ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 08-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2009 |
08-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
597.5 |
605.0 |
7.5 |
1.3% |
594.9 |
| High |
599.5 |
608.6 |
9.1 |
1.5% |
612.0 |
| Low |
595.0 |
601.0 |
6.0 |
1.0% |
572.4 |
| Close |
597.6 |
604.6 |
7.0 |
1.2% |
576.3 |
| Range |
4.5 |
7.6 |
3.1 |
68.9% |
39.6 |
| ATR |
|
|
|
|
|
| Volume |
24 |
16 |
-8 |
-33.3% |
189 |
|
| Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
627.5 |
623.8 |
608.8 |
|
| R3 |
620.0 |
616.0 |
606.8 |
|
| R2 |
612.3 |
612.3 |
606.0 |
|
| R1 |
608.5 |
608.5 |
605.3 |
606.5 |
| PP |
604.8 |
604.8 |
604.8 |
603.8 |
| S1 |
600.8 |
600.8 |
604.0 |
599.0 |
| S2 |
597.3 |
597.3 |
603.3 |
|
| S3 |
589.5 |
593.3 |
602.5 |
|
| S4 |
582.0 |
585.8 |
600.5 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
705.8 |
680.5 |
598.0 |
|
| R3 |
666.0 |
641.0 |
587.3 |
|
| R2 |
626.5 |
626.5 |
583.5 |
|
| R1 |
601.5 |
601.5 |
580.0 |
594.3 |
| PP |
587.0 |
587.0 |
587.0 |
583.3 |
| S1 |
561.8 |
561.8 |
572.8 |
554.5 |
| S2 |
547.3 |
547.3 |
569.0 |
|
| S3 |
507.8 |
522.3 |
565.5 |
|
| S4 |
468.0 |
482.5 |
554.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
641.0 |
|
2.618 |
628.5 |
|
1.618 |
621.0 |
|
1.000 |
616.3 |
|
0.618 |
613.3 |
|
HIGH |
608.5 |
|
0.618 |
605.8 |
|
0.500 |
604.8 |
|
0.382 |
604.0 |
|
LOW |
601.0 |
|
0.618 |
596.3 |
|
1.000 |
593.5 |
|
1.618 |
588.8 |
|
2.618 |
581.0 |
|
4.250 |
568.8 |
|
|
| Fisher Pivots for day following 08-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
604.8 |
602.8 |
| PP |
604.8 |
601.0 |
| S1 |
604.8 |
599.0 |
|