ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 02-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2010 |
02-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
629.1 |
641.7 |
12.6 |
2.0% |
630.5 |
| High |
642.1 |
650.1 |
8.0 |
1.2% |
635.5 |
| Low |
629.1 |
640.2 |
11.1 |
1.8% |
618.5 |
| Close |
640.3 |
647.8 |
7.5 |
1.2% |
627.9 |
| Range |
13.0 |
9.9 |
-3.1 |
-23.8% |
17.0 |
| ATR |
11.7 |
11.6 |
-0.1 |
-1.1% |
0.0 |
| Volume |
111,877 |
140,143 |
28,266 |
25.3% |
562,827 |
|
| Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
675.8 |
671.8 |
653.3 |
|
| R3 |
665.8 |
661.8 |
650.5 |
|
| R2 |
656.0 |
656.0 |
649.5 |
|
| R1 |
651.8 |
651.8 |
648.8 |
654.0 |
| PP |
646.0 |
646.0 |
646.0 |
647.0 |
| S1 |
642.0 |
642.0 |
647.0 |
644.0 |
| S2 |
636.3 |
636.3 |
646.0 |
|
| S3 |
626.3 |
632.0 |
645.0 |
|
| S4 |
616.3 |
622.3 |
642.3 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
678.3 |
670.0 |
637.3 |
|
| R3 |
661.3 |
653.0 |
632.5 |
|
| R2 |
644.3 |
644.3 |
631.0 |
|
| R1 |
636.0 |
636.0 |
629.5 |
631.8 |
| PP |
627.3 |
627.3 |
627.3 |
625.0 |
| S1 |
619.0 |
619.0 |
626.3 |
614.8 |
| S2 |
610.3 |
610.3 |
624.8 |
|
| S3 |
593.3 |
602.0 |
623.3 |
|
| S4 |
576.3 |
585.0 |
618.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
650.1 |
618.5 |
31.6 |
4.9% |
10.8 |
1.6% |
93% |
True |
False |
124,384 |
| 10 |
650.1 |
618.4 |
31.7 |
4.9% |
10.0 |
1.5% |
93% |
True |
False |
113,724 |
| 20 |
650.1 |
578.4 |
71.7 |
11.1% |
11.8 |
1.8% |
97% |
True |
False |
121,975 |
| 40 |
650.1 |
578.4 |
71.7 |
11.1% |
12.3 |
1.9% |
97% |
True |
False |
117,615 |
| 60 |
650.1 |
578.4 |
71.7 |
11.1% |
11.5 |
1.8% |
97% |
True |
False |
102,024 |
| 80 |
650.1 |
557.0 |
93.1 |
14.4% |
11.3 |
1.8% |
98% |
True |
False |
76,590 |
| 100 |
650.1 |
549.9 |
100.2 |
15.5% |
11.8 |
1.8% |
98% |
True |
False |
61,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
692.3 |
|
2.618 |
676.0 |
|
1.618 |
666.0 |
|
1.000 |
660.0 |
|
0.618 |
656.3 |
|
HIGH |
650.0 |
|
0.618 |
646.3 |
|
0.500 |
645.3 |
|
0.382 |
644.0 |
|
LOW |
640.3 |
|
0.618 |
634.0 |
|
1.000 |
630.3 |
|
1.618 |
624.3 |
|
2.618 |
614.3 |
|
4.250 |
598.0 |
|
|
| Fisher Pivots for day following 02-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
647.0 |
644.0 |
| PP |
646.0 |
640.3 |
| S1 |
645.3 |
636.8 |
|