ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 12-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
674.1 |
676.5 |
2.4 |
0.4% |
663.6 |
| High |
677.4 |
680.1 |
2.7 |
0.4% |
680.1 |
| Low |
667.7 |
671.4 |
3.7 |
0.6% |
663.0 |
| Close |
676.4 |
677.0 |
0.6 |
0.1% |
677.0 |
| Range |
9.7 |
8.7 |
-1.0 |
-10.3% |
17.1 |
| ATR |
10.6 |
10.5 |
-0.1 |
-1.3% |
0.0 |
| Volume |
178,521 |
173,476 |
-5,045 |
-2.8% |
730,089 |
|
| Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
702.3 |
698.3 |
681.8 |
|
| R3 |
693.5 |
689.8 |
679.5 |
|
| R2 |
684.8 |
684.8 |
678.5 |
|
| R1 |
681.0 |
681.0 |
677.8 |
683.0 |
| PP |
676.3 |
676.3 |
676.3 |
677.3 |
| S1 |
672.3 |
672.3 |
676.3 |
674.3 |
| S2 |
667.5 |
667.5 |
675.5 |
|
| S3 |
658.8 |
663.5 |
674.5 |
|
| S4 |
650.0 |
654.8 |
672.3 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
724.8 |
718.0 |
686.5 |
|
| R3 |
707.5 |
700.8 |
681.8 |
|
| R2 |
690.5 |
690.5 |
680.3 |
|
| R1 |
683.8 |
683.8 |
678.5 |
687.0 |
| PP |
673.3 |
673.3 |
673.3 |
675.0 |
| S1 |
666.8 |
666.8 |
675.5 |
670.0 |
| S2 |
656.3 |
656.3 |
673.8 |
|
| S3 |
639.3 |
649.5 |
672.3 |
|
| S4 |
622.0 |
632.5 |
667.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
680.1 |
663.0 |
17.1 |
2.5% |
8.8 |
1.3% |
82% |
True |
False |
146,017 |
| 10 |
680.1 |
629.1 |
51.0 |
7.5% |
9.5 |
1.4% |
94% |
True |
False |
131,841 |
| 20 |
680.1 |
596.5 |
83.6 |
12.3% |
9.8 |
1.4% |
96% |
True |
False |
116,500 |
| 40 |
680.1 |
578.4 |
101.7 |
15.0% |
12.0 |
1.8% |
97% |
True |
False |
126,634 |
| 60 |
680.1 |
578.4 |
101.7 |
15.0% |
11.0 |
1.6% |
97% |
True |
False |
114,640 |
| 80 |
680.1 |
557.0 |
123.1 |
18.2% |
11.3 |
1.6% |
97% |
True |
False |
89,889 |
| 100 |
680.1 |
549.9 |
130.2 |
19.2% |
11.8 |
1.7% |
98% |
True |
False |
71,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
717.0 |
|
2.618 |
703.0 |
|
1.618 |
694.3 |
|
1.000 |
688.8 |
|
0.618 |
685.5 |
|
HIGH |
680.0 |
|
0.618 |
676.8 |
|
0.500 |
675.8 |
|
0.382 |
674.8 |
|
LOW |
671.5 |
|
0.618 |
666.0 |
|
1.000 |
662.8 |
|
1.618 |
657.3 |
|
2.618 |
648.5 |
|
4.250 |
634.5 |
|
|
| Fisher Pivots for day following 12-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
676.5 |
676.0 |
| PP |
676.3 |
675.0 |
| S1 |
675.8 |
674.0 |
|