ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 23-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
630.5 |
631.6 |
1.1 |
0.2% |
611.0 |
| High |
634.4 |
635.5 |
1.1 |
0.2% |
632.7 |
| Low |
629.0 |
622.0 |
-7.0 |
-1.1% |
609.4 |
| Close |
631.7 |
625.8 |
-5.9 |
-0.9% |
630.1 |
| Range |
5.4 |
13.5 |
8.1 |
150.0% |
23.3 |
| ATR |
11.8 |
11.9 |
0.1 |
1.0% |
0.0 |
| Volume |
112,116 |
80,808 |
-31,308 |
-27.9% |
324,854 |
|
| Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
668.3 |
660.5 |
633.3 |
|
| R3 |
654.8 |
647.0 |
629.5 |
|
| R2 |
641.3 |
641.3 |
628.3 |
|
| R1 |
633.5 |
633.5 |
627.0 |
630.8 |
| PP |
627.8 |
627.8 |
627.8 |
626.3 |
| S1 |
620.0 |
620.0 |
624.5 |
617.3 |
| S2 |
614.3 |
614.3 |
623.3 |
|
| S3 |
600.8 |
606.5 |
622.0 |
|
| S4 |
587.3 |
593.0 |
618.5 |
|
|
| 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 |
635.5 |
618.4 |
17.1 |
2.7% |
9.0 |
1.5% |
43% |
True |
False |
103,064 |
| 10 |
635.5 |
585.1 |
50.4 |
8.1% |
11.3 |
1.8% |
81% |
True |
False |
104,642 |
| 20 |
635.5 |
578.4 |
57.1 |
9.1% |
12.5 |
2.0% |
83% |
True |
False |
129,426 |
| 40 |
648.9 |
578.4 |
70.5 |
11.3% |
11.8 |
1.9% |
67% |
False |
False |
108,235 |
| 60 |
648.9 |
557.0 |
91.9 |
14.7% |
11.8 |
1.9% |
75% |
False |
False |
91,706 |
| 80 |
648.9 |
549.9 |
99.0 |
15.8% |
11.5 |
1.8% |
77% |
False |
False |
68,820 |
| 100 |
648.9 |
549.9 |
99.0 |
15.8% |
11.8 |
1.9% |
77% |
False |
False |
55,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
693.0 |
|
2.618 |
670.8 |
|
1.618 |
657.3 |
|
1.000 |
649.0 |
|
0.618 |
643.8 |
|
HIGH |
635.5 |
|
0.618 |
630.3 |
|
0.500 |
628.8 |
|
0.382 |
627.3 |
|
LOW |
622.0 |
|
0.618 |
613.8 |
|
1.000 |
608.5 |
|
1.618 |
600.3 |
|
2.618 |
586.8 |
|
4.250 |
564.5 |
|
|
| Fisher Pivots for day following 23-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
628.8 |
628.0 |
| PP |
627.8 |
627.3 |
| S1 |
626.8 |
626.5 |
|