ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 09-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
605.0 |
605.0 |
0.0 |
0.0% |
575.3 |
| High |
608.6 |
610.7 |
2.1 |
0.3% |
610.7 |
| Low |
601.0 |
602.0 |
1.0 |
0.2% |
575.3 |
| Close |
604.6 |
609.9 |
5.3 |
0.9% |
609.9 |
| Range |
7.6 |
8.7 |
1.1 |
14.5% |
35.4 |
| ATR |
0.0 |
10.9 |
10.9 |
|
0.0 |
| Volume |
16 |
39 |
23 |
143.8% |
123 |
|
| Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
633.8 |
630.5 |
614.8 |
|
| R3 |
625.0 |
621.8 |
612.3 |
|
| R2 |
616.3 |
616.3 |
611.5 |
|
| R1 |
613.0 |
613.0 |
610.8 |
614.8 |
| PP |
607.5 |
607.5 |
607.5 |
608.3 |
| S1 |
604.3 |
604.3 |
609.0 |
606.0 |
| S2 |
598.8 |
598.8 |
608.3 |
|
| S3 |
590.3 |
595.8 |
607.5 |
|
| S4 |
581.5 |
587.0 |
605.0 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
704.8 |
692.8 |
629.3 |
|
| R3 |
669.5 |
657.3 |
619.8 |
|
| R2 |
634.0 |
634.0 |
616.5 |
|
| R1 |
622.0 |
622.0 |
613.3 |
628.0 |
| PP |
598.8 |
598.8 |
598.8 |
601.8 |
| S1 |
586.5 |
586.5 |
606.8 |
592.5 |
| S2 |
563.3 |
563.3 |
603.5 |
|
| S3 |
527.8 |
551.3 |
600.3 |
|
| S4 |
492.5 |
515.8 |
590.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
647.8 |
|
2.618 |
633.5 |
|
1.618 |
624.8 |
|
1.000 |
619.5 |
|
0.618 |
616.0 |
|
HIGH |
610.8 |
|
0.618 |
607.5 |
|
0.500 |
606.3 |
|
0.382 |
605.3 |
|
LOW |
602.0 |
|
0.618 |
596.5 |
|
1.000 |
593.3 |
|
1.618 |
588.0 |
|
2.618 |
579.3 |
|
4.250 |
565.0 |
|
|
| Fisher Pivots for day following 09-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
608.8 |
607.5 |
| PP |
607.5 |
605.3 |
| S1 |
606.3 |
602.8 |
|