ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 10-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2009 |
10-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
583.0 |
586.8 |
3.8 |
0.7% |
563.6 |
| High |
586.2 |
586.8 |
0.6 |
0.1% |
580.4 |
| Low |
582.3 |
580.5 |
-1.8 |
-0.3% |
549.9 |
| Close |
587.0 |
584.5 |
-2.5 |
-0.4% |
575.5 |
| Range |
3.9 |
6.3 |
2.4 |
61.5% |
30.5 |
| ATR |
13.6 |
13.0 |
-0.5 |
-3.7% |
0.0 |
| Volume |
78 |
113 |
35 |
44.9% |
1,245 |
|
| Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
602.8 |
600.0 |
588.0 |
|
| R3 |
596.5 |
593.8 |
586.3 |
|
| R2 |
590.3 |
590.3 |
585.8 |
|
| R1 |
587.3 |
587.3 |
585.0 |
585.8 |
| PP |
584.0 |
584.0 |
584.0 |
583.0 |
| S1 |
581.0 |
581.0 |
584.0 |
579.3 |
| S2 |
577.8 |
577.8 |
583.3 |
|
| S3 |
571.3 |
574.8 |
582.8 |
|
| S4 |
565.0 |
568.5 |
581.0 |
|
|
| 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 |
613.5 |
|
2.618 |
603.3 |
|
1.618 |
597.0 |
|
1.000 |
593.0 |
|
0.618 |
590.8 |
|
HIGH |
586.8 |
|
0.618 |
584.5 |
|
0.500 |
583.8 |
|
0.382 |
583.0 |
|
LOW |
580.5 |
|
0.618 |
576.5 |
|
1.000 |
574.3 |
|
1.618 |
570.3 |
|
2.618 |
564.0 |
|
4.250 |
553.8 |
|
|
| Fisher Pivots for day following 10-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
584.3 |
582.5 |
| PP |
584.0 |
580.3 |
| S1 |
583.8 |
578.3 |
|