ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 22-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2010 |
22-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
624.6 |
630.5 |
5.9 |
0.9% |
611.0 |
| High |
632.7 |
634.4 |
1.7 |
0.3% |
632.7 |
| Low |
620.7 |
629.0 |
8.3 |
1.3% |
609.4 |
| Close |
630.1 |
631.7 |
1.6 |
0.3% |
630.1 |
| Range |
12.0 |
5.4 |
-6.6 |
-55.0% |
23.3 |
| ATR |
12.3 |
11.8 |
-0.5 |
-4.0% |
0.0 |
| Volume |
113,819 |
112,116 |
-1,703 |
-1.5% |
324,854 |
|
| Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
648.0 |
645.3 |
634.8 |
|
| R3 |
642.5 |
639.8 |
633.3 |
|
| R2 |
637.0 |
637.0 |
632.8 |
|
| R1 |
634.5 |
634.5 |
632.3 |
635.8 |
| PP |
631.8 |
631.8 |
631.8 |
632.5 |
| S1 |
629.0 |
629.0 |
631.3 |
630.3 |
| S2 |
626.3 |
626.3 |
630.8 |
|
| S3 |
621.0 |
623.5 |
630.3 |
|
| S4 |
615.5 |
618.3 |
628.8 |
|
|
| 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 |
634.4 |
609.4 |
25.0 |
4.0% |
8.5 |
1.3% |
89% |
True |
False |
87,394 |
| 10 |
634.4 |
584.4 |
50.0 |
7.9% |
11.0 |
1.7% |
95% |
True |
False |
117,631 |
| 20 |
634.4 |
578.4 |
56.0 |
8.9% |
12.5 |
2.0% |
95% |
True |
False |
135,006 |
| 40 |
648.9 |
578.4 |
70.5 |
11.2% |
11.5 |
1.8% |
76% |
False |
False |
107,874 |
| 60 |
648.9 |
557.0 |
91.9 |
14.5% |
11.5 |
1.8% |
81% |
False |
False |
90,359 |
| 80 |
648.9 |
549.9 |
99.0 |
15.7% |
11.5 |
1.8% |
83% |
False |
False |
67,812 |
| 100 |
648.9 |
549.9 |
99.0 |
15.7% |
11.8 |
1.8% |
83% |
False |
False |
54,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
657.3 |
|
2.618 |
648.5 |
|
1.618 |
643.3 |
|
1.000 |
639.8 |
|
0.618 |
637.8 |
|
HIGH |
634.5 |
|
0.618 |
632.3 |
|
0.500 |
631.8 |
|
0.382 |
631.0 |
|
LOW |
629.0 |
|
0.618 |
625.8 |
|
1.000 |
623.5 |
|
1.618 |
620.3 |
|
2.618 |
614.8 |
|
4.250 |
606.0 |
|
|
| Fisher Pivots for day following 22-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
631.8 |
630.3 |
| PP |
631.8 |
629.0 |
| S1 |
631.8 |
627.5 |
|