ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 09-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2009 |
09-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
577.0 |
583.0 |
6.0 |
1.0% |
563.6 |
| High |
580.4 |
586.2 |
5.8 |
1.0% |
580.4 |
| Low |
569.7 |
582.3 |
12.6 |
2.2% |
549.9 |
| Close |
575.5 |
587.0 |
11.5 |
2.0% |
575.5 |
| Range |
10.7 |
3.9 |
-6.8 |
-63.6% |
30.5 |
| ATR |
13.8 |
13.6 |
-0.2 |
-1.6% |
0.0 |
| Volume |
270 |
78 |
-192 |
-71.1% |
1,245 |
|
| Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
596.8 |
595.8 |
589.3 |
|
| R3 |
593.0 |
592.0 |
588.0 |
|
| R2 |
589.0 |
589.0 |
587.8 |
|
| R1 |
588.0 |
588.0 |
587.3 |
588.5 |
| PP |
585.3 |
585.3 |
585.3 |
585.5 |
| S1 |
584.3 |
584.3 |
586.8 |
584.8 |
| S2 |
581.3 |
581.3 |
586.3 |
|
| S3 |
577.3 |
580.3 |
586.0 |
|
| S4 |
573.5 |
576.3 |
584.8 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
660.0 |
648.3 |
592.3 |
|
| R3 |
629.5 |
617.8 |
584.0 |
|
| R2 |
599.0 |
599.0 |
581.0 |
|
| R1 |
587.3 |
587.3 |
578.3 |
593.3 |
| PP |
568.5 |
568.5 |
568.5 |
571.5 |
| S1 |
556.8 |
556.8 |
572.8 |
562.8 |
| S2 |
538.0 |
538.0 |
570.0 |
|
| S3 |
507.5 |
526.3 |
567.0 |
|
| S4 |
477.0 |
495.8 |
558.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
602.8 |
|
2.618 |
596.5 |
|
1.618 |
592.5 |
|
1.000 |
590.0 |
|
0.618 |
588.5 |
|
HIGH |
586.3 |
|
0.618 |
584.8 |
|
0.500 |
584.3 |
|
0.382 |
583.8 |
|
LOW |
582.3 |
|
0.618 |
580.0 |
|
1.000 |
578.5 |
|
1.618 |
576.0 |
|
2.618 |
572.0 |
|
4.250 |
565.8 |
|
|
| Fisher Pivots for day following 09-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
586.0 |
582.0 |
| PP |
585.3 |
577.0 |
| S1 |
584.3 |
572.0 |
|