ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 10-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2010 |
10-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
586.7 |
593.8 |
7.1 |
1.2% |
599.4 |
| High |
597.0 |
596.2 |
-0.8 |
-0.1% |
614.8 |
| Low |
585.7 |
585.1 |
-0.6 |
-0.1% |
578.4 |
| Close |
592.3 |
592.6 |
0.3 |
0.1% |
590.0 |
| Range |
11.3 |
11.1 |
-0.2 |
-1.8% |
36.4 |
| ATR |
12.9 |
12.7 |
-0.1 |
-1.0% |
0.0 |
| Volume |
124,931 |
163,558 |
38,627 |
30.9% |
728,964 |
|
| Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
624.5 |
619.8 |
598.8 |
|
| R3 |
613.5 |
608.5 |
595.8 |
|
| R2 |
602.5 |
602.5 |
594.8 |
|
| R1 |
597.5 |
597.5 |
593.5 |
594.5 |
| PP |
591.3 |
591.3 |
591.3 |
589.8 |
| S1 |
586.5 |
586.5 |
591.5 |
583.3 |
| S2 |
580.3 |
580.3 |
590.5 |
|
| S3 |
569.0 |
575.3 |
589.5 |
|
| S4 |
558.0 |
564.3 |
586.5 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
703.5 |
683.3 |
610.0 |
|
| R3 |
667.3 |
646.8 |
600.0 |
|
| R2 |
630.8 |
630.8 |
596.8 |
|
| R1 |
610.5 |
610.5 |
593.3 |
602.5 |
| PP |
594.5 |
594.5 |
594.5 |
590.5 |
| S1 |
574.0 |
574.0 |
586.8 |
566.0 |
| S2 |
558.0 |
558.0 |
583.3 |
|
| S3 |
521.5 |
537.5 |
580.0 |
|
| S4 |
485.3 |
501.3 |
570.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
612.1 |
578.4 |
33.7 |
5.7% |
14.0 |
2.4% |
42% |
False |
False |
161,593 |
| 10 |
622.8 |
578.4 |
44.4 |
7.5% |
14.0 |
2.4% |
32% |
False |
False |
156,491 |
| 20 |
647.6 |
578.4 |
69.2 |
11.7% |
13.8 |
2.3% |
21% |
False |
False |
136,264 |
| 40 |
648.9 |
578.4 |
70.5 |
11.9% |
11.5 |
1.9% |
20% |
False |
False |
114,034 |
| 60 |
648.9 |
557.0 |
91.9 |
15.5% |
11.5 |
1.9% |
39% |
False |
False |
79,082 |
| 80 |
648.9 |
549.9 |
99.0 |
16.7% |
12.0 |
2.0% |
43% |
False |
False |
59,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
643.5 |
|
2.618 |
625.3 |
|
1.618 |
614.3 |
|
1.000 |
607.3 |
|
0.618 |
603.0 |
|
HIGH |
596.3 |
|
0.618 |
592.0 |
|
0.500 |
590.8 |
|
0.382 |
589.3 |
|
LOW |
585.0 |
|
0.618 |
578.3 |
|
1.000 |
574.0 |
|
1.618 |
567.3 |
|
2.618 |
556.0 |
|
4.250 |
538.0 |
|
|
| Fisher Pivots for day following 10-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
592.0 |
592.0 |
| PP |
591.3 |
591.3 |
| S1 |
590.8 |
590.8 |
|