ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 12-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2010 |
12-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
594.5 |
604.6 |
10.1 |
1.7% |
586.6 |
| High |
607.0 |
611.7 |
4.7 |
0.8% |
611.7 |
| Low |
588.2 |
596.5 |
8.3 |
1.4% |
584.4 |
| Close |
604.0 |
611.5 |
7.5 |
1.2% |
611.5 |
| Range |
18.8 |
15.2 |
-3.6 |
-19.1% |
27.3 |
| ATR |
13.2 |
13.3 |
0.1 |
1.1% |
0.0 |
| Volume |
116,249 |
123,909 |
7,660 |
6.6% |
739,343 |
|
| Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
652.3 |
647.0 |
619.8 |
|
| R3 |
637.0 |
631.8 |
615.8 |
|
| R2 |
621.8 |
621.8 |
614.3 |
|
| R1 |
616.8 |
616.8 |
613.0 |
619.3 |
| PP |
606.5 |
606.5 |
606.5 |
607.8 |
| S1 |
601.5 |
601.5 |
610.0 |
604.0 |
| S2 |
591.3 |
591.3 |
608.8 |
|
| S3 |
576.3 |
586.3 |
607.3 |
|
| S4 |
561.0 |
571.0 |
603.3 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
684.5 |
675.3 |
626.5 |
|
| R3 |
657.3 |
648.0 |
619.0 |
|
| R2 |
629.8 |
629.8 |
616.5 |
|
| R1 |
620.8 |
620.8 |
614.0 |
625.3 |
| PP |
602.5 |
602.5 |
602.5 |
604.8 |
| S1 |
593.3 |
593.3 |
609.0 |
598.0 |
| S2 |
575.3 |
575.3 |
606.5 |
|
| S3 |
548.0 |
566.0 |
604.0 |
|
| S4 |
520.8 |
538.8 |
596.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
611.7 |
584.4 |
27.3 |
4.5% |
13.3 |
2.2% |
99% |
True |
False |
147,868 |
| 10 |
614.8 |
578.4 |
36.4 |
6.0% |
13.5 |
2.2% |
91% |
False |
False |
146,830 |
| 20 |
647.6 |
578.4 |
69.2 |
11.3% |
14.3 |
2.3% |
48% |
False |
False |
137,846 |
| 40 |
648.9 |
578.4 |
70.5 |
11.5% |
11.8 |
1.9% |
47% |
False |
False |
112,977 |
| 60 |
648.9 |
557.0 |
91.9 |
15.0% |
11.8 |
1.9% |
59% |
False |
False |
83,080 |
| 80 |
648.9 |
549.9 |
99.0 |
16.2% |
12.3 |
2.0% |
62% |
False |
False |
62,363 |
| 100 |
648.9 |
549.9 |
99.0 |
16.2% |
11.8 |
1.9% |
62% |
False |
False |
49,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
676.3 |
|
2.618 |
651.5 |
|
1.618 |
636.3 |
|
1.000 |
627.0 |
|
0.618 |
621.0 |
|
HIGH |
611.8 |
|
0.618 |
606.0 |
|
0.500 |
604.0 |
|
0.382 |
602.3 |
|
LOW |
596.5 |
|
0.618 |
587.0 |
|
1.000 |
581.3 |
|
1.618 |
572.0 |
|
2.618 |
556.8 |
|
4.250 |
532.0 |
|
|
| Fisher Pivots for day following 12-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
609.0 |
607.3 |
| PP |
606.5 |
602.8 |
| S1 |
604.0 |
598.5 |
|