ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 16-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
676.3 |
674.2 |
-2.1 |
-0.3% |
663.6 |
| High |
677.1 |
679.8 |
2.7 |
0.4% |
680.1 |
| Low |
668.8 |
672.3 |
3.5 |
0.5% |
663.0 |
| Close |
674.3 |
679.5 |
5.2 |
0.8% |
677.0 |
| Range |
8.3 |
7.5 |
-0.8 |
-9.6% |
17.1 |
| ATR |
10.3 |
10.1 |
-0.2 |
-2.0% |
0.0 |
| Volume |
72,874 |
69,796 |
-3,078 |
-4.2% |
730,089 |
|
| Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
699.8 |
697.0 |
683.5 |
|
| R3 |
692.3 |
689.5 |
681.5 |
|
| R2 |
684.8 |
684.8 |
681.0 |
|
| R1 |
682.0 |
682.0 |
680.3 |
683.5 |
| PP |
677.3 |
677.3 |
677.3 |
677.8 |
| S1 |
674.5 |
674.5 |
678.8 |
676.0 |
| S2 |
669.8 |
669.8 |
678.0 |
|
| S3 |
662.3 |
667.0 |
677.5 |
|
| S4 |
654.8 |
659.5 |
675.5 |
|
|
| 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 |
667.7 |
12.4 |
1.8% |
8.8 |
1.3% |
95% |
False |
False |
128,820 |
| 10 |
680.1 |
646.3 |
33.8 |
5.0% |
8.8 |
1.3% |
98% |
False |
False |
120,906 |
| 20 |
680.1 |
618.4 |
61.7 |
9.1% |
9.3 |
1.4% |
99% |
False |
False |
117,315 |
| 40 |
680.1 |
578.4 |
101.7 |
15.0% |
11.8 |
1.7% |
99% |
False |
False |
125,569 |
| 60 |
680.1 |
578.4 |
101.7 |
15.0% |
11.0 |
1.6% |
99% |
False |
False |
111,699 |
| 80 |
680.1 |
557.0 |
123.1 |
18.1% |
11.3 |
1.6% |
100% |
False |
False |
91,669 |
| 100 |
680.1 |
549.9 |
130.2 |
19.2% |
11.5 |
1.7% |
100% |
False |
False |
73,375 |
| 120 |
680.1 |
549.9 |
130.2 |
19.2% |
11.3 |
1.7% |
100% |
False |
False |
61,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
711.8 |
|
2.618 |
699.5 |
|
1.618 |
692.0 |
|
1.000 |
687.3 |
|
0.618 |
684.5 |
|
HIGH |
679.8 |
|
0.618 |
677.0 |
|
0.500 |
676.0 |
|
0.382 |
675.3 |
|
LOW |
672.3 |
|
0.618 |
667.8 |
|
1.000 |
664.8 |
|
1.618 |
660.3 |
|
2.618 |
652.8 |
|
4.250 |
640.5 |
|
|
| Fisher Pivots for day following 16-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
678.3 |
677.8 |
| PP |
677.3 |
676.3 |
| S1 |
676.0 |
674.5 |
|