ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 05-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
649.3 |
653.2 |
3.9 |
0.6% |
629.1 |
| High |
653.1 |
666.1 |
13.0 |
2.0% |
666.1 |
| Low |
646.8 |
652.2 |
5.4 |
0.8% |
629.1 |
| Close |
651.8 |
664.4 |
12.6 |
1.9% |
664.4 |
| Range |
6.3 |
13.9 |
7.6 |
120.6% |
37.0 |
| ATR |
11.0 |
11.2 |
0.2 |
2.2% |
0.0 |
| Volume |
104,001 |
106,376 |
2,375 |
2.3% |
588,329 |
|
| Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
702.5 |
697.5 |
672.0 |
|
| R3 |
688.8 |
683.5 |
668.3 |
|
| R2 |
674.8 |
674.8 |
667.0 |
|
| R1 |
669.5 |
669.5 |
665.8 |
672.3 |
| PP |
661.0 |
661.0 |
661.0 |
662.3 |
| S1 |
655.8 |
655.8 |
663.3 |
658.3 |
| S2 |
647.0 |
647.0 |
661.8 |
|
| S3 |
633.0 |
641.8 |
660.5 |
|
| S4 |
619.3 |
628.0 |
656.8 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
764.3 |
751.3 |
684.8 |
|
| R3 |
727.3 |
714.3 |
674.5 |
|
| R2 |
690.3 |
690.3 |
671.3 |
|
| R1 |
677.3 |
677.3 |
667.8 |
683.8 |
| PP |
653.3 |
653.3 |
653.3 |
656.5 |
| S1 |
640.3 |
640.3 |
661.0 |
646.8 |
| S2 |
616.3 |
616.3 |
657.5 |
|
| S3 |
579.3 |
603.3 |
654.3 |
|
| S4 |
542.3 |
566.3 |
644.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
666.1 |
629.1 |
37.0 |
5.6% |
10.0 |
1.5% |
95% |
True |
False |
117,665 |
| 10 |
666.1 |
618.5 |
47.6 |
7.2% |
10.0 |
1.5% |
96% |
True |
False |
115,115 |
| 20 |
666.1 |
578.4 |
87.7 |
13.2% |
10.8 |
1.6% |
98% |
True |
False |
119,938 |
| 40 |
666.1 |
578.4 |
87.7 |
13.2% |
12.3 |
1.8% |
98% |
True |
False |
120,040 |
| 60 |
666.1 |
578.4 |
87.7 |
13.2% |
11.3 |
1.7% |
98% |
True |
False |
107,520 |
| 80 |
666.1 |
557.0 |
109.1 |
16.4% |
11.3 |
1.7% |
98% |
True |
False |
80,779 |
| 100 |
666.1 |
549.9 |
116.2 |
17.5% |
11.8 |
1.8% |
99% |
True |
False |
64,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
725.3 |
|
2.618 |
702.5 |
|
1.618 |
688.5 |
|
1.000 |
680.0 |
|
0.618 |
674.8 |
|
HIGH |
666.0 |
|
0.618 |
660.8 |
|
0.500 |
659.3 |
|
0.382 |
657.5 |
|
LOW |
652.3 |
|
0.618 |
643.5 |
|
1.000 |
638.3 |
|
1.618 |
629.8 |
|
2.618 |
615.8 |
|
4.250 |
593.0 |
|
|
| Fisher Pivots for day following 05-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
662.8 |
661.8 |
| PP |
661.0 |
659.0 |
| S1 |
659.3 |
656.3 |
|