ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 24-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2010 |
24-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
631.6 |
625.2 |
-6.4 |
-1.0% |
611.0 |
| High |
635.5 |
632.4 |
-3.1 |
-0.5% |
632.7 |
| Low |
622.0 |
622.8 |
0.8 |
0.1% |
609.4 |
| Close |
625.8 |
628.2 |
2.4 |
0.4% |
630.1 |
| Range |
13.5 |
9.6 |
-3.9 |
-28.9% |
23.3 |
| ATR |
11.9 |
11.7 |
-0.2 |
-1.4% |
0.0 |
| Volume |
80,808 |
125,828 |
45,020 |
55.7% |
324,854 |
|
| Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
656.5 |
652.0 |
633.5 |
|
| R3 |
647.0 |
642.5 |
630.8 |
|
| R2 |
637.5 |
637.5 |
630.0 |
|
| R1 |
632.8 |
632.8 |
629.0 |
635.0 |
| PP |
627.8 |
627.8 |
627.8 |
629.0 |
| S1 |
623.3 |
623.3 |
627.3 |
625.5 |
| S2 |
618.3 |
618.3 |
626.5 |
|
| S3 |
608.5 |
613.5 |
625.5 |
|
| S4 |
599.0 |
604.0 |
623.0 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
694.0 |
685.3 |
643.0 |
|
| R3 |
670.8 |
662.0 |
636.5 |
|
| R2 |
647.3 |
647.3 |
634.3 |
|
| R1 |
638.8 |
638.8 |
632.3 |
643.0 |
| PP |
624.0 |
624.0 |
624.0 |
626.3 |
| S1 |
615.5 |
615.5 |
628.0 |
619.8 |
| S2 |
600.8 |
600.8 |
625.8 |
|
| S3 |
577.5 |
592.3 |
623.8 |
|
| S4 |
554.3 |
568.8 |
617.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
635.5 |
620.7 |
14.8 |
2.4% |
9.8 |
1.5% |
51% |
False |
False |
107,935 |
| 10 |
635.5 |
585.1 |
50.4 |
8.0% |
11.0 |
1.8% |
86% |
False |
False |
104,732 |
| 20 |
635.5 |
578.4 |
57.1 |
9.1% |
12.5 |
2.0% |
87% |
False |
False |
129,029 |
| 40 |
648.9 |
578.4 |
70.5 |
11.2% |
11.8 |
1.9% |
71% |
False |
False |
109,478 |
| 60 |
648.9 |
557.0 |
91.9 |
14.6% |
11.8 |
1.9% |
77% |
False |
False |
93,802 |
| 80 |
648.9 |
549.9 |
99.0 |
15.8% |
11.5 |
1.8% |
79% |
False |
False |
70,393 |
| 100 |
648.9 |
549.9 |
99.0 |
15.8% |
11.5 |
1.8% |
79% |
False |
False |
56,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
673.3 |
|
2.618 |
657.5 |
|
1.618 |
648.0 |
|
1.000 |
642.0 |
|
0.618 |
638.3 |
|
HIGH |
632.5 |
|
0.618 |
628.8 |
|
0.500 |
627.5 |
|
0.382 |
626.5 |
|
LOW |
622.8 |
|
0.618 |
616.8 |
|
1.000 |
613.3 |
|
1.618 |
607.3 |
|
2.618 |
597.8 |
|
4.250 |
582.0 |
|
|
| Fisher Pivots for day following 24-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
628.0 |
628.8 |
| PP |
627.8 |
628.5 |
| S1 |
627.5 |
628.5 |
|