ICE Russell 2000 Mini Future December 2009
| Trading Metrics calculated at close of trading on 17-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2009 |
17-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
607.6 |
612.6 |
5.0 |
0.8% |
603.4 |
| High |
614.6 |
612.8 |
-1.8 |
-0.3% |
606.4 |
| Low |
607.1 |
600.2 |
-6.9 |
-1.1% |
591.0 |
| Close |
611.9 |
607.5 |
-4.4 |
-0.7% |
600.3 |
| Range |
7.5 |
12.6 |
5.1 |
68.0% |
15.4 |
| ATR |
12.9 |
12.9 |
0.0 |
-0.2% |
0.0 |
| Volume |
88,370 |
50,033 |
-38,337 |
-43.4% |
697,827 |
|
| Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
644.8 |
638.8 |
614.5 |
|
| R3 |
632.0 |
626.0 |
611.0 |
|
| R2 |
619.5 |
619.5 |
609.8 |
|
| R1 |
613.5 |
613.5 |
608.8 |
610.3 |
| PP |
606.8 |
606.8 |
606.8 |
605.3 |
| S1 |
600.8 |
600.8 |
606.3 |
597.5 |
| S2 |
594.3 |
594.3 |
605.3 |
|
| S3 |
581.8 |
588.3 |
604.0 |
|
| S4 |
569.0 |
575.8 |
600.5 |
|
|
| 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 |
592.9 |
21.7 |
3.6% |
9.5 |
1.6% |
67% |
False |
False |
84,148 |
| 10 |
614.6 |
587.1 |
27.5 |
4.5% |
11.5 |
1.9% |
74% |
False |
False |
110,204 |
| 20 |
614.6 |
558.8 |
55.8 |
9.2% |
13.0 |
2.2% |
87% |
False |
False |
109,516 |
| 40 |
615.8 |
551.4 |
64.4 |
10.6% |
14.3 |
2.4% |
87% |
False |
False |
134,847 |
| 60 |
624.5 |
551.4 |
73.1 |
12.0% |
14.3 |
2.3% |
77% |
False |
False |
137,674 |
| 80 |
624.5 |
549.0 |
75.5 |
12.4% |
13.5 |
2.2% |
77% |
False |
False |
122,845 |
| 100 |
624.5 |
541.3 |
83.2 |
13.7% |
12.8 |
2.1% |
80% |
False |
False |
98,306 |
| 120 |
624.5 |
471.2 |
153.3 |
25.2% |
12.0 |
2.0% |
89% |
False |
False |
81,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
666.3 |
|
2.618 |
645.8 |
|
1.618 |
633.3 |
|
1.000 |
625.5 |
|
0.618 |
620.5 |
|
HIGH |
612.8 |
|
0.618 |
608.0 |
|
0.500 |
606.5 |
|
0.382 |
605.0 |
|
LOW |
600.3 |
|
0.618 |
592.5 |
|
1.000 |
587.5 |
|
1.618 |
579.8 |
|
2.618 |
567.3 |
|
4.250 |
546.8 |
|
|
| Fisher Pivots for day following 17-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
607.3 |
607.5 |
| PP |
606.8 |
607.5 |
| S1 |
606.5 |
607.5 |
|