ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 16-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
604.6 |
611.0 |
6.4 |
1.1% |
586.6 |
| High |
611.7 |
619.7 |
8.0 |
1.3% |
611.7 |
| Low |
596.5 |
609.4 |
12.9 |
2.2% |
584.4 |
| Close |
611.5 |
618.7 |
7.2 |
1.2% |
611.5 |
| Range |
15.2 |
10.3 |
-4.9 |
-32.2% |
27.3 |
| ATR |
13.3 |
13.1 |
-0.2 |
-1.6% |
0.0 |
| Volume |
123,909 |
2,454 |
-121,455 |
-98.0% |
739,343 |
|
| Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
646.8 |
643.0 |
624.3 |
|
| R3 |
636.5 |
632.8 |
621.5 |
|
| R2 |
626.3 |
626.3 |
620.5 |
|
| R1 |
622.5 |
622.5 |
619.8 |
624.3 |
| PP |
616.0 |
616.0 |
616.0 |
617.0 |
| S1 |
612.3 |
612.3 |
617.8 |
614.0 |
| S2 |
605.8 |
605.8 |
616.8 |
|
| S3 |
595.3 |
601.8 |
615.8 |
|
| S4 |
585.0 |
591.5 |
613.0 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
684.5 |
675.3 |
626.5 |
|
| R3 |
657.3 |
648.0 |
619.0 |
|
| R2 |
629.8 |
629.8 |
616.5 |
|
| R1 |
620.8 |
620.8 |
614.0 |
625.3 |
| PP |
602.5 |
602.5 |
602.5 |
604.8 |
| S1 |
593.3 |
593.3 |
609.0 |
598.0 |
| S2 |
575.3 |
575.3 |
606.5 |
|
| S3 |
548.0 |
566.0 |
604.0 |
|
| S4 |
520.8 |
538.8 |
596.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
619.7 |
585.1 |
34.6 |
5.6% |
13.3 |
2.2% |
97% |
True |
False |
106,220 |
| 10 |
619.7 |
578.4 |
41.3 |
6.7% |
13.5 |
2.2% |
98% |
True |
False |
130,226 |
| 20 |
647.6 |
578.4 |
69.2 |
11.2% |
14.0 |
2.3% |
58% |
False |
False |
133,823 |
| 40 |
648.9 |
578.4 |
70.5 |
11.4% |
11.8 |
1.9% |
57% |
False |
False |
108,891 |
| 60 |
648.9 |
557.0 |
91.9 |
14.9% |
11.8 |
1.9% |
67% |
False |
False |
83,120 |
| 80 |
648.9 |
549.9 |
99.0 |
16.0% |
12.0 |
1.9% |
69% |
False |
False |
62,390 |
| 100 |
648.9 |
549.9 |
99.0 |
16.0% |
11.8 |
1.9% |
69% |
False |
False |
49,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
663.5 |
|
2.618 |
646.8 |
|
1.618 |
636.3 |
|
1.000 |
630.0 |
|
0.618 |
626.0 |
|
HIGH |
619.8 |
|
0.618 |
615.8 |
|
0.500 |
614.5 |
|
0.382 |
613.3 |
|
LOW |
609.5 |
|
0.618 |
603.0 |
|
1.000 |
599.0 |
|
1.618 |
592.8 |
|
2.618 |
582.5 |
|
4.250 |
565.5 |
|
|
| Fisher Pivots for day following 16-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
617.3 |
613.8 |
| PP |
616.0 |
608.8 |
| S1 |
614.5 |
604.0 |
|