ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 25-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2010 |
25-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
625.2 |
628.0 |
2.8 |
0.4% |
611.0 |
| High |
632.4 |
630.1 |
-2.3 |
-0.4% |
632.7 |
| Low |
622.8 |
618.5 |
-4.3 |
-0.7% |
609.4 |
| Close |
628.2 |
629.5 |
1.3 |
0.2% |
630.1 |
| Range |
9.6 |
11.6 |
2.0 |
20.8% |
23.3 |
| ATR |
11.7 |
11.7 |
0.0 |
-0.1% |
0.0 |
| Volume |
125,828 |
106,976 |
-18,852 |
-15.0% |
324,854 |
|
| Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
660.8 |
656.8 |
636.0 |
|
| R3 |
649.3 |
645.3 |
632.8 |
|
| R2 |
637.8 |
637.8 |
631.8 |
|
| R1 |
633.5 |
633.5 |
630.5 |
635.5 |
| PP |
626.0 |
626.0 |
626.0 |
627.0 |
| S1 |
622.0 |
622.0 |
628.5 |
624.0 |
| S2 |
614.5 |
614.5 |
627.3 |
|
| S3 |
602.8 |
610.3 |
626.3 |
|
| S4 |
591.3 |
598.8 |
623.0 |
|
|
| 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 |
618.5 |
17.0 |
2.7% |
10.5 |
1.7% |
65% |
False |
True |
107,909 |
| 10 |
635.5 |
588.2 |
47.3 |
7.5% |
11.0 |
1.8% |
87% |
False |
False |
99,074 |
| 20 |
635.5 |
578.4 |
57.1 |
9.1% |
12.5 |
2.0% |
89% |
False |
False |
127,782 |
| 40 |
648.9 |
578.4 |
70.5 |
11.2% |
12.0 |
1.9% |
72% |
False |
False |
111,589 |
| 60 |
648.9 |
566.0 |
82.9 |
13.2% |
11.5 |
1.8% |
77% |
False |
False |
95,584 |
| 80 |
648.9 |
549.9 |
99.0 |
15.7% |
11.5 |
1.8% |
80% |
False |
False |
71,728 |
| 100 |
648.9 |
549.9 |
99.0 |
15.7% |
11.8 |
1.8% |
80% |
False |
False |
57,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
679.5 |
|
2.618 |
660.5 |
|
1.618 |
648.8 |
|
1.000 |
641.8 |
|
0.618 |
637.3 |
|
HIGH |
630.0 |
|
0.618 |
625.8 |
|
0.500 |
624.3 |
|
0.382 |
623.0 |
|
LOW |
618.5 |
|
0.618 |
611.3 |
|
1.000 |
607.0 |
|
1.618 |
599.8 |
|
2.618 |
588.3 |
|
4.250 |
569.3 |
|
|
| Fisher Pivots for day following 25-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
627.8 |
628.8 |
| PP |
626.0 |
627.8 |
| S1 |
624.3 |
627.0 |
|