
153.3 |
25.1% |
11.8 |
1.9% |
92% |
False |
False |
81,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
646.5 |
|
2.618 |
634.3 |
|
1.618 |
626.8 |
|
1.000 |
622.0 |
|
0.618 |
619.3 |
|
HIGH |
614.5 |
|
0.618 |
611.8 |
|
0.500 |
610.8 |
|
0.382 |
610.0 |
|
LOW |
607.0 |
|
0.618 |
602.5 |
|
1.000 |
599.5 |
|
1.618 |
595.0 |
|
2.618 |
587.5 |
|
4.250 |
575.3 |
|
|
| Fisher Pivots for day following 16-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
611.5 |
610.0 |
| PP |
611.3 |
608.3 |
| S1 |
610.8 |
606.3 |
|