ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 03-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2009 |
03-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
585.0 |
595.7 |
10.7 |
1.8% |
584.6 |
| High |
597.2 |
599.0 |
1.8 |
0.3% |
598.3 |
| Low |
583.7 |
585.1 |
1.4 |
0.2% |
557.0 |
| Close |
593.0 |
585.5 |
-7.5 |
-1.3% |
571.0 |
| Range |
13.5 |
13.9 |
0.4 |
3.0% |
41.3 |
| ATR |
12.8 |
12.9 |
0.1 |
0.6% |
0.0 |
| Volume |
2,135 |
823 |
-1,312 |
-61.5% |
223 |
|
| Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
631.5 |
622.5 |
593.3 |
|
| R3 |
617.8 |
608.5 |
589.3 |
|
| R2 |
603.8 |
603.8 |
588.0 |
|
| R1 |
594.8 |
594.8 |
586.8 |
592.3 |
| PP |
589.8 |
589.8 |
589.8 |
588.8 |
| S1 |
580.8 |
580.8 |
584.3 |
578.3 |
| S2 |
576.0 |
576.0 |
583.0 |
|
| S3 |
562.0 |
566.8 |
581.8 |
|
| S4 |
548.3 |
553.0 |
577.8 |
|
|
| 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 |
658.0 |
|
2.618 |
635.5 |
|
1.618 |
621.5 |
|
1.000 |
613.0 |
|
0.618 |
607.5 |
|
HIGH |
599.0 |
|
0.618 |
593.8 |
|
0.500 |
592.0 |
|
0.382 |
590.5 |
|
LOW |
585.0 |
|
0.618 |
576.5 |
|
1.000 |
571.3 |
|
1.618 |
562.5 |
|
2.618 |
548.8 |
|
4.250 |
526.0 |
|
|
| Fisher Pivots for day following 03-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
592.0 |
587.5 |
| PP |
589.8 |
587.0 |
| S1 |
587.8 |
586.3 |
|