ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 02-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2010 |
02-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
599.4 |
607.0 |
7.6 |
1.3% |
618.7 |
| High |
607.8 |
614.2 |
6.4 |
1.1% |
622.8 |
| Low |
598.2 |
603.9 |
5.7 |
1.0% |
598.1 |
| Close |
606.6 |
612.2 |
5.6 |
0.9% |
601.0 |
| Range |
9.6 |
10.3 |
0.7 |
7.3% |
24.7 |
| ATR |
12.6 |
12.5 |
-0.2 |
-1.3% |
0.0 |
| Volume |
168,499 |
126,830 |
-41,669 |
-24.7% |
794,852 |
|
| Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
641.0 |
637.0 |
617.8 |
|
| R3 |
630.8 |
626.5 |
615.0 |
|
| R2 |
620.5 |
620.5 |
614.0 |
|
| R1 |
616.3 |
616.3 |
613.3 |
618.3 |
| PP |
610.0 |
610.0 |
610.0 |
611.0 |
| S1 |
606.0 |
606.0 |
611.3 |
608.0 |
| S2 |
599.8 |
599.8 |
610.3 |
|
| S3 |
589.5 |
595.8 |
609.3 |
|
| S4 |
579.3 |
585.5 |
606.5 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
681.5 |
666.0 |
614.5 |
|
| R3 |
656.8 |
641.3 |
607.8 |
|
| R2 |
632.0 |
632.0 |
605.5 |
|
| R1 |
616.5 |
616.5 |
603.3 |
612.0 |
| PP |
607.3 |
607.3 |
607.3 |
605.0 |
| S1 |
591.8 |
591.8 |
598.8 |
587.3 |
| S2 |
582.5 |
582.5 |
596.5 |
|
| S3 |
558.0 |
567.0 |
594.3 |
|
| S4 |
533.3 |
542.5 |
587.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
622.8 |
598.1 |
24.7 |
4.0% |
14.3 |
2.3% |
57% |
False |
False |
152,802 |
| 10 |
646.8 |
598.1 |
48.7 |
8.0% |
14.5 |
2.4% |
29% |
False |
False |
149,608 |
| 20 |
648.9 |
598.1 |
50.8 |
8.3% |
12.5 |
2.0% |
28% |
False |
False |
117,001 |
| 40 |
648.9 |
585.0 |
63.9 |
10.4% |
11.3 |
1.8% |
43% |
False |
False |
95,199 |
| 60 |
648.9 |
557.0 |
91.9 |
15.0% |
11.0 |
1.8% |
60% |
False |
False |
63,562 |
| 80 |
648.9 |
549.9 |
99.0 |
16.2% |
11.8 |
1.9% |
63% |
False |
False |
47,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
658.0 |
|
2.618 |
641.3 |
|
1.618 |
630.8 |
|
1.000 |
624.5 |
|
0.618 |
620.5 |
|
HIGH |
614.3 |
|
0.618 |
610.3 |
|
0.500 |
609.0 |
|
0.382 |
607.8 |
|
LOW |
604.0 |
|
0.618 |
597.5 |
|
1.000 |
593.5 |
|
1.618 |
587.3 |
|
2.618 |
577.0 |
|
4.250 |
560.0 |
|
|
| Fisher Pivots for day following 02-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
611.3 |
610.3 |
| PP |
610.0 |
608.5 |
| S1 |
609.0 |
606.8 |
|