ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 27-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2009 |
27-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
602.1 |
593.2 |
-8.9 |
-1.5% |
607.7 |
| High |
607.0 |
594.0 |
-13.0 |
-2.1% |
621.0 |
| Low |
588.3 |
582.9 |
-5.4 |
-0.9% |
594.8 |
| Close |
592.4 |
583.9 |
-8.5 |
-1.4% |
599.1 |
| Range |
18.7 |
11.1 |
-7.6 |
-40.6% |
26.2 |
| ATR |
13.0 |
12.9 |
-0.1 |
-1.1% |
0.0 |
| Volume |
306 |
204 |
-102 |
-33.3% |
834 |
|
| Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
620.3 |
613.3 |
590.0 |
|
| R3 |
609.3 |
602.0 |
587.0 |
|
| R2 |
598.0 |
598.0 |
586.0 |
|
| R1 |
591.0 |
591.0 |
585.0 |
589.0 |
| PP |
587.0 |
587.0 |
587.0 |
586.0 |
| S1 |
579.8 |
579.8 |
583.0 |
577.8 |
| S2 |
575.8 |
575.8 |
581.8 |
|
| S3 |
564.8 |
568.8 |
580.8 |
|
| S4 |
553.8 |
557.8 |
577.8 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
683.5 |
667.5 |
613.5 |
|
| R3 |
657.3 |
641.3 |
606.3 |
|
| R2 |
631.3 |
631.3 |
604.0 |
|
| R1 |
615.3 |
615.3 |
601.5 |
610.0 |
| PP |
605.0 |
605.0 |
605.0 |
602.5 |
| S1 |
589.0 |
589.0 |
596.8 |
583.8 |
| S2 |
578.8 |
578.8 |
594.3 |
|
| S3 |
552.5 |
562.8 |
592.0 |
|
| S4 |
526.3 |
536.5 |
584.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
641.3 |
|
2.618 |
623.0 |
|
1.618 |
612.0 |
|
1.000 |
605.0 |
|
0.618 |
600.8 |
|
HIGH |
594.0 |
|
0.618 |
589.8 |
|
0.500 |
588.5 |
|
0.382 |
587.3 |
|
LOW |
583.0 |
|
0.618 |
576.0 |
|
1.000 |
571.8 |
|
1.618 |
565.0 |
|
2.618 |
553.8 |
|
4.250 |
535.8 |
|
|
| Fisher Pivots for day following 27-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
588.5 |
597.5 |
| PP |
587.0 |
593.0 |
| S1 |
585.5 |
588.5 |
|