ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 20-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2009 |
20-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
607.7 |
620.2 |
12.5 |
2.1% |
612.1 |
| High |
621.0 |
620.3 |
-0.7 |
-0.1% |
621.0 |
| Low |
607.7 |
607.0 |
-0.7 |
-0.1% |
602.1 |
| Close |
615.4 |
611.5 |
-3.9 |
-0.6% |
612.0 |
| Range |
13.3 |
13.3 |
0.0 |
0.0% |
18.9 |
| ATR |
10.8 |
11.0 |
0.2 |
1.6% |
0.0 |
| Volume |
259 |
19 |
-240 |
-92.7% |
151 |
|
| Daily Pivots for day following 20-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
652.8 |
645.5 |
618.8 |
|
| R3 |
639.5 |
632.3 |
615.3 |
|
| R2 |
626.3 |
626.3 |
614.0 |
|
| R1 |
618.8 |
618.8 |
612.8 |
616.0 |
| PP |
613.0 |
613.0 |
613.0 |
611.5 |
| S1 |
605.5 |
605.5 |
610.3 |
602.5 |
| S2 |
599.8 |
599.8 |
609.0 |
|
| S3 |
586.3 |
592.3 |
607.8 |
|
| S4 |
573.0 |
579.0 |
604.3 |
|
|
| 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 |
676.8 |
|
2.618 |
655.0 |
|
1.618 |
641.8 |
|
1.000 |
633.5 |
|
0.618 |
628.5 |
|
HIGH |
620.3 |
|
0.618 |
615.3 |
|
0.500 |
613.8 |
|
0.382 |
612.0 |
|
LOW |
607.0 |
|
0.618 |
598.8 |
|
1.000 |
593.8 |
|
1.618 |
585.5 |
|
2.618 |
572.3 |
|
4.250 |
550.5 |
|
|
| Fisher Pivots for day following 20-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
613.8 |
614.0 |
| PP |
613.0 |
613.3 |
| S1 |
612.3 |
612.3 |
|