ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 07-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
589.5 |
597.5 |
8.0 |
1.4% |
594.9 |
| High |
598.8 |
599.5 |
0.7 |
0.1% |
612.0 |
| Low |
589.5 |
595.0 |
5.5 |
0.9% |
572.4 |
| Close |
596.6 |
597.6 |
1.0 |
0.2% |
576.3 |
| Range |
9.3 |
4.5 |
-4.8 |
-51.6% |
39.6 |
| ATR |
|
|
|
|
|
| Volume |
22 |
24 |
2 |
9.1% |
189 |
|
| Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
610.8 |
608.8 |
600.0 |
|
| R3 |
606.3 |
604.3 |
598.8 |
|
| R2 |
601.8 |
601.8 |
598.5 |
|
| R1 |
599.8 |
599.8 |
598.0 |
600.8 |
| PP |
597.3 |
597.3 |
597.3 |
598.0 |
| S1 |
595.3 |
595.3 |
597.3 |
596.3 |
| S2 |
592.8 |
592.8 |
596.8 |
|
| S3 |
588.3 |
590.8 |
596.3 |
|
| S4 |
583.8 |
586.3 |
595.0 |
|
|
| 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 |
618.5 |
|
2.618 |
611.3 |
|
1.618 |
606.8 |
|
1.000 |
604.0 |
|
0.618 |
602.3 |
|
HIGH |
599.5 |
|
0.618 |
597.8 |
|
0.500 |
597.3 |
|
0.382 |
596.8 |
|
LOW |
595.0 |
|
0.618 |
592.3 |
|
1.000 |
590.5 |
|
1.618 |
587.8 |
|
2.618 |
583.3 |
|
4.250 |
576.0 |
|
|
| Fisher Pivots for day following 07-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
597.5 |
594.3 |
| PP |
597.3 |
590.8 |
| S1 |
597.3 |
587.5 |
|