ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 02-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2009 |
02-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
576.2 |
585.0 |
8.8 |
1.5% |
584.6 |
| High |
587.7 |
597.2 |
9.5 |
1.6% |
598.3 |
| Low |
576.2 |
583.7 |
7.5 |
1.3% |
557.0 |
| Close |
585.9 |
593.0 |
7.1 |
1.2% |
571.0 |
| Range |
11.5 |
13.5 |
2.0 |
17.4% |
41.3 |
| ATR |
12.8 |
12.8 |
0.1 |
0.4% |
0.0 |
| Volume |
489 |
2,135 |
1,646 |
336.6% |
223 |
|
| Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
631.8 |
626.0 |
600.5 |
|
| R3 |
618.3 |
612.5 |
596.8 |
|
| R2 |
604.8 |
604.8 |
595.5 |
|
| R1 |
599.0 |
599.0 |
594.3 |
601.8 |
| PP |
591.3 |
591.3 |
591.3 |
592.8 |
| S1 |
585.5 |
585.5 |
591.8 |
588.3 |
| S2 |
577.8 |
577.8 |
590.5 |
|
| S3 |
564.3 |
572.0 |
589.3 |
|
| S4 |
550.8 |
558.5 |
585.5 |
|
|
| 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 |
654.5 |
|
2.618 |
632.5 |
|
1.618 |
619.0 |
|
1.000 |
610.8 |
|
0.618 |
605.5 |
|
HIGH |
597.3 |
|
0.618 |
592.0 |
|
0.500 |
590.5 |
|
0.382 |
588.8 |
|
LOW |
583.8 |
|
0.618 |
575.3 |
|
1.000 |
570.3 |
|
1.618 |
561.8 |
|
2.618 |
548.3 |
|
4.250 |
526.3 |
|
|
| Fisher Pivots for day following 02-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
592.3 |
589.3 |
| PP |
591.3 |
585.5 |
| S1 |
590.5 |
581.5 |
|