ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 11-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
593.8 |
594.5 |
0.7 |
0.1% |
599.4 |
| High |
596.2 |
607.0 |
10.8 |
1.8% |
614.8 |
| Low |
585.1 |
588.2 |
3.1 |
0.5% |
578.4 |
| Close |
592.6 |
604.0 |
11.4 |
1.9% |
590.0 |
| Range |
11.1 |
18.8 |
7.7 |
69.4% |
36.4 |
| ATR |
12.7 |
13.2 |
0.4 |
3.4% |
0.0 |
| Volume |
163,558 |
116,249 |
-47,309 |
-28.9% |
728,964 |
|
| Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
656.3 |
648.8 |
614.3 |
|
| R3 |
637.3 |
630.0 |
609.3 |
|
| R2 |
618.5 |
618.5 |
607.5 |
|
| R1 |
611.3 |
611.3 |
605.8 |
615.0 |
| PP |
599.8 |
599.8 |
599.8 |
601.5 |
| S1 |
592.5 |
592.5 |
602.3 |
596.0 |
| S2 |
581.0 |
581.0 |
600.5 |
|
| S3 |
562.3 |
573.8 |
598.8 |
|
| S4 |
543.3 |
554.8 |
593.8 |
|
|
| 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 |
607.0 |
578.4 |
28.6 |
4.7% |
13.0 |
2.2% |
90% |
True |
False |
159,768 |
| 10 |
615.3 |
578.4 |
36.9 |
6.1% |
13.8 |
2.3% |
69% |
False |
False |
151,900 |
| 20 |
647.6 |
578.4 |
69.2 |
11.5% |
14.0 |
2.3% |
37% |
False |
False |
136,769 |
| 40 |
648.9 |
578.4 |
70.5 |
11.7% |
11.5 |
1.9% |
36% |
False |
False |
113,710 |
| 60 |
648.9 |
557.0 |
91.9 |
15.2% |
11.5 |
1.9% |
51% |
False |
False |
81,019 |
| 80 |
648.9 |
549.9 |
99.0 |
16.4% |
12.0 |
2.0% |
55% |
False |
False |
60,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
687.0 |
|
2.618 |
656.3 |
|
1.618 |
637.5 |
|
1.000 |
625.8 |
|
0.618 |
618.5 |
|
HIGH |
607.0 |
|
0.618 |
599.8 |
|
0.500 |
597.5 |
|
0.382 |
595.5 |
|
LOW |
588.3 |
|
0.618 |
576.5 |
|
1.000 |
569.5 |
|
1.618 |
557.8 |
|
2.618 |
539.0 |
|
4.250 |
508.3 |
|
|
| Fisher Pivots for day following 11-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
601.8 |
601.3 |
| PP |
599.8 |
598.8 |
| S1 |
597.5 |
596.0 |
|