ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 27-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2009 |
27-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
583.0 |
568.3 |
-14.7 |
-2.5% |
584.6 |
| High |
583.0 |
581.4 |
-1.6 |
-0.3% |
598.3 |
| Low |
569.0 |
557.0 |
-12.0 |
-2.1% |
557.0 |
| Close |
569.6 |
571.0 |
1.4 |
0.2% |
571.0 |
| Range |
14.0 |
24.4 |
10.4 |
74.3% |
41.3 |
| ATR |
12.1 |
13.0 |
0.9 |
7.2% |
0.0 |
| Volume |
47 |
51 |
4 |
8.5% |
223 |
|
| Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
643.0 |
631.5 |
584.5 |
|
| R3 |
618.5 |
607.0 |
577.8 |
|
| R2 |
594.3 |
594.3 |
575.5 |
|
| R1 |
582.5 |
582.5 |
573.3 |
588.5 |
| PP |
569.8 |
569.8 |
569.8 |
572.8 |
| S1 |
558.3 |
558.3 |
568.8 |
564.0 |
| S2 |
545.5 |
545.5 |
566.5 |
|
| S3 |
521.0 |
533.8 |
564.3 |
|
| S4 |
496.5 |
509.5 |
557.5 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
699.3 |
676.5 |
593.8 |
|
| R3 |
658.0 |
635.3 |
582.3 |
|
| R2 |
616.8 |
616.8 |
578.5 |
|
| R1 |
593.8 |
593.8 |
574.8 |
584.8 |
| PP |
575.5 |
575.5 |
575.5 |
570.8 |
| S1 |
552.5 |
552.5 |
567.3 |
543.3 |
| S2 |
534.3 |
534.3 |
563.5 |
|
| S3 |
492.8 |
511.3 |
559.8 |
|
| S4 |
451.5 |
470.0 |
548.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
685.0 |
|
2.618 |
645.3 |
|
1.618 |
621.0 |
|
1.000 |
605.8 |
|
0.618 |
596.5 |
|
HIGH |
581.5 |
|
0.618 |
572.0 |
|
0.500 |
569.3 |
|
0.382 |
566.3 |
|
LOW |
557.0 |
|
0.618 |
542.0 |
|
1.000 |
532.5 |
|
1.618 |
517.5 |
|
2.618 |
493.0 |
|
4.250 |
453.3 |
|
|
| Fisher Pivots for day following 27-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
570.5 |
574.0 |
| PP |
569.8 |
573.0 |
| S1 |
569.3 |
572.0 |
|