ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 19-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
620.0 |
607.7 |
-12.3 |
-2.0% |
612.1 |
| High |
621.0 |
621.0 |
0.0 |
0.0% |
621.0 |
| Low |
608.0 |
607.7 |
-0.3 |
0.0% |
602.1 |
| Close |
612.0 |
615.4 |
3.4 |
0.6% |
612.0 |
| Range |
13.0 |
13.3 |
0.3 |
2.3% |
18.9 |
| ATR |
10.6 |
10.8 |
0.2 |
1.8% |
0.0 |
| Volume |
14 |
259 |
245 |
1,750.0% |
151 |
|
| Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
654.5 |
648.3 |
622.8 |
|
| R3 |
641.3 |
635.0 |
619.0 |
|
| R2 |
628.0 |
628.0 |
617.8 |
|
| R1 |
621.8 |
621.8 |
616.5 |
624.8 |
| PP |
614.8 |
614.8 |
614.8 |
616.3 |
| S1 |
608.5 |
608.5 |
614.3 |
611.5 |
| S2 |
601.5 |
601.5 |
613.0 |
|
| S3 |
588.0 |
595.0 |
611.8 |
|
| S4 |
574.8 |
581.8 |
608.0 |
|
|
| 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 |
677.5 |
|
2.618 |
655.8 |
|
1.618 |
642.5 |
|
1.000 |
634.3 |
|
0.618 |
629.3 |
|
HIGH |
621.0 |
|
0.618 |
616.0 |
|
0.500 |
614.3 |
|
0.382 |
612.8 |
|
LOW |
607.8 |
|
0.618 |
599.5 |
|
1.000 |
594.5 |
|
1.618 |
586.3 |
|
2.618 |
573.0 |
|
4.250 |
551.3 |
|
|
| Fisher Pivots for day following 19-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
615.0 |
615.0 |
| PP |
614.8 |
614.8 |
| S1 |
614.3 |
614.3 |
|