ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 22-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2009 |
22-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
606.0 |
598.6 |
-7.4 |
-1.2% |
612.1 |
| High |
619.5 |
612.0 |
-7.5 |
-1.2% |
621.0 |
| Low |
595.3 |
594.8 |
-0.5 |
-0.1% |
602.1 |
| Close |
600.2 |
610.2 |
10.0 |
1.7% |
612.0 |
| Range |
24.2 |
17.2 |
-7.0 |
-28.9% |
18.9 |
| ATR |
12.0 |
12.3 |
0.4 |
3.1% |
0.0 |
| Volume |
347 |
97 |
-250 |
-72.0% |
151 |
|
| Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
657.3 |
651.0 |
619.8 |
|
| R3 |
640.0 |
633.8 |
615.0 |
|
| R2 |
622.8 |
622.8 |
613.3 |
|
| R1 |
616.5 |
616.5 |
611.8 |
619.8 |
| PP |
605.8 |
605.8 |
605.8 |
607.3 |
| S1 |
599.3 |
599.3 |
608.5 |
602.5 |
| S2 |
588.5 |
588.5 |
607.0 |
|
| S3 |
571.3 |
582.3 |
605.5 |
|
| S4 |
554.0 |
565.0 |
600.8 |
|
|
| 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 |
685.0 |
|
2.618 |
657.0 |
|
1.618 |
639.8 |
|
1.000 |
629.3 |
|
0.618 |
622.8 |
|
HIGH |
612.0 |
|
0.618 |
605.5 |
|
0.500 |
603.5 |
|
0.382 |
601.3 |
|
LOW |
594.8 |
|
0.618 |
584.3 |
|
1.000 |
577.5 |
|
1.618 |
567.0 |
|
2.618 |
549.8 |
|
4.250 |
521.8 |
|
|
| Fisher Pivots for day following 22-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
608.0 |
609.3 |
| PP |
605.8 |
608.5 |
| S1 |
603.5 |
607.5 |
|