ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 18-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
679.6 |
683.4 |
3.8 |
0.6% |
663.6 |
| High |
687.7 |
686.8 |
-0.9 |
-0.1% |
680.1 |
| Low |
679.6 |
680.3 |
0.7 |
0.1% |
663.0 |
| Close |
682.8 |
680.9 |
-1.9 |
-0.3% |
677.0 |
| Range |
8.1 |
6.5 |
-1.6 |
-19.8% |
17.1 |
| ATR |
10.0 |
9.7 |
-0.2 |
-2.5% |
0.0 |
| Volume |
71,949 |
51,188 |
-20,761 |
-28.9% |
730,089 |
|
| Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
702.3 |
698.0 |
684.5 |
|
| R3 |
695.8 |
691.5 |
682.8 |
|
| R2 |
689.3 |
689.3 |
682.0 |
|
| R1 |
685.0 |
685.0 |
681.5 |
683.8 |
| PP |
682.8 |
682.8 |
682.8 |
682.0 |
| S1 |
678.5 |
678.5 |
680.3 |
677.3 |
| S2 |
676.3 |
676.3 |
679.8 |
|
| S3 |
669.8 |
672.0 |
679.0 |
|
| S4 |
663.3 |
665.5 |
677.3 |
|
|
| 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 |
668.8 |
18.9 |
2.8% |
7.8 |
1.1% |
64% |
False |
False |
87,856 |
| 10 |
687.7 |
652.2 |
35.5 |
5.2% |
8.8 |
1.3% |
81% |
False |
False |
110,227 |
| 20 |
687.7 |
618.5 |
69.2 |
10.2% |
9.3 |
1.4% |
90% |
False |
False |
113,043 |
| 40 |
687.7 |
578.4 |
109.3 |
16.1% |
11.3 |
1.7% |
94% |
False |
False |
125,815 |
| 60 |
687.7 |
578.4 |
109.3 |
16.1% |
10.8 |
1.6% |
94% |
False |
False |
109,173 |
| 80 |
687.7 |
557.0 |
130.7 |
19.2% |
11.0 |
1.6% |
95% |
False |
False |
93,207 |
| 100 |
687.7 |
549.9 |
137.8 |
20.2% |
11.3 |
1.7% |
95% |
False |
False |
74,604 |
| 120 |
687.7 |
549.9 |
137.8 |
20.2% |
11.3 |
1.7% |
95% |
False |
False |
62,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
714.5 |
|
2.618 |
703.8 |
|
1.618 |
697.3 |
|
1.000 |
693.3 |
|
0.618 |
690.8 |
|
HIGH |
686.8 |
|
0.618 |
684.3 |
|
0.500 |
683.5 |
|
0.382 |
682.8 |
|
LOW |
680.3 |
|
0.618 |
676.3 |
|
1.000 |
673.8 |
|
1.618 |
669.8 |
|
2.618 |
663.3 |
|
4.250 |
652.8 |
|
|
| Fisher Pivots for day following 18-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
683.5 |
680.5 |
| PP |
682.8 |
680.3 |
| S1 |
681.8 |
680.0 |
|