ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 18-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2010 |
18-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
619.6 |
623.8 |
4.2 |
0.7% |
586.6 |
| High |
625.3 |
628.9 |
3.6 |
0.6% |
611.7 |
| Low |
618.4 |
621.2 |
2.8 |
0.5% |
584.4 |
| Close |
624.7 |
628.2 |
3.5 |
0.6% |
611.5 |
| Range |
6.9 |
7.7 |
0.8 |
11.6% |
27.3 |
| ATR |
12.7 |
12.3 |
-0.4 |
-2.8% |
0.0 |
| Volume |
101,476 |
107,105 |
5,629 |
5.5% |
739,343 |
|
| Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
649.3 |
646.5 |
632.5 |
|
| R3 |
641.5 |
638.8 |
630.3 |
|
| R2 |
633.8 |
633.8 |
629.5 |
|
| R1 |
631.0 |
631.0 |
629.0 |
632.5 |
| PP |
626.0 |
626.0 |
626.0 |
626.8 |
| S1 |
623.3 |
623.3 |
627.5 |
624.8 |
| S2 |
618.5 |
618.5 |
626.8 |
|
| S3 |
610.8 |
615.5 |
626.0 |
|
| S4 |
603.0 |
608.0 |
624.0 |
|
|
| 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 |
628.9 |
588.2 |
40.7 |
6.5% |
11.8 |
1.9% |
98% |
True |
False |
90,238 |
| 10 |
628.9 |
578.4 |
50.5 |
8.0% |
13.0 |
2.1% |
99% |
True |
False |
125,916 |
| 20 |
643.2 |
578.4 |
64.8 |
10.3% |
13.3 |
2.1% |
77% |
False |
False |
138,587 |
| 40 |
648.9 |
578.4 |
70.5 |
11.2% |
11.5 |
1.8% |
71% |
False |
False |
107,238 |
| 60 |
648.9 |
557.0 |
91.9 |
14.6% |
11.8 |
1.9% |
77% |
False |
False |
86,595 |
| 80 |
648.9 |
549.9 |
99.0 |
15.8% |
11.8 |
1.9% |
79% |
False |
False |
64,994 |
| 100 |
648.9 |
549.9 |
99.0 |
15.8% |
11.8 |
1.9% |
79% |
False |
False |
52,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
661.5 |
|
2.618 |
649.0 |
|
1.618 |
641.3 |
|
1.000 |
636.5 |
|
0.618 |
633.8 |
|
HIGH |
629.0 |
|
0.618 |
626.0 |
|
0.500 |
625.0 |
|
0.382 |
624.3 |
|
LOW |
621.3 |
|
0.618 |
616.5 |
|
1.000 |
613.5 |
|
1.618 |
608.8 |
|
2.618 |
601.0 |
|
4.250 |
588.5 |
|
|
| Fisher Pivots for day following 18-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
627.3 |
625.3 |
| PP |
626.0 |
622.3 |
| S1 |
625.0 |
619.3 |
|