ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 15-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
676.5 |
676.3 |
-0.2 |
0.0% |
663.6 |
| High |
680.1 |
677.1 |
-3.0 |
-0.4% |
680.1 |
| Low |
671.4 |
668.8 |
-2.6 |
-0.4% |
663.0 |
| Close |
677.0 |
674.3 |
-2.7 |
-0.4% |
677.0 |
| Range |
8.7 |
8.3 |
-0.4 |
-4.6% |
17.1 |
| ATR |
10.5 |
10.3 |
-0.2 |
-1.5% |
0.0 |
| Volume |
173,476 |
72,874 |
-100,602 |
-58.0% |
730,089 |
|
| Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
698.3 |
694.5 |
678.8 |
|
| R3 |
690.0 |
686.3 |
676.5 |
|
| R2 |
681.8 |
681.8 |
675.8 |
|
| R1 |
678.0 |
678.0 |
675.0 |
675.8 |
| PP |
673.5 |
673.5 |
673.5 |
672.3 |
| S1 |
669.8 |
669.8 |
673.5 |
667.5 |
| S2 |
665.0 |
665.0 |
672.8 |
|
| S3 |
656.8 |
661.5 |
672.0 |
|
| S4 |
648.5 |
653.0 |
669.8 |
|
|
| 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% |
9.5 |
1.4% |
66% |
False |
False |
134,465 |
| 10 |
680.1 |
640.2 |
39.9 |
5.9% |
9.0 |
1.3% |
85% |
False |
False |
127,941 |
| 20 |
680.1 |
609.4 |
70.7 |
10.5% |
9.5 |
1.4% |
92% |
False |
False |
113,948 |
| 40 |
680.1 |
578.4 |
101.7 |
15.1% |
12.0 |
1.8% |
94% |
False |
False |
125,897 |
| 60 |
680.1 |
578.4 |
101.7 |
15.1% |
11.0 |
1.6% |
94% |
False |
False |
113,301 |
| 80 |
680.1 |
557.0 |
123.1 |
18.3% |
11.3 |
1.7% |
95% |
False |
False |
90,797 |
| 100 |
680.1 |
549.9 |
130.2 |
19.3% |
11.5 |
1.7% |
96% |
False |
False |
72,680 |
| 120 |
680.1 |
549.9 |
130.2 |
19.3% |
11.5 |
1.7% |
96% |
False |
False |
60,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
712.5 |
|
2.618 |
698.8 |
|
1.618 |
690.5 |
|
1.000 |
685.5 |
|
0.618 |
682.3 |
|
HIGH |
677.0 |
|
0.618 |
674.0 |
|
0.500 |
673.0 |
|
0.382 |
672.0 |
|
LOW |
668.8 |
|
0.618 |
663.8 |
|
1.000 |
660.5 |
|
1.618 |
655.3 |
|
2.618 |
647.0 |
|
4.250 |
633.5 |
|
|
| Fisher Pivots for day following 15-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
673.8 |
674.3 |
| PP |
673.5 |
674.0 |
| S1 |
673.0 |
674.0 |
|