ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 17-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
674.2 |
679.6 |
5.4 |
0.8% |
663.6 |
| High |
679.8 |
687.7 |
7.9 |
1.2% |
680.1 |
| Low |
672.3 |
679.6 |
7.3 |
1.1% |
663.0 |
| Close |
679.5 |
682.8 |
3.3 |
0.5% |
677.0 |
| Range |
7.5 |
8.1 |
0.6 |
8.0% |
17.1 |
| ATR |
10.1 |
10.0 |
-0.1 |
-1.4% |
0.0 |
| Volume |
69,796 |
71,949 |
2,153 |
3.1% |
730,089 |
|
| Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
707.8 |
703.3 |
687.3 |
|
| R3 |
699.5 |
695.3 |
685.0 |
|
| R2 |
691.5 |
691.5 |
684.3 |
|
| R1 |
687.3 |
687.3 |
683.5 |
689.3 |
| PP |
683.3 |
683.3 |
683.3 |
684.5 |
| S1 |
679.0 |
679.0 |
682.0 |
681.3 |
| S2 |
675.3 |
675.3 |
681.3 |
|
| S3 |
667.3 |
671.0 |
680.5 |
|
| S4 |
659.0 |
662.8 |
678.3 |
|
|
| 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 |
687.7 |
667.7 |
20.0 |
2.9% |
8.5 |
1.2% |
76% |
True |
False |
113,323 |
| 10 |
687.7 |
646.8 |
40.9 |
6.0% |
8.8 |
1.3% |
88% |
True |
False |
115,508 |
| 20 |
687.7 |
618.5 |
69.2 |
10.1% |
9.3 |
1.4% |
93% |
True |
False |
115,839 |
| 40 |
687.7 |
578.4 |
109.3 |
16.0% |
11.5 |
1.7% |
96% |
True |
False |
127,244 |
| 60 |
687.7 |
578.4 |
109.3 |
16.0% |
11.0 |
1.6% |
96% |
True |
False |
110,629 |
| 80 |
687.7 |
557.0 |
130.7 |
19.1% |
11.0 |
1.6% |
96% |
True |
False |
92,568 |
| 100 |
687.7 |
549.9 |
137.8 |
20.2% |
11.3 |
1.7% |
96% |
True |
False |
74,093 |
| 120 |
687.7 |
549.9 |
137.8 |
20.2% |
11.3 |
1.7% |
96% |
True |
False |
61,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
722.0 |
|
2.618 |
709.0 |
|
1.618 |
700.8 |
|
1.000 |
695.8 |
|
0.618 |
692.8 |
|
HIGH |
687.8 |
|
0.618 |
684.5 |
|
0.500 |
683.8 |
|
0.382 |
682.8 |
|
LOW |
679.5 |
|
0.618 |
674.5 |
|
1.000 |
671.5 |
|
1.618 |
666.5 |
|
2.618 |
658.5 |
|
4.250 |
645.3 |
|
|
| Fisher Pivots for day following 17-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
683.8 |
681.3 |
| PP |
683.3 |
679.8 |
| S1 |
683.0 |
678.3 |
|