ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 03-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2010 |
03-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
607.0 |
612.0 |
5.0 |
0.8% |
618.7 |
| High |
614.2 |
614.8 |
0.6 |
0.1% |
622.8 |
| Low |
603.9 |
604.3 |
0.4 |
0.1% |
598.1 |
| Close |
612.2 |
611.8 |
-0.4 |
-0.1% |
601.0 |
| Range |
10.3 |
10.5 |
0.2 |
1.9% |
24.7 |
| ATR |
12.5 |
12.3 |
-0.1 |
-1.1% |
0.0 |
| Volume |
126,830 |
124,851 |
-1,979 |
-1.6% |
794,852 |
|
| Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
641.8 |
637.3 |
617.5 |
|
| R3 |
631.3 |
626.8 |
614.8 |
|
| R2 |
620.8 |
620.8 |
613.8 |
|
| R1 |
616.3 |
616.3 |
612.8 |
613.3 |
| PP |
610.3 |
610.3 |
610.3 |
608.8 |
| S1 |
605.8 |
605.8 |
610.8 |
602.8 |
| S2 |
599.8 |
599.8 |
610.0 |
|
| S3 |
589.3 |
595.3 |
609.0 |
|
| S4 |
578.8 |
584.8 |
606.0 |
|
|
| 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% |
14.0 |
2.3% |
55% |
False |
False |
151,388 |
| 10 |
643.2 |
598.1 |
45.1 |
7.4% |
13.8 |
2.3% |
30% |
False |
False |
151,258 |
| 20 |
648.9 |
598.1 |
50.8 |
8.3% |
12.5 |
2.1% |
27% |
False |
False |
118,193 |
| 40 |
648.9 |
589.1 |
59.8 |
9.8% |
11.0 |
1.8% |
38% |
False |
False |
98,228 |
| 60 |
648.9 |
557.0 |
91.9 |
15.0% |
11.0 |
1.8% |
60% |
False |
False |
65,638 |
| 80 |
648.9 |
549.9 |
99.0 |
16.2% |
11.8 |
1.9% |
63% |
False |
False |
49,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
659.5 |
|
2.618 |
642.3 |
|
1.618 |
631.8 |
|
1.000 |
625.3 |
|
0.618 |
621.3 |
|
HIGH |
614.8 |
|
0.618 |
610.8 |
|
0.500 |
609.5 |
|
0.382 |
608.3 |
|
LOW |
604.3 |
|
0.618 |
597.8 |
|
1.000 |
593.8 |
|
1.618 |
587.3 |
|
2.618 |
576.8 |
|
4.250 |
559.8 |
|
|
| Fisher Pivots for day following 03-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
611.0 |
610.0 |
| PP |
610.3 |
608.3 |
| S1 |
609.5 |
606.5 |
|