ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 03-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2009 |
03-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
563.6 |
560.5 |
-3.1 |
-0.6% |
602.1 |
| High |
566.0 |
563.7 |
-2.3 |
-0.4% |
607.0 |
| Low |
549.9 |
553.7 |
3.8 |
0.7% |
557.7 |
| Close |
559.1 |
565.7 |
6.6 |
1.2% |
559.5 |
| Range |
16.1 |
10.0 |
-6.1 |
-37.9% |
49.3 |
| ATR |
13.9 |
13.6 |
-0.3 |
-2.0% |
0.0 |
| Volume |
20 |
96 |
76 |
380.0% |
856 |
|
| Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
591.0 |
588.3 |
571.3 |
|
| R3 |
581.0 |
578.3 |
568.5 |
|
| R2 |
571.0 |
571.0 |
567.5 |
|
| R1 |
568.3 |
568.3 |
566.5 |
569.8 |
| PP |
561.0 |
561.0 |
561.0 |
561.8 |
| S1 |
558.3 |
558.3 |
564.8 |
559.8 |
| S2 |
551.0 |
551.0 |
563.8 |
|
| S3 |
541.0 |
548.3 |
563.0 |
|
| S4 |
531.0 |
538.3 |
560.3 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
722.8 |
690.3 |
586.5 |
|
| R3 |
673.3 |
641.0 |
573.0 |
|
| R2 |
624.0 |
624.0 |
568.5 |
|
| R1 |
591.8 |
591.8 |
564.0 |
583.3 |
| PP |
574.8 |
574.8 |
574.8 |
570.5 |
| S1 |
542.5 |
542.5 |
555.0 |
534.0 |
| S2 |
525.5 |
525.5 |
550.5 |
|
| S3 |
476.3 |
493.3 |
546.0 |
|
| S4 |
426.8 |
443.8 |
532.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
606.3 |
|
2.618 |
590.0 |
|
1.618 |
580.0 |
|
1.000 |
573.8 |
|
0.618 |
570.0 |
|
HIGH |
563.8 |
|
0.618 |
560.0 |
|
0.500 |
558.8 |
|
0.382 |
557.5 |
|
LOW |
553.8 |
|
0.618 |
547.5 |
|
1.000 |
543.8 |
|
1.618 |
537.5 |
|
2.618 |
527.5 |
|
4.250 |
511.3 |
|
|
| Fisher Pivots for day following 03-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
563.3 |
564.0 |
| PP |
561.0 |
562.5 |
| S1 |
558.8 |
560.8 |
|