ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 29-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
582.0 |
564.4 |
-17.6 |
-3.0% |
607.7 |
| High |
582.0 |
578.0 |
-4.0 |
-0.7% |
621.0 |
| Low |
563.3 |
564.4 |
1.1 |
0.2% |
594.8 |
| Close |
563.9 |
574.2 |
10.3 |
1.8% |
599.1 |
| Range |
18.7 |
13.6 |
-5.1 |
-27.3% |
26.2 |
| ATR |
13.4 |
13.5 |
0.0 |
0.3% |
0.0 |
| Volume |
145 |
19 |
-126 |
-86.9% |
834 |
|
| Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
613.0 |
607.3 |
581.8 |
|
| R3 |
599.5 |
593.5 |
578.0 |
|
| R2 |
585.8 |
585.8 |
576.8 |
|
| R1 |
580.0 |
580.0 |
575.5 |
583.0 |
| PP |
572.3 |
572.3 |
572.3 |
573.8 |
| S1 |
566.5 |
566.5 |
573.0 |
569.3 |
| S2 |
558.5 |
558.5 |
571.8 |
|
| S3 |
545.0 |
552.8 |
570.5 |
|
| S4 |
531.5 |
539.3 |
566.8 |
|
|
| 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 |
635.8 |
|
2.618 |
613.5 |
|
1.618 |
600.0 |
|
1.000 |
591.5 |
|
0.618 |
586.5 |
|
HIGH |
578.0 |
|
0.618 |
572.8 |
|
0.500 |
571.3 |
|
0.382 |
569.5 |
|
LOW |
564.5 |
|
0.618 |
556.0 |
|
1.000 |
550.8 |
|
1.618 |
542.5 |
|
2.618 |
528.8 |
|
4.250 |
506.5 |
|
|
| Fisher Pivots for day following 29-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
573.3 |
578.8 |
| PP |
572.3 |
577.3 |
| S1 |
571.3 |
575.8 |
|