ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 05-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
567.5 |
557.6 |
-9.9 |
-1.7% |
602.1 |
| High |
572.0 |
577.0 |
5.0 |
0.9% |
607.0 |
| Low |
558.5 |
557.6 |
-0.9 |
-0.2% |
557.7 |
| Close |
561.7 |
576.2 |
14.5 |
2.6% |
559.5 |
| Range |
13.5 |
19.4 |
5.9 |
43.7% |
49.3 |
| ATR |
13.6 |
14.0 |
0.4 |
3.1% |
0.0 |
| Volume |
59 |
800 |
741 |
1,255.9% |
856 |
|
| Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
628.5 |
621.8 |
586.8 |
|
| R3 |
609.0 |
602.3 |
581.5 |
|
| R2 |
589.8 |
589.8 |
579.8 |
|
| R1 |
583.0 |
583.0 |
578.0 |
586.3 |
| PP |
570.3 |
570.3 |
570.3 |
572.0 |
| S1 |
563.5 |
563.5 |
574.5 |
567.0 |
| S2 |
550.8 |
550.8 |
572.8 |
|
| S3 |
531.5 |
544.3 |
570.8 |
|
| S4 |
512.0 |
524.8 |
565.5 |
|
|
| 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 |
659.5 |
|
2.618 |
627.8 |
|
1.618 |
608.5 |
|
1.000 |
596.5 |
|
0.618 |
589.0 |
|
HIGH |
577.0 |
|
0.618 |
569.5 |
|
0.500 |
567.3 |
|
0.382 |
565.0 |
|
LOW |
557.5 |
|
0.618 |
545.5 |
|
1.000 |
538.3 |
|
1.618 |
526.3 |
|
2.618 |
506.8 |
|
4.250 |
475.3 |
|
|
| Fisher Pivots for day following 05-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
573.3 |
572.5 |
| PP |
570.3 |
569.0 |
| S1 |
567.3 |
565.3 |
|