ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 04-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
648.8 |
649.3 |
0.5 |
0.1% |
630.5 |
| High |
653.7 |
653.1 |
-0.6 |
-0.1% |
635.5 |
| Low |
646.3 |
646.8 |
0.5 |
0.1% |
618.5 |
| Close |
649.8 |
651.8 |
2.0 |
0.3% |
627.9 |
| Range |
7.4 |
6.3 |
-1.1 |
-14.9% |
17.0 |
| ATR |
11.3 |
11.0 |
-0.4 |
-3.2% |
0.0 |
| Volume |
125,932 |
104,001 |
-21,931 |
-17.4% |
562,827 |
|
| Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
669.5 |
667.0 |
655.3 |
|
| R3 |
663.3 |
660.8 |
653.5 |
|
| R2 |
656.8 |
656.8 |
653.0 |
|
| R1 |
654.3 |
654.3 |
652.5 |
655.5 |
| PP |
650.5 |
650.5 |
650.5 |
651.3 |
| S1 |
648.0 |
648.0 |
651.3 |
649.3 |
| S2 |
644.3 |
644.3 |
650.8 |
|
| S3 |
638.0 |
641.8 |
650.0 |
|
| S4 |
631.8 |
635.5 |
648.3 |
|
|
| 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 |
653.7 |
623.2 |
30.5 |
4.7% |
9.3 |
1.4% |
94% |
False |
False |
123,810 |
| 10 |
653.7 |
618.5 |
35.2 |
5.4% |
9.8 |
1.5% |
95% |
False |
False |
115,859 |
| 20 |
653.7 |
578.4 |
75.3 |
11.6% |
11.3 |
1.7% |
97% |
False |
False |
120,888 |
| 40 |
653.7 |
578.4 |
75.3 |
11.6% |
12.0 |
1.8% |
97% |
False |
False |
119,540 |
| 60 |
653.7 |
578.4 |
75.3 |
11.6% |
11.3 |
1.7% |
97% |
False |
False |
105,781 |
| 80 |
653.7 |
557.0 |
96.7 |
14.8% |
11.3 |
1.7% |
98% |
False |
False |
79,450 |
| 100 |
653.7 |
549.9 |
103.8 |
15.9% |
11.8 |
1.8% |
98% |
False |
False |
63,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
680.0 |
|
2.618 |
669.5 |
|
1.618 |
663.3 |
|
1.000 |
659.5 |
|
0.618 |
657.0 |
|
HIGH |
653.0 |
|
0.618 |
650.8 |
|
0.500 |
650.0 |
|
0.382 |
649.3 |
|
LOW |
646.8 |
|
0.618 |
643.0 |
|
1.000 |
640.5 |
|
1.618 |
636.5 |
|
2.618 |
630.3 |
|
4.250 |
620.0 |
|
|
| Fisher Pivots for day following 04-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
651.3 |
650.3 |
| PP |
650.5 |
648.5 |
| S1 |
650.0 |
647.0 |
|