ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 12-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
605.0 |
612.1 |
7.1 |
1.2% |
575.3 |
| High |
610.7 |
616.0 |
5.3 |
0.9% |
610.7 |
| Low |
602.0 |
608.5 |
6.5 |
1.1% |
575.3 |
| Close |
609.9 |
609.8 |
-0.1 |
0.0% |
609.9 |
| Range |
8.7 |
7.5 |
-1.2 |
-13.8% |
35.4 |
| ATR |
10.9 |
10.6 |
-0.2 |
-2.2% |
0.0 |
| Volume |
39 |
25 |
-14 |
-35.9% |
123 |
|
| Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
634.0 |
629.3 |
614.0 |
|
| R3 |
626.5 |
621.8 |
611.8 |
|
| R2 |
619.0 |
619.0 |
611.3 |
|
| R1 |
614.3 |
614.3 |
610.5 |
613.0 |
| PP |
611.5 |
611.5 |
611.5 |
610.8 |
| S1 |
606.8 |
606.8 |
609.0 |
605.5 |
| S2 |
604.0 |
604.0 |
608.5 |
|
| S3 |
596.5 |
599.3 |
607.8 |
|
| S4 |
589.0 |
591.8 |
605.8 |
|
|
| 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 |
648.0 |
|
2.618 |
635.8 |
|
1.618 |
628.3 |
|
1.000 |
623.5 |
|
0.618 |
620.8 |
|
HIGH |
616.0 |
|
0.618 |
613.3 |
|
0.500 |
612.3 |
|
0.382 |
611.3 |
|
LOW |
608.5 |
|
0.618 |
603.8 |
|
1.000 |
601.0 |
|
1.618 |
596.3 |
|
2.618 |
588.8 |
|
4.250 |
576.5 |
|
|
| Fisher Pivots for day following 12-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
612.3 |
609.3 |
| PP |
611.5 |
609.0 |
| S1 |
610.5 |
608.5 |
|