ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 01-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
630.2 |
629.1 |
-1.1 |
-0.2% |
630.5 |
| High |
632.4 |
642.1 |
9.7 |
1.5% |
635.5 |
| Low |
623.2 |
629.1 |
5.9 |
0.9% |
618.5 |
| Close |
627.9 |
640.3 |
12.4 |
2.0% |
627.9 |
| Range |
9.2 |
13.0 |
3.8 |
41.3% |
17.0 |
| ATR |
11.6 |
11.7 |
0.2 |
1.6% |
0.0 |
| Volume |
137,099 |
111,877 |
-25,222 |
-18.4% |
562,827 |
|
| Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
676.3 |
671.3 |
647.5 |
|
| R3 |
663.3 |
658.3 |
644.0 |
|
| R2 |
650.3 |
650.3 |
642.8 |
|
| R1 |
645.3 |
645.3 |
641.5 |
647.8 |
| PP |
637.3 |
637.3 |
637.3 |
638.5 |
| S1 |
632.3 |
632.3 |
639.0 |
634.8 |
| S2 |
624.3 |
624.3 |
638.0 |
|
| S3 |
611.3 |
619.3 |
636.8 |
|
| S4 |
598.3 |
606.3 |
633.3 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
678.3 |
670.0 |
637.3 |
|
| R3 |
661.3 |
653.0 |
632.5 |
|
| R2 |
644.3 |
644.3 |
631.0 |
|
| R1 |
636.0 |
636.0 |
629.5 |
631.8 |
| PP |
627.3 |
627.3 |
627.3 |
625.0 |
| S1 |
619.0 |
619.0 |
626.3 |
614.8 |
| S2 |
610.3 |
610.3 |
624.8 |
|
| S3 |
593.3 |
602.0 |
623.3 |
|
| S4 |
576.3 |
585.0 |
618.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
642.1 |
618.5 |
23.6 |
3.7% |
11.5 |
1.8% |
92% |
True |
False |
112,517 |
| 10 |
642.1 |
609.4 |
32.7 |
5.1% |
10.0 |
1.5% |
94% |
True |
False |
99,955 |
| 20 |
642.1 |
578.4 |
63.7 |
9.9% |
11.8 |
1.8% |
97% |
True |
False |
123,393 |
| 40 |
648.9 |
578.4 |
70.5 |
11.0% |
12.3 |
1.9% |
88% |
False |
False |
115,774 |
| 60 |
648.9 |
578.4 |
70.5 |
11.0% |
11.5 |
1.8% |
88% |
False |
False |
99,724 |
| 80 |
648.9 |
557.0 |
91.9 |
14.4% |
11.5 |
1.8% |
91% |
False |
False |
74,839 |
| 100 |
648.9 |
549.9 |
99.0 |
15.5% |
11.8 |
1.8% |
91% |
False |
False |
59,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
697.3 |
|
2.618 |
676.3 |
|
1.618 |
663.3 |
|
1.000 |
655.0 |
|
0.618 |
650.3 |
|
HIGH |
642.0 |
|
0.618 |
637.3 |
|
0.500 |
635.5 |
|
0.382 |
634.0 |
|
LOW |
629.0 |
|
0.618 |
621.0 |
|
1.000 |
616.0 |
|
1.618 |
608.0 |
|
2.618 |
595.0 |
|
4.250 |
573.8 |
|
|
| Fisher Pivots for day following 01-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
638.8 |
637.0 |
| PP |
637.3 |
633.8 |
| S1 |
635.5 |
630.3 |
|