ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 03-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2010 |
03-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
641.7 |
648.8 |
7.1 |
1.1% |
630.5 |
| High |
650.1 |
653.7 |
3.6 |
0.6% |
635.5 |
| Low |
640.2 |
646.3 |
6.1 |
1.0% |
618.5 |
| Close |
647.8 |
649.8 |
2.0 |
0.3% |
627.9 |
| Range |
9.9 |
7.4 |
-2.5 |
-25.3% |
17.0 |
| ATR |
11.6 |
11.3 |
-0.3 |
-2.6% |
0.0 |
| Volume |
140,143 |
125,932 |
-14,211 |
-10.1% |
562,827 |
|
| Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
672.3 |
668.3 |
653.8 |
|
| R3 |
664.8 |
661.0 |
651.8 |
|
| R2 |
657.3 |
657.3 |
651.3 |
|
| R1 |
653.5 |
653.5 |
650.5 |
655.5 |
| PP |
650.0 |
650.0 |
650.0 |
651.0 |
| S1 |
646.3 |
646.3 |
649.0 |
648.0 |
| S2 |
642.5 |
642.5 |
648.5 |
|
| S3 |
635.3 |
638.8 |
647.8 |
|
| S4 |
627.8 |
631.3 |
645.8 |
|
|
| 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 |
653.7 |
618.5 |
35.2 |
5.4% |
10.3 |
1.6% |
89% |
True |
False |
124,405 |
| 10 |
653.7 |
618.5 |
35.2 |
5.4% |
10.0 |
1.5% |
89% |
True |
False |
116,170 |
| 20 |
653.7 |
578.4 |
75.3 |
11.6% |
11.5 |
1.8% |
95% |
True |
False |
121,930 |
| 40 |
653.7 |
578.4 |
75.3 |
11.6% |
12.0 |
1.8% |
95% |
True |
False |
119,465 |
| 60 |
653.7 |
578.4 |
75.3 |
11.6% |
11.3 |
1.7% |
95% |
True |
False |
104,109 |
| 80 |
653.7 |
557.0 |
96.7 |
14.9% |
11.3 |
1.7% |
96% |
True |
False |
78,154 |
| 100 |
653.7 |
549.9 |
103.8 |
16.0% |
11.8 |
1.8% |
96% |
True |
False |
62,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
685.3 |
|
2.618 |
673.0 |
|
1.618 |
665.8 |
|
1.000 |
661.0 |
|
0.618 |
658.3 |
|
HIGH |
653.8 |
|
0.618 |
650.8 |
|
0.500 |
650.0 |
|
0.382 |
649.3 |
|
LOW |
646.3 |
|
0.618 |
641.8 |
|
1.000 |
639.0 |
|
1.618 |
634.3 |
|
2.618 |
627.0 |
|
4.250 |
614.8 |
|
|
| Fisher Pivots for day following 03-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
650.0 |
647.0 |
| PP |
650.0 |
644.3 |
| S1 |
649.8 |
641.5 |
|