ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 12-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
590.7 |
589.2 |
-1.5 |
-0.3% |
563.6 |
| High |
592.0 |
592.1 |
0.1 |
0.0% |
580.4 |
| Low |
586.0 |
577.0 |
-9.0 |
-1.5% |
549.9 |
| Close |
588.4 |
578.2 |
-10.2 |
-1.7% |
575.5 |
| Range |
6.0 |
15.1 |
9.1 |
151.7% |
30.5 |
| ATR |
12.7 |
12.8 |
0.2 |
1.4% |
0.0 |
| Volume |
9 |
42 |
33 |
366.7% |
1,245 |
|
| Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
627.8 |
618.0 |
586.5 |
|
| R3 |
612.8 |
603.0 |
582.3 |
|
| R2 |
597.5 |
597.5 |
581.0 |
|
| R1 |
587.8 |
587.8 |
579.5 |
585.3 |
| PP |
582.5 |
582.5 |
582.5 |
581.0 |
| S1 |
572.8 |
572.8 |
576.8 |
570.0 |
| S2 |
567.3 |
567.3 |
575.5 |
|
| S3 |
552.3 |
557.8 |
574.0 |
|
| S4 |
537.3 |
542.5 |
570.0 |
|
|
| 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 |
656.3 |
|
2.618 |
631.8 |
|
1.618 |
616.5 |
|
1.000 |
607.3 |
|
0.618 |
601.5 |
|
HIGH |
592.0 |
|
0.618 |
586.3 |
|
0.500 |
584.5 |
|
0.382 |
582.8 |
|
LOW |
577.0 |
|
0.618 |
567.8 |
|
1.000 |
562.0 |
|
1.618 |
552.5 |
|
2.618 |
537.5 |
|
4.250 |
512.8 |
|
|
| Fisher Pivots for day following 12-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
584.5 |
584.5 |
| PP |
582.5 |
582.5 |
| S1 |
580.3 |
580.3 |
|