ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 15-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2009 |
15-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
614.5 |
618.5 |
4.0 |
0.7% |
575.3 |
| High |
619.6 |
619.7 |
0.1 |
0.0% |
610.7 |
| Low |
612.0 |
614.9 |
2.9 |
0.5% |
575.3 |
| Close |
617.8 |
618.1 |
0.3 |
0.0% |
609.9 |
| Range |
7.6 |
4.8 |
-2.8 |
-36.8% |
35.4 |
| ATR |
10.9 |
10.5 |
-0.4 |
-4.0% |
0.0 |
| Volume |
20 |
76 |
56 |
280.0% |
123 |
|
| Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
632.0 |
629.8 |
620.8 |
|
| R3 |
627.3 |
625.0 |
619.5 |
|
| R2 |
622.3 |
622.3 |
619.0 |
|
| R1 |
620.3 |
620.3 |
618.5 |
619.0 |
| PP |
617.5 |
617.5 |
617.5 |
617.0 |
| S1 |
615.5 |
615.5 |
617.8 |
614.0 |
| S2 |
612.8 |
612.8 |
617.3 |
|
| S3 |
608.0 |
610.8 |
616.8 |
|
| S4 |
603.3 |
605.8 |
615.5 |
|
|
| 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 |
640.0 |
|
2.618 |
632.3 |
|
1.618 |
627.5 |
|
1.000 |
624.5 |
|
0.618 |
622.8 |
|
HIGH |
619.8 |
|
0.618 |
617.8 |
|
0.500 |
617.3 |
|
0.382 |
616.8 |
|
LOW |
615.0 |
|
0.618 |
612.0 |
|
1.000 |
610.0 |
|
1.618 |
607.3 |
|
2.618 |
602.3 |
|
4.250 |
594.5 |
|
|
| Fisher Pivots for day following 15-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
617.8 |
615.8 |
| PP |
617.5 |
613.3 |
| S1 |
617.3 |
611.0 |
|