ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 10-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
665.5 |
669.2 |
3.7 |
0.6% |
629.1 |
| High |
673.8 |
677.9 |
4.1 |
0.6% |
666.1 |
| Low |
663.0 |
667.8 |
4.8 |
0.7% |
629.1 |
| Close |
669.0 |
674.6 |
5.6 |
0.8% |
664.4 |
| Range |
10.8 |
10.1 |
-0.7 |
-6.5% |
37.0 |
| ATR |
10.7 |
10.7 |
0.0 |
-0.4% |
0.0 |
| Volume |
98,022 |
149,436 |
51,414 |
52.5% |
588,329 |
|
| Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
703.8 |
699.3 |
680.3 |
|
| R3 |
693.8 |
689.3 |
677.5 |
|
| R2 |
683.5 |
683.5 |
676.5 |
|
| R1 |
679.0 |
679.0 |
675.5 |
681.3 |
| PP |
673.5 |
673.5 |
673.5 |
674.5 |
| S1 |
669.0 |
669.0 |
673.8 |
671.3 |
| S2 |
663.3 |
663.3 |
672.8 |
|
| S3 |
653.3 |
658.8 |
671.8 |
|
| S4 |
643.3 |
648.8 |
669.0 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
764.3 |
751.3 |
684.8 |
|
| R3 |
727.3 |
714.3 |
674.5 |
|
| R2 |
690.3 |
690.3 |
671.3 |
|
| R1 |
677.3 |
677.3 |
667.8 |
683.8 |
| PP |
653.3 |
653.3 |
653.3 |
656.5 |
| S1 |
640.3 |
640.3 |
661.0 |
646.8 |
| S2 |
616.3 |
616.3 |
657.5 |
|
| S3 |
579.3 |
603.3 |
654.3 |
|
| S4 |
542.3 |
566.3 |
644.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
677.9 |
646.8 |
31.1 |
4.6% |
9.3 |
1.4% |
89% |
True |
False |
117,693 |
| 10 |
677.9 |
618.5 |
59.4 |
8.8% |
9.8 |
1.4% |
94% |
True |
False |
121,049 |
| 20 |
677.9 |
585.1 |
92.8 |
13.8% |
10.3 |
1.5% |
96% |
True |
False |
112,890 |
| 40 |
677.9 |
578.4 |
99.5 |
14.7% |
12.0 |
1.8% |
97% |
True |
False |
122,706 |
| 60 |
677.9 |
578.4 |
99.5 |
14.7% |
11.0 |
1.6% |
97% |
True |
False |
113,047 |
| 80 |
677.9 |
557.0 |
120.9 |
17.9% |
11.3 |
1.7% |
97% |
True |
False |
85,503 |
| 100 |
677.9 |
549.9 |
128.0 |
19.0% |
11.8 |
1.7% |
97% |
True |
False |
68,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
720.8 |
|
2.618 |
704.3 |
|
1.618 |
694.3 |
|
1.000 |
688.0 |
|
0.618 |
684.3 |
|
HIGH |
678.0 |
|
0.618 |
674.0 |
|
0.500 |
672.8 |
|
0.382 |
671.8 |
|
LOW |
667.8 |
|
0.618 |
661.5 |
|
1.000 |
657.8 |
|
1.618 |
651.5 |
|
2.618 |
641.3 |
|
4.250 |
625.0 |
|
|
| Fisher Pivots for day following 10-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
674.0 |
673.3 |
| PP |
673.5 |
671.8 |
| S1 |
672.8 |
670.5 |
|