ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 01-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2009 |
01-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
576.1 |
576.2 |
0.1 |
0.0% |
584.6 |
| High |
577.1 |
587.7 |
10.6 |
1.8% |
598.3 |
| Low |
566.0 |
576.2 |
10.2 |
1.8% |
557.0 |
| Close |
576.6 |
585.9 |
9.3 |
1.6% |
571.0 |
| Range |
11.1 |
11.5 |
0.4 |
3.6% |
41.3 |
| ATR |
12.9 |
12.8 |
-0.1 |
-0.8% |
0.0 |
| Volume |
95 |
489 |
394 |
414.7% |
223 |
|
| Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
617.8 |
613.3 |
592.3 |
|
| R3 |
606.3 |
601.8 |
589.0 |
|
| R2 |
594.8 |
594.8 |
588.0 |
|
| R1 |
590.3 |
590.3 |
587.0 |
592.5 |
| PP |
583.3 |
583.3 |
583.3 |
584.5 |
| S1 |
578.8 |
578.8 |
584.8 |
581.0 |
| S2 |
571.8 |
571.8 |
583.8 |
|
| S3 |
560.3 |
567.3 |
582.8 |
|
| S4 |
548.8 |
555.8 |
579.5 |
|
|
| 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 |
636.5 |
|
2.618 |
617.8 |
|
1.618 |
606.3 |
|
1.000 |
599.3 |
|
0.618 |
594.8 |
|
HIGH |
587.8 |
|
0.618 |
583.3 |
|
0.500 |
582.0 |
|
0.382 |
580.5 |
|
LOW |
576.3 |
|
0.618 |
569.0 |
|
1.000 |
564.8 |
|
1.618 |
557.5 |
|
2.618 |
546.0 |
|
4.250 |
527.3 |
|
|
| Fisher Pivots for day following 01-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
584.5 |
581.5 |
| PP |
583.3 |
576.8 |
| S1 |
582.0 |
572.3 |
|