ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 06-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2009 |
06-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
575.3 |
589.5 |
14.2 |
2.5% |
594.9 |
| High |
588.0 |
598.8 |
10.8 |
1.8% |
612.0 |
| Low |
575.3 |
589.5 |
14.2 |
2.5% |
572.4 |
| Close |
586.7 |
596.6 |
9.9 |
1.7% |
576.3 |
| Range |
12.7 |
9.3 |
-3.4 |
-26.8% |
39.6 |
| ATR |
|
|
|
|
|
| Volume |
22 |
22 |
0 |
0.0% |
189 |
|
| Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
622.8 |
619.0 |
601.8 |
|
| R3 |
613.5 |
609.8 |
599.3 |
|
| R2 |
604.3 |
604.3 |
598.3 |
|
| R1 |
600.5 |
600.5 |
597.5 |
602.3 |
| PP |
595.0 |
595.0 |
595.0 |
596.0 |
| S1 |
591.3 |
591.3 |
595.8 |
593.0 |
| S2 |
585.8 |
585.8 |
595.0 |
|
| S3 |
576.3 |
581.8 |
594.0 |
|
| S4 |
567.0 |
572.5 |
591.5 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
705.8 |
680.5 |
598.0 |
|
| R3 |
666.0 |
641.0 |
587.3 |
|
| R2 |
626.5 |
626.5 |
583.5 |
|
| R1 |
601.5 |
601.5 |
580.0 |
594.3 |
| PP |
587.0 |
587.0 |
587.0 |
583.3 |
| S1 |
561.8 |
561.8 |
572.8 |
554.5 |
| S2 |
547.3 |
547.3 |
569.0 |
|
| S3 |
507.8 |
522.3 |
565.5 |
|
| S4 |
468.0 |
482.5 |
554.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
638.3 |
|
2.618 |
623.3 |
|
1.618 |
613.8 |
|
1.000 |
608.0 |
|
0.618 |
604.5 |
|
HIGH |
598.8 |
|
0.618 |
595.3 |
|
0.500 |
594.3 |
|
0.382 |
593.0 |
|
LOW |
589.5 |
|
0.618 |
583.8 |
|
1.000 |
580.3 |
|
1.618 |
574.5 |
|
2.618 |
565.3 |
|
4.250 |
550.0 |
|
|
| Fisher Pivots for day following 06-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
595.8 |
593.0 |
| PP |
595.0 |
589.3 |
| S1 |
594.3 |
585.5 |
|