ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 14-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
593.7 |
597.6 |
3.9 |
0.7% |
600.2 |
| High |
599.2 |
607.1 |
7.9 |
1.3% |
603.8 |
| Low |
590.5 |
595.4 |
4.9 |
0.8% |
589.1 |
| Close |
597.9 |
606.0 |
8.1 |
1.4% |
597.9 |
| Range |
8.7 |
11.7 |
3.0 |
34.5% |
14.7 |
| ATR |
12.6 |
12.5 |
-0.1 |
-0.5% |
0.0 |
| Volume |
127,243 |
129,212 |
1,969 |
1.5% |
175,755 |
|
| Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
638.0 |
633.8 |
612.5 |
|
| R3 |
626.3 |
622.0 |
609.3 |
|
| R2 |
614.5 |
614.5 |
608.3 |
|
| R1 |
610.3 |
610.3 |
607.0 |
612.5 |
| PP |
602.8 |
602.8 |
602.8 |
604.0 |
| S1 |
598.5 |
598.5 |
605.0 |
600.8 |
| S2 |
591.3 |
591.3 |
603.8 |
|
| S3 |
579.5 |
586.8 |
602.8 |
|
| S4 |
567.8 |
575.3 |
599.5 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
641.0 |
634.3 |
606.0 |
|
| R3 |
626.3 |
619.5 |
602.0 |
|
| R2 |
611.8 |
611.8 |
600.5 |
|
| R1 |
604.8 |
604.8 |
599.3 |
600.8 |
| PP |
597.0 |
597.0 |
597.0 |
595.0 |
| S1 |
590.0 |
590.0 |
596.5 |
586.3 |
| S2 |
582.3 |
582.3 |
595.3 |
|
| S3 |
567.5 |
575.3 |
593.8 |
|
| S4 |
552.8 |
560.8 |
589.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
656.8 |
|
2.618 |
637.8 |
|
1.618 |
626.0 |
|
1.000 |
618.8 |
|
0.618 |
614.3 |
|
HIGH |
607.0 |
|
0.618 |
602.8 |
|
0.500 |
601.3 |
|
0.382 |
599.8 |
|
LOW |
595.5 |
|
0.618 |
588.3 |
|
1.000 |
583.8 |
|
1.618 |
576.5 |
|
2.618 |
564.8 |
|
4.250 |
545.8 |
|
|
| Fisher Pivots for day following 14-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
604.5 |
603.5 |
| PP |
602.8 |
600.8 |
| S1 |
601.3 |
598.3 |
|