ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 13-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
612.1 |
602.1 |
-10.0 |
-1.6% |
575.3 |
| High |
616.0 |
614.5 |
-1.5 |
-0.2% |
610.7 |
| Low |
608.5 |
602.1 |
-6.4 |
-1.1% |
575.3 |
| Close |
609.8 |
607.0 |
-2.8 |
-0.5% |
609.9 |
| Range |
7.5 |
12.4 |
4.9 |
65.3% |
35.4 |
| ATR |
10.6 |
10.8 |
0.1 |
1.2% |
0.0 |
| Volume |
25 |
16 |
-9 |
-36.0% |
123 |
|
| Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
645.0 |
638.5 |
613.8 |
|
| R3 |
632.8 |
626.0 |
610.5 |
|
| R2 |
620.3 |
620.3 |
609.3 |
|
| R1 |
613.8 |
613.8 |
608.3 |
617.0 |
| PP |
607.8 |
607.8 |
607.8 |
609.5 |
| S1 |
601.3 |
601.3 |
605.8 |
604.5 |
| S2 |
595.5 |
595.5 |
604.8 |
|
| S3 |
583.0 |
588.8 |
603.5 |
|
| S4 |
570.8 |
576.5 |
600.3 |
|
|
| 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 |
667.3 |
|
2.618 |
647.0 |
|
1.618 |
634.5 |
|
1.000 |
627.0 |
|
0.618 |
622.3 |
|
HIGH |
614.5 |
|
0.618 |
609.8 |
|
0.500 |
608.3 |
|
0.382 |
606.8 |
|
LOW |
602.0 |
|
0.618 |
594.5 |
|
1.000 |
589.8 |
|
1.618 |
582.0 |
|
2.618 |
569.8 |
|
4.250 |
549.5 |
|
|
| Fisher Pivots for day following 13-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
608.3 |
609.0 |
| PP |
607.8 |
608.3 |
| S1 |
607.5 |
607.8 |
|