ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 10-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
596.0 |
596.0 |
0.0 |
0.0% |
576.1 |
| High |
600.0 |
600.8 |
0.8 |
0.1% |
604.5 |
| Low |
589.1 |
589.4 |
0.3 |
0.1% |
566.0 |
| Close |
594.5 |
593.1 |
-1.4 |
-0.2% |
600.6 |
| Range |
10.9 |
11.4 |
0.5 |
4.6% |
38.5 |
| ATR |
13.0 |
12.9 |
-0.1 |
-0.9% |
0.0 |
| Volume |
7,941 |
35,603 |
27,662 |
348.3% |
7,212 |
|
| Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
628.8 |
622.3 |
599.3 |
|
| R3 |
617.3 |
610.8 |
596.3 |
|
| R2 |
605.8 |
605.8 |
595.3 |
|
| R1 |
599.5 |
599.5 |
594.3 |
597.0 |
| PP |
594.5 |
594.5 |
594.5 |
593.3 |
| S1 |
588.0 |
588.0 |
592.0 |
585.5 |
| S2 |
583.0 |
583.0 |
591.0 |
|
| S3 |
571.8 |
576.8 |
590.0 |
|
| S4 |
560.3 |
565.3 |
586.8 |
|
|
| 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 |
649.3 |
|
2.618 |
630.8 |
|
1.618 |
619.3 |
|
1.000 |
612.3 |
|
0.618 |
607.8 |
|
HIGH |
600.8 |
|
0.618 |
596.5 |
|
0.500 |
595.0 |
|
0.382 |
593.8 |
|
LOW |
589.5 |
|
0.618 |
582.3 |
|
1.000 |
578.0 |
|
1.618 |
571.0 |
|
2.618 |
559.5 |
|
4.250 |
541.0 |
|
|
| Fisher Pivots for day following 10-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
595.0 |
596.5 |
| PP |
594.5 |
595.3 |
| S1 |
593.8 |
594.3 |
|