ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 08-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2010 |
08-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
653.2 |
663.6 |
10.4 |
1.6% |
629.1 |
| High |
666.1 |
668.1 |
2.0 |
0.3% |
666.1 |
| Low |
652.2 |
663.4 |
11.2 |
1.7% |
629.1 |
| Close |
664.4 |
666.3 |
1.9 |
0.3% |
664.4 |
| Range |
13.9 |
4.7 |
-9.2 |
-66.2% |
37.0 |
| ATR |
11.2 |
10.7 |
-0.5 |
-4.1% |
0.0 |
| Volume |
106,376 |
130,634 |
24,258 |
22.8% |
588,329 |
|
| Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
680.0 |
677.8 |
669.0 |
|
| R3 |
675.3 |
673.3 |
667.5 |
|
| R2 |
670.8 |
670.8 |
667.3 |
|
| R1 |
668.5 |
668.5 |
666.8 |
669.5 |
| PP |
666.0 |
666.0 |
666.0 |
666.5 |
| S1 |
663.8 |
663.8 |
665.8 |
664.8 |
| S2 |
661.3 |
661.3 |
665.5 |
|
| S3 |
656.5 |
659.0 |
665.0 |
|
| S4 |
651.8 |
654.3 |
663.8 |
|
|
| 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 |
668.1 |
640.2 |
27.9 |
4.2% |
8.5 |
1.3% |
94% |
True |
False |
121,417 |
| 10 |
668.1 |
618.5 |
49.6 |
7.4% |
10.0 |
1.5% |
96% |
True |
False |
116,967 |
| 20 |
668.1 |
584.4 |
83.7 |
12.6% |
10.5 |
1.6% |
98% |
True |
False |
117,299 |
| 40 |
668.1 |
578.4 |
89.7 |
13.5% |
12.0 |
1.8% |
98% |
True |
False |
121,147 |
| 60 |
668.1 |
578.4 |
89.7 |
13.5% |
11.0 |
1.7% |
98% |
True |
False |
109,649 |
| 80 |
668.1 |
557.0 |
111.1 |
16.7% |
11.3 |
1.7% |
98% |
True |
False |
82,411 |
| 100 |
668.1 |
549.9 |
118.2 |
17.7% |
11.8 |
1.7% |
98% |
True |
False |
65,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
688.0 |
|
2.618 |
680.5 |
|
1.618 |
675.8 |
|
1.000 |
672.8 |
|
0.618 |
671.0 |
|
HIGH |
668.0 |
|
0.618 |
666.3 |
|
0.500 |
665.8 |
|
0.382 |
665.3 |
|
LOW |
663.5 |
|
0.618 |
660.5 |
|
1.000 |
658.8 |
|
1.618 |
655.8 |
|
2.618 |
651.0 |
|
4.250 |
643.5 |
|
|
| Fisher Pivots for day following 08-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
666.0 |
663.3 |
| PP |
666.0 |
660.5 |
| S1 |
665.8 |
657.5 |
|