ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 16-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
580.0 |
587.8 |
7.8 |
1.3% |
583.0 |
| High |
585.0 |
602.0 |
17.0 |
2.9% |
592.1 |
| Low |
574.1 |
587.8 |
13.7 |
2.4% |
574.1 |
| Close |
582.9 |
597.7 |
14.8 |
2.5% |
582.9 |
| Range |
10.9 |
14.2 |
3.3 |
30.3% |
18.0 |
| ATR |
12.7 |
13.1 |
0.5 |
3.6% |
0.0 |
| Volume |
1,111 |
28 |
-1,083 |
-97.5% |
1,353 |
|
| Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
638.5 |
632.3 |
605.5 |
|
| R3 |
624.3 |
618.0 |
601.5 |
|
| R2 |
610.0 |
610.0 |
600.3 |
|
| R1 |
603.8 |
603.8 |
599.0 |
607.0 |
| PP |
595.8 |
595.8 |
595.8 |
597.5 |
| S1 |
589.8 |
589.8 |
596.5 |
592.8 |
| S2 |
581.8 |
581.8 |
595.0 |
|
| S3 |
567.5 |
575.5 |
593.8 |
|
| S4 |
553.3 |
561.3 |
590.0 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
637.0 |
628.0 |
592.8 |
|
| R3 |
619.0 |
610.0 |
587.8 |
|
| R2 |
601.0 |
601.0 |
586.3 |
|
| R1 |
592.0 |
592.0 |
584.5 |
587.5 |
| PP |
583.0 |
583.0 |
583.0 |
580.8 |
| S1 |
574.0 |
574.0 |
581.3 |
569.5 |
| S2 |
565.0 |
565.0 |
579.5 |
|
| S3 |
547.0 |
556.0 |
578.0 |
|
| S4 |
529.0 |
538.0 |
573.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
662.3 |
|
2.618 |
639.3 |
|
1.618 |
625.0 |
|
1.000 |
616.3 |
|
0.618 |
610.8 |
|
HIGH |
602.0 |
|
0.618 |
596.5 |
|
0.500 |
595.0 |
|
0.382 |
593.3 |
|
LOW |
587.8 |
|
0.618 |
579.0 |
|
1.000 |
573.5 |
|
1.618 |
564.8 |
|
2.618 |
550.5 |
|
4.250 |
527.5 |
|
|
| Fisher Pivots for day following 16-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
596.8 |
594.5 |
| PP |
595.8 |
591.3 |
| S1 |
595.0 |
588.0 |
|