ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 04-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2010 |
04-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
612.0 |
611.8 |
-0.2 |
0.0% |
618.7 |
| High |
614.8 |
612.1 |
-2.7 |
-0.4% |
622.8 |
| Low |
604.3 |
588.3 |
-16.0 |
-2.6% |
598.1 |
| Close |
611.8 |
590.7 |
-21.1 |
-3.4% |
601.0 |
| Range |
10.5 |
23.8 |
13.3 |
126.7% |
24.7 |
| ATR |
12.3 |
13.1 |
0.8 |
6.7% |
0.0 |
| Volume |
124,851 |
125,375 |
524 |
0.4% |
794,852 |
|
| Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
668.5 |
653.3 |
603.8 |
|
| R3 |
644.8 |
629.5 |
597.3 |
|
| R2 |
620.8 |
620.8 |
595.0 |
|
| R1 |
605.8 |
605.8 |
593.0 |
601.5 |
| PP |
597.0 |
597.0 |
597.0 |
594.8 |
| S1 |
582.0 |
582.0 |
588.5 |
577.5 |
| S2 |
573.3 |
573.3 |
586.3 |
|
| S3 |
549.5 |
558.3 |
584.3 |
|
| S4 |
525.8 |
534.3 |
577.5 |
|
|
| 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 |
615.3 |
588.3 |
27.0 |
4.6% |
14.3 |
2.4% |
9% |
False |
True |
144,032 |
| 10 |
629.6 |
588.3 |
41.3 |
7.0% |
14.3 |
2.4% |
6% |
False |
True |
150,905 |
| 20 |
648.9 |
588.3 |
60.6 |
10.3% |
13.5 |
2.3% |
4% |
False |
True |
120,143 |
| 40 |
648.9 |
588.3 |
60.6 |
10.3% |
11.3 |
1.9% |
4% |
False |
True |
101,311 |
| 60 |
648.9 |
557.0 |
91.9 |
15.6% |
11.5 |
1.9% |
37% |
False |
False |
67,726 |
| 80 |
648.9 |
549.9 |
99.0 |
16.8% |
12.0 |
2.0% |
41% |
False |
False |
50,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
713.3 |
|
2.618 |
674.5 |
|
1.618 |
650.5 |
|
1.000 |
636.0 |
|
0.618 |
626.8 |
|
HIGH |
612.0 |
|
0.618 |
603.0 |
|
0.500 |
600.3 |
|
0.382 |
597.5 |
|
LOW |
588.3 |
|
0.618 |
573.5 |
|
1.000 |
564.5 |
|
1.618 |
549.8 |
|
2.618 |
526.0 |
|
4.250 |
487.3 |
|
|
| Fisher Pivots for day following 04-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
600.3 |
601.5 |
| PP |
597.0 |
598.0 |
| S1 |
593.8 |
594.3 |
|