ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 23-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
582.0 |
584.6 |
2.6 |
0.4% |
587.8 |
| High |
583.0 |
598.3 |
15.3 |
2.6% |
602.0 |
| Low |
576.8 |
584.5 |
7.7 |
1.3% |
576.8 |
| Close |
581.5 |
591.6 |
10.1 |
1.7% |
581.5 |
| Range |
6.2 |
13.8 |
7.6 |
122.6% |
25.2 |
| ATR |
12.2 |
12.5 |
0.3 |
2.7% |
0.0 |
| Volume |
46 |
35 |
-11 |
-23.9% |
370 |
|
| Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
632.8 |
626.0 |
599.3 |
|
| R3 |
619.0 |
612.3 |
595.5 |
|
| R2 |
605.3 |
605.3 |
594.3 |
|
| R1 |
598.5 |
598.5 |
592.8 |
601.8 |
| PP |
591.5 |
591.5 |
591.5 |
593.3 |
| S1 |
584.8 |
584.8 |
590.3 |
588.0 |
| S2 |
577.8 |
577.8 |
589.0 |
|
| S3 |
563.8 |
570.8 |
587.8 |
|
| S4 |
550.0 |
557.0 |
584.0 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
662.3 |
647.3 |
595.3 |
|
| R3 |
637.3 |
622.0 |
588.5 |
|
| R2 |
612.0 |
612.0 |
586.0 |
|
| R1 |
596.8 |
596.8 |
583.8 |
591.8 |
| PP |
586.8 |
586.8 |
586.8 |
584.3 |
| S1 |
571.5 |
571.5 |
579.3 |
566.5 |
| S2 |
561.5 |
561.5 |
577.0 |
|
| S3 |
536.3 |
546.3 |
574.5 |
|
| S4 |
511.3 |
521.3 |
567.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
657.0 |
|
2.618 |
634.5 |
|
1.618 |
620.8 |
|
1.000 |
612.0 |
|
0.618 |
606.8 |
|
HIGH |
598.3 |
|
0.618 |
593.0 |
|
0.500 |
591.5 |
|
0.382 |
589.8 |
|
LOW |
584.5 |
|
0.618 |
576.0 |
|
1.000 |
570.8 |
|
1.618 |
562.3 |
|
2.618 |
548.3 |
|
4.250 |
525.8 |
|
|
| Fisher Pivots for day following 23-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
591.5 |
590.3 |
| PP |
591.5 |
589.0 |
| S1 |
591.5 |
587.5 |
|