ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 19-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2010 |
19-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
623.8 |
624.6 |
0.8 |
0.1% |
611.0 |
| High |
628.9 |
632.7 |
3.8 |
0.6% |
632.7 |
| Low |
621.2 |
620.7 |
-0.5 |
-0.1% |
609.4 |
| Close |
628.2 |
630.1 |
1.9 |
0.3% |
630.1 |
| Range |
7.7 |
12.0 |
4.3 |
55.8% |
23.3 |
| ATR |
12.3 |
12.3 |
0.0 |
-0.2% |
0.0 |
| Volume |
107,105 |
113,819 |
6,714 |
6.3% |
324,854 |
|
| Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
663.8 |
659.0 |
636.8 |
|
| R3 |
651.8 |
647.0 |
633.5 |
|
| R2 |
639.8 |
639.8 |
632.3 |
|
| R1 |
635.0 |
635.0 |
631.3 |
637.5 |
| PP |
627.8 |
627.8 |
627.8 |
629.0 |
| S1 |
623.0 |
623.0 |
629.0 |
625.5 |
| S2 |
615.8 |
615.8 |
628.0 |
|
| S3 |
603.8 |
611.0 |
626.8 |
|
| S4 |
591.8 |
599.0 |
623.5 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
694.0 |
685.3 |
643.0 |
|
| R3 |
670.8 |
662.0 |
636.5 |
|
| R2 |
647.3 |
647.3 |
634.3 |
|
| R1 |
638.8 |
638.8 |
632.3 |
643.0 |
| PP |
624.0 |
624.0 |
624.0 |
626.3 |
| S1 |
615.5 |
615.5 |
628.0 |
619.8 |
| S2 |
600.8 |
600.8 |
625.8 |
|
| S3 |
577.5 |
592.3 |
623.8 |
|
| S4 |
554.3 |
568.8 |
617.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
632.7 |
596.5 |
36.2 |
5.7% |
10.5 |
1.7% |
93% |
True |
False |
89,752 |
| 10 |
632.7 |
578.4 |
54.3 |
8.6% |
11.8 |
1.9% |
95% |
True |
False |
124,760 |
| 20 |
632.7 |
578.4 |
54.3 |
8.6% |
13.0 |
2.1% |
95% |
True |
False |
137,832 |
| 40 |
648.9 |
578.4 |
70.5 |
11.2% |
11.8 |
1.9% |
73% |
False |
False |
107,020 |
| 60 |
648.9 |
557.0 |
91.9 |
14.6% |
11.8 |
1.8% |
80% |
False |
False |
88,492 |
| 80 |
648.9 |
549.9 |
99.0 |
15.7% |
11.8 |
1.8% |
81% |
False |
False |
66,413 |
| 100 |
648.9 |
549.9 |
99.0 |
15.7% |
11.8 |
1.9% |
81% |
False |
False |
53,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
683.8 |
|
2.618 |
664.0 |
|
1.618 |
652.0 |
|
1.000 |
644.8 |
|
0.618 |
640.0 |
|
HIGH |
632.8 |
|
0.618 |
628.0 |
|
0.500 |
626.8 |
|
0.382 |
625.3 |
|
LOW |
620.8 |
|
0.618 |
613.3 |
|
1.000 |
608.8 |
|
1.618 |
601.3 |
|
2.618 |
589.3 |
|
4.250 |
569.8 |
|
|
| Fisher Pivots for day following 19-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
629.0 |
628.5 |
| PP |
627.8 |
627.0 |
| S1 |
626.8 |
625.5 |
|