ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 21-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
620.2 |
606.0 |
-14.2 |
-2.3% |
612.1 |
| High |
620.3 |
619.5 |
-0.8 |
-0.1% |
621.0 |
| Low |
607.0 |
595.3 |
-11.7 |
-1.9% |
602.1 |
| Close |
611.5 |
600.2 |
-11.3 |
-1.8% |
612.0 |
| Range |
13.3 |
24.2 |
10.9 |
82.0% |
18.9 |
| ATR |
11.0 |
12.0 |
0.9 |
8.6% |
0.0 |
| Volume |
19 |
347 |
328 |
1,726.3% |
151 |
|
| Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
677.5 |
663.0 |
613.5 |
|
| R3 |
653.5 |
639.0 |
606.8 |
|
| R2 |
629.3 |
629.3 |
604.8 |
|
| R1 |
614.8 |
614.8 |
602.5 |
609.8 |
| PP |
605.0 |
605.0 |
605.0 |
602.5 |
| S1 |
590.5 |
590.5 |
598.0 |
585.8 |
| S2 |
580.8 |
580.8 |
595.8 |
|
| S3 |
556.5 |
566.3 |
593.5 |
|
| S4 |
532.5 |
542.0 |
587.0 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
668.5 |
659.0 |
622.5 |
|
| R3 |
649.5 |
640.3 |
617.3 |
|
| R2 |
630.5 |
630.5 |
615.5 |
|
| R1 |
621.3 |
621.3 |
613.8 |
616.5 |
| PP |
611.8 |
611.8 |
611.8 |
609.3 |
| S1 |
602.5 |
602.5 |
610.3 |
597.5 |
| S2 |
592.8 |
592.8 |
608.5 |
|
| S3 |
574.0 |
583.5 |
606.8 |
|
| S4 |
555.0 |
564.5 |
601.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
722.3 |
|
2.618 |
682.8 |
|
1.618 |
658.8 |
|
1.000 |
643.8 |
|
0.618 |
634.5 |
|
HIGH |
619.5 |
|
0.618 |
610.3 |
|
0.500 |
607.5 |
|
0.382 |
604.5 |
|
LOW |
595.3 |
|
0.618 |
580.3 |
|
1.000 |
571.0 |
|
1.618 |
556.3 |
|
2.618 |
532.0 |
|
4.250 |
492.5 |
|
|
| Fisher Pivots for day following 21-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
607.5 |
608.3 |
| PP |
605.0 |
605.5 |
| S1 |
602.5 |
602.8 |
|