ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 26-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2010 |
26-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
681.5 |
675.7 |
-5.8 |
-0.9% |
667.9 |
| High |
691.7 |
683.9 |
-7.8 |
-1.1% |
691.7 |
| Low |
675.6 |
673.8 |
-1.8 |
-0.3% |
664.1 |
| Close |
677.2 |
677.3 |
0.1 |
0.0% |
677.3 |
| Range |
16.1 |
10.1 |
-6.0 |
-37.3% |
27.6 |
| ATR |
10.1 |
10.1 |
0.0 |
0.0% |
0.0 |
| Volume |
117,961 |
151,981 |
34,020 |
28.8% |
664,186 |
|
| Daily Pivots for day following 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
708.8 |
703.0 |
682.8 |
|
| R3 |
698.5 |
693.0 |
680.0 |
|
| R2 |
688.5 |
688.5 |
679.3 |
|
| R1 |
682.8 |
682.8 |
678.3 |
685.8 |
| PP |
678.3 |
678.3 |
678.3 |
679.8 |
| S1 |
672.8 |
672.8 |
676.3 |
675.5 |
| S2 |
668.3 |
668.3 |
675.5 |
|
| S3 |
658.3 |
662.8 |
674.5 |
|
| S4 |
648.0 |
652.5 |
671.8 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
760.5 |
746.5 |
692.5 |
|
| R3 |
733.0 |
719.0 |
685.0 |
|
| R2 |
705.3 |
705.3 |
682.3 |
|
| R1 |
691.3 |
691.3 |
679.8 |
698.3 |
| PP |
677.8 |
677.8 |
677.8 |
681.3 |
| S1 |
663.8 |
663.8 |
674.8 |
670.8 |
| S2 |
650.0 |
650.0 |
672.3 |
|
| S3 |
622.5 |
636.0 |
669.8 |
|
| S4 |
595.0 |
608.5 |
662.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
726.8 |
|
2.618 |
710.3 |
|
1.618 |
700.3 |
|
1.000 |
694.0 |
|
0.618 |
690.3 |
|
HIGH |
684.0 |
|
0.618 |
680.0 |
|
0.500 |
678.8 |
|
0.382 |
677.8 |
|
LOW |
673.8 |
|
0.618 |
667.5 |
|
1.000 |
663.8 |
|
1.618 |
657.5 |
|
2.618 |
647.3 |
|
4.250 |
631.0 |
|
|
| Fisher Pivots for day following 26-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
678.8 |
682.8 |
| PP |
678.3 |
681.0 |
| S1 |
677.8 |
679.0 |
|