ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 02-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2009 |
02-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
569.0 |
563.6 |
-5.4 |
-0.9% |
602.1 |
| High |
571.8 |
566.0 |
-5.8 |
-1.0% |
607.0 |
| Low |
557.7 |
549.9 |
-7.8 |
-1.4% |
557.7 |
| Close |
559.5 |
559.1 |
-0.4 |
-0.1% |
559.5 |
| Range |
14.1 |
16.1 |
2.0 |
14.2% |
49.3 |
| ATR |
13.7 |
13.9 |
0.2 |
1.2% |
0.0 |
| Volume |
182 |
20 |
-162 |
-89.0% |
856 |
|
| Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
606.8 |
599.0 |
568.0 |
|
| R3 |
590.5 |
582.8 |
563.5 |
|
| R2 |
574.5 |
574.5 |
562.0 |
|
| R1 |
566.8 |
566.8 |
560.5 |
562.5 |
| PP |
558.3 |
558.3 |
558.3 |
556.3 |
| S1 |
550.8 |
550.8 |
557.5 |
546.5 |
| S2 |
542.3 |
542.3 |
556.3 |
|
| S3 |
526.3 |
534.5 |
554.8 |
|
| S4 |
510.0 |
518.5 |
550.3 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
722.8 |
690.3 |
586.5 |
|
| R3 |
673.3 |
641.0 |
573.0 |
|
| R2 |
624.0 |
624.0 |
568.5 |
|
| R1 |
591.8 |
591.8 |
564.0 |
583.3 |
| PP |
574.8 |
574.8 |
574.8 |
570.5 |
| S1 |
542.5 |
542.5 |
555.0 |
534.0 |
| S2 |
525.5 |
525.5 |
550.5 |
|
| S3 |
476.3 |
493.3 |
546.0 |
|
| S4 |
426.8 |
443.8 |
532.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
634.5 |
|
2.618 |
608.3 |
|
1.618 |
592.0 |
|
1.000 |
582.0 |
|
0.618 |
576.0 |
|
HIGH |
566.0 |
|
0.618 |
559.8 |
|
0.500 |
558.0 |
|
0.382 |
556.0 |
|
LOW |
550.0 |
|
0.618 |
540.0 |
|
1.000 |
533.8 |
|
1.618 |
523.8 |
|
2.618 |
507.8 |
|
4.250 |
481.5 |
|
|
| Fisher Pivots for day following 02-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
558.8 |
564.0 |
| PP |
558.3 |
562.3 |
| S1 |
558.0 |
560.8 |
|