ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 17-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2010 |
17-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
611.0 |
619.6 |
8.6 |
1.4% |
586.6 |
| High |
619.7 |
625.3 |
5.6 |
0.9% |
611.7 |
| Low |
609.4 |
618.4 |
9.0 |
1.5% |
584.4 |
| Close |
618.7 |
624.7 |
6.0 |
1.0% |
611.5 |
| Range |
10.3 |
6.9 |
-3.4 |
-33.0% |
27.3 |
| ATR |
13.1 |
12.7 |
-0.4 |
-3.4% |
0.0 |
| Volume |
2,454 |
101,476 |
99,022 |
4,035.1% |
739,343 |
|
| Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
643.5 |
641.0 |
628.5 |
|
| R3 |
636.5 |
634.0 |
626.5 |
|
| R2 |
629.8 |
629.8 |
626.0 |
|
| R1 |
627.3 |
627.3 |
625.3 |
628.5 |
| PP |
622.8 |
622.8 |
622.8 |
623.5 |
| S1 |
620.3 |
620.3 |
624.0 |
621.5 |
| S2 |
616.0 |
616.0 |
623.5 |
|
| S3 |
609.0 |
613.5 |
622.8 |
|
| S4 |
602.0 |
606.5 |
621.0 |
|
|
| 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 |
625.3 |
585.1 |
40.2 |
6.4% |
12.5 |
2.0% |
99% |
True |
False |
101,529 |
| 10 |
625.3 |
578.4 |
46.9 |
7.5% |
13.3 |
2.1% |
99% |
True |
False |
127,690 |
| 20 |
646.8 |
578.4 |
68.4 |
10.9% |
13.8 |
2.2% |
68% |
False |
False |
138,649 |
| 40 |
648.9 |
578.4 |
70.5 |
11.3% |
11.8 |
1.9% |
66% |
False |
False |
108,025 |
| 60 |
648.9 |
557.0 |
91.9 |
14.7% |
11.8 |
1.9% |
74% |
False |
False |
84,811 |
| 80 |
648.9 |
549.9 |
99.0 |
15.8% |
11.8 |
1.9% |
76% |
False |
False |
63,657 |
| 100 |
648.9 |
549.9 |
99.0 |
15.8% |
11.8 |
1.9% |
76% |
False |
False |
50,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
654.5 |
|
2.618 |
643.3 |
|
1.618 |
636.5 |
|
1.000 |
632.3 |
|
0.618 |
629.5 |
|
HIGH |
625.3 |
|
0.618 |
622.8 |
|
0.500 |
621.8 |
|
0.382 |
621.0 |
|
LOW |
618.5 |
|
0.618 |
614.3 |
|
1.000 |
611.5 |
|
1.618 |
607.3 |
|
2.618 |
600.3 |
|
4.250 |
589.0 |
|
|
| Fisher Pivots for day following 17-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
623.8 |
620.0 |
| PP |
622.8 |
615.5 |
| S1 |
621.8 |
611.0 |
|