ICE Russell 2000 Mini Future June 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 |
627.2 |
626.8 |
-0.4 |
-0.1% |
628.2 |
| High |
628.8 |
639.2 |
10.4 |
1.7% |
630.8 |
| Low |
621.3 |
626.8 |
5.5 |
0.9% |
616.7 |
| Close |
625.2 |
637.6 |
12.4 |
2.0% |
625.2 |
| Range |
7.5 |
12.4 |
4.9 |
65.3% |
14.1 |
| ATR |
8.9 |
9.3 |
0.4 |
4.1% |
0.0 |
| Volume |
946 |
183 |
-763 |
-80.7% |
3,193 |
|
| Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
671.8 |
667.0 |
644.5 |
|
| R3 |
659.3 |
654.8 |
641.0 |
|
| R2 |
647.0 |
647.0 |
639.8 |
|
| R1 |
642.3 |
642.3 |
638.8 |
644.5 |
| PP |
634.5 |
634.5 |
634.5 |
635.8 |
| S1 |
629.8 |
629.8 |
636.5 |
632.3 |
| S2 |
622.3 |
622.3 |
635.3 |
|
| S3 |
609.8 |
617.5 |
634.3 |
|
| S4 |
597.3 |
605.0 |
630.8 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
666.5 |
660.0 |
633.0 |
|
| R3 |
652.5 |
645.8 |
629.0 |
|
| R2 |
638.3 |
638.3 |
627.8 |
|
| R1 |
631.8 |
631.8 |
626.5 |
628.0 |
| PP |
624.3 |
624.3 |
624.3 |
622.3 |
| S1 |
617.8 |
617.8 |
624.0 |
614.0 |
| S2 |
610.3 |
610.3 |
622.5 |
|
| S3 |
596.0 |
603.5 |
621.3 |
|
| S4 |
582.0 |
589.5 |
617.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
692.0 |
|
2.618 |
671.8 |
|
1.618 |
659.3 |
|
1.000 |
651.5 |
|
0.618 |
646.8 |
|
HIGH |
639.3 |
|
0.618 |
634.5 |
|
0.500 |
633.0 |
|
0.382 |
631.5 |
|
LOW |
626.8 |
|
0.618 |
619.3 |
|
1.000 |
614.5 |
|
1.618 |
606.8 |
|
2.618 |
594.3 |
|
4.250 |
574.0 |
|
|
| Fisher Pivots for day following 01-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
636.0 |
634.5 |
| PP |
634.5 |
631.3 |
| S1 |
633.0 |
628.0 |
|