ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 04-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2009 |
04-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
595.7 |
585.0 |
-10.7 |
-1.8% |
576.1 |
| High |
599.0 |
604.5 |
5.5 |
0.9% |
604.5 |
| Low |
585.1 |
585.0 |
-0.1 |
0.0% |
566.0 |
| Close |
585.5 |
600.6 |
15.1 |
2.6% |
600.6 |
| Range |
13.9 |
19.5 |
5.6 |
40.3% |
38.5 |
| ATR |
12.9 |
13.4 |
0.5 |
3.7% |
0.0 |
| Volume |
823 |
3,670 |
2,847 |
345.9% |
7,212 |
|
| Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
655.3 |
647.5 |
611.3 |
|
| R3 |
635.8 |
628.0 |
606.0 |
|
| R2 |
616.3 |
616.3 |
604.3 |
|
| R1 |
608.5 |
608.5 |
602.5 |
612.3 |
| PP |
596.8 |
596.8 |
596.8 |
598.8 |
| S1 |
589.0 |
589.0 |
598.8 |
592.8 |
| S2 |
577.3 |
577.3 |
597.0 |
|
| S3 |
557.8 |
569.5 |
595.3 |
|
| S4 |
538.3 |
550.0 |
590.0 |
|
|
| 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 |
687.5 |
|
2.618 |
655.5 |
|
1.618 |
636.0 |
|
1.000 |
624.0 |
|
0.618 |
616.5 |
|
HIGH |
604.5 |
|
0.618 |
597.0 |
|
0.500 |
594.8 |
|
0.382 |
592.5 |
|
LOW |
585.0 |
|
0.618 |
573.0 |
|
1.000 |
565.5 |
|
1.618 |
553.5 |
|
2.618 |
534.0 |
|
4.250 |
502.0 |
|
|
| Fisher Pivots for day following 04-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
598.8 |
598.5 |
| PP |
596.8 |
596.3 |
| S1 |
594.8 |
594.0 |
|