ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 11-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
669.2 |
674.1 |
4.9 |
0.7% |
629.1 |
| High |
677.9 |
677.4 |
-0.5 |
-0.1% |
666.1 |
| Low |
667.8 |
667.7 |
-0.1 |
0.0% |
629.1 |
| Close |
674.6 |
676.4 |
1.8 |
0.3% |
664.4 |
| Range |
10.1 |
9.7 |
-0.4 |
-4.0% |
37.0 |
| ATR |
10.7 |
10.6 |
-0.1 |
-0.7% |
0.0 |
| Volume |
149,436 |
178,521 |
29,085 |
19.5% |
588,329 |
|
| Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
703.0 |
699.3 |
681.8 |
|
| R3 |
693.3 |
689.8 |
679.0 |
|
| R2 |
683.5 |
683.5 |
678.3 |
|
| R1 |
680.0 |
680.0 |
677.3 |
681.8 |
| PP |
673.8 |
673.8 |
673.8 |
674.8 |
| S1 |
670.3 |
670.3 |
675.5 |
672.0 |
| S2 |
664.3 |
664.3 |
674.5 |
|
| S3 |
654.5 |
660.5 |
673.8 |
|
| S4 |
644.8 |
650.8 |
671.0 |
|
|
| 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 |
677.9 |
652.2 |
25.7 |
3.8% |
9.8 |
1.5% |
94% |
False |
False |
132,597 |
| 10 |
677.9 |
623.2 |
54.7 |
8.1% |
9.5 |
1.4% |
97% |
False |
False |
128,204 |
| 20 |
677.9 |
588.2 |
89.7 |
13.3% |
10.3 |
1.5% |
98% |
False |
False |
113,639 |
| 40 |
677.9 |
578.4 |
99.5 |
14.7% |
12.0 |
1.8% |
98% |
False |
False |
124,951 |
| 60 |
677.9 |
578.4 |
99.5 |
14.7% |
11.0 |
1.6% |
98% |
False |
False |
113,902 |
| 80 |
677.9 |
557.0 |
120.9 |
17.9% |
11.3 |
1.7% |
99% |
False |
False |
87,721 |
| 100 |
677.9 |
549.9 |
128.0 |
18.9% |
11.8 |
1.7% |
99% |
False |
False |
70,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
718.5 |
|
2.618 |
702.8 |
|
1.618 |
693.0 |
|
1.000 |
687.0 |
|
0.618 |
683.5 |
|
HIGH |
677.5 |
|
0.618 |
673.8 |
|
0.500 |
672.5 |
|
0.382 |
671.5 |
|
LOW |
667.8 |
|
0.618 |
661.8 |
|
1.000 |
658.0 |
|
1.618 |
652.0 |
|
2.618 |
642.3 |
|
4.250 |
626.5 |
|
|
| Fisher Pivots for day following 11-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
675.0 |
674.5 |
| PP |
673.8 |
672.5 |
| S1 |
672.5 |
670.5 |
|