ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 08-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2009 |
08-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
600.2 |
603.7 |
3.5 |
0.6% |
576.1 |
| High |
603.8 |
603.7 |
-0.1 |
0.0% |
604.5 |
| Low |
594.4 |
589.5 |
-4.9 |
-0.8% |
566.0 |
| Close |
600.4 |
594.3 |
-6.1 |
-1.0% |
600.6 |
| Range |
9.4 |
14.2 |
4.8 |
51.1% |
38.5 |
| ATR |
13.1 |
13.2 |
0.1 |
0.6% |
0.0 |
| Volume |
2,082 |
2,886 |
804 |
38.6% |
7,212 |
|
| Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
638.5 |
630.5 |
602.0 |
|
| R3 |
624.3 |
616.3 |
598.3 |
|
| R2 |
610.0 |
610.0 |
597.0 |
|
| R1 |
602.3 |
602.3 |
595.5 |
599.0 |
| PP |
595.8 |
595.8 |
595.8 |
594.3 |
| S1 |
588.0 |
588.0 |
593.0 |
584.8 |
| S2 |
581.8 |
581.8 |
591.8 |
|
| S3 |
567.5 |
573.8 |
590.5 |
|
| S4 |
553.3 |
559.5 |
586.5 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
705.8 |
691.8 |
621.8 |
|
| R3 |
667.3 |
653.3 |
611.3 |
|
| R2 |
628.8 |
628.8 |
607.8 |
|
| R1 |
614.8 |
614.8 |
604.3 |
621.8 |
| PP |
590.3 |
590.3 |
590.3 |
594.0 |
| S1 |
576.3 |
576.3 |
597.0 |
583.3 |
| S2 |
551.8 |
551.8 |
593.5 |
|
| S3 |
513.3 |
537.8 |
590.0 |
|
| S4 |
474.8 |
499.3 |
579.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
664.0 |
|
2.618 |
641.0 |
|
1.618 |
626.8 |
|
1.000 |
618.0 |
|
0.618 |
612.5 |
|
HIGH |
603.8 |
|
0.618 |
598.3 |
|
0.500 |
596.5 |
|
0.382 |
595.0 |
|
LOW |
589.5 |
|
0.618 |
580.8 |
|
1.000 |
575.3 |
|
1.618 |
566.5 |
|
2.618 |
552.3 |
|
4.250 |
529.3 |
|
|
| Fisher Pivots for day following 08-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
596.5 |
594.8 |
| PP |
595.8 |
594.5 |
| S1 |
595.0 |
594.5 |
|