ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 09-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
663.6 |
665.5 |
1.9 |
0.3% |
629.1 |
| High |
668.1 |
673.8 |
5.7 |
0.9% |
666.1 |
| Low |
663.4 |
663.0 |
-0.4 |
-0.1% |
629.1 |
| Close |
666.3 |
669.0 |
2.7 |
0.4% |
664.4 |
| Range |
4.7 |
10.8 |
6.1 |
129.8% |
37.0 |
| ATR |
10.7 |
10.7 |
0.0 |
0.0% |
0.0 |
| Volume |
130,634 |
98,022 |
-32,612 |
-25.0% |
588,329 |
|
| Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
701.0 |
695.8 |
675.0 |
|
| R3 |
690.3 |
685.0 |
672.0 |
|
| R2 |
679.5 |
679.5 |
671.0 |
|
| R1 |
674.3 |
674.3 |
670.0 |
676.8 |
| PP |
668.5 |
668.5 |
668.5 |
670.0 |
| S1 |
663.5 |
663.5 |
668.0 |
666.0 |
| S2 |
657.8 |
657.8 |
667.0 |
|
| S3 |
647.0 |
652.5 |
666.0 |
|
| S4 |
636.3 |
641.8 |
663.0 |
|
|
| 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 |
673.8 |
646.3 |
27.5 |
4.1% |
8.5 |
1.3% |
83% |
True |
False |
112,993 |
| 10 |
673.8 |
618.5 |
55.3 |
8.3% |
9.8 |
1.4% |
91% |
True |
False |
118,688 |
| 20 |
673.8 |
585.1 |
88.7 |
13.3% |
10.5 |
1.6% |
95% |
True |
False |
111,665 |
| 40 |
673.8 |
578.4 |
95.4 |
14.3% |
12.0 |
1.8% |
95% |
True |
False |
121,015 |
| 60 |
673.8 |
578.4 |
95.4 |
14.3% |
11.0 |
1.7% |
95% |
True |
False |
111,150 |
| 80 |
673.8 |
557.0 |
116.8 |
17.5% |
11.3 |
1.7% |
96% |
True |
False |
83,636 |
| 100 |
673.8 |
549.9 |
123.9 |
18.5% |
11.8 |
1.7% |
96% |
True |
False |
66,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
719.8 |
|
2.618 |
702.0 |
|
1.618 |
691.3 |
|
1.000 |
684.5 |
|
0.618 |
680.5 |
|
HIGH |
673.8 |
|
0.618 |
669.8 |
|
0.500 |
668.5 |
|
0.382 |
667.3 |
|
LOW |
663.0 |
|
0.618 |
656.3 |
|
1.000 |
652.3 |
|
1.618 |
645.5 |
|
2.618 |
634.8 |
|
4.250 |
617.0 |
|
|
| Fisher Pivots for day following 09-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
668.8 |
667.0 |
| PP |
668.5 |
665.0 |
| S1 |
668.5 |
663.0 |
|