ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 16-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
618.5 |
620.0 |
1.5 |
0.2% |
612.1 |
| High |
619.7 |
621.0 |
1.3 |
0.2% |
621.0 |
| Low |
614.9 |
608.0 |
-6.9 |
-1.1% |
602.1 |
| Close |
618.1 |
612.0 |
-6.1 |
-1.0% |
612.0 |
| Range |
4.8 |
13.0 |
8.2 |
170.8% |
18.9 |
| ATR |
10.5 |
10.6 |
0.2 |
1.7% |
0.0 |
| Volume |
76 |
14 |
-62 |
-81.6% |
151 |
|
| Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
652.8 |
645.3 |
619.3 |
|
| R3 |
639.8 |
632.3 |
615.5 |
|
| R2 |
626.8 |
626.8 |
614.5 |
|
| R1 |
619.3 |
619.3 |
613.3 |
616.5 |
| PP |
613.8 |
613.8 |
613.8 |
612.3 |
| S1 |
606.3 |
606.3 |
610.8 |
603.5 |
| S2 |
600.8 |
600.8 |
609.5 |
|
| S3 |
587.8 |
593.3 |
608.5 |
|
| S4 |
574.8 |
580.3 |
604.8 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
668.5 |
659.0 |
622.5 |
|
| R3 |
649.5 |
640.3 |
617.3 |
|
| R2 |
630.5 |
630.5 |
615.5 |
|
| R1 |
621.3 |
621.3 |
613.8 |
616.5 |
| PP |
611.8 |
611.8 |
611.8 |
609.3 |
| S1 |
602.5 |
602.5 |
610.3 |
597.5 |
| S2 |
592.8 |
592.8 |
608.5 |
|
| S3 |
574.0 |
583.5 |
606.8 |
|
| S4 |
555.0 |
564.5 |
601.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
676.3 |
|
2.618 |
655.0 |
|
1.618 |
642.0 |
|
1.000 |
634.0 |
|
0.618 |
629.0 |
|
HIGH |
621.0 |
|
0.618 |
616.0 |
|
0.500 |
614.5 |
|
0.382 |
613.0 |
|
LOW |
608.0 |
|
0.618 |
600.0 |
|
1.000 |
595.0 |
|
1.618 |
587.0 |
|
2.618 |
574.0 |
|
4.250 |
552.8 |
|
|
| Fisher Pivots for day following 16-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
614.5 |
614.5 |
| PP |
613.8 |
613.8 |
| S1 |
612.8 |
612.8 |
|