ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 19-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
683.4 |
680.9 |
-2.5 |
-0.4% |
676.3 |
| High |
686.8 |
684.6 |
-2.2 |
-0.3% |
687.7 |
| Low |
680.3 |
680.3 |
0.0 |
0.0% |
668.8 |
| Close |
680.9 |
684.6 |
3.7 |
0.5% |
684.6 |
| Range |
6.5 |
4.3 |
-2.2 |
-33.2% |
18.9 |
| ATR |
9.7 |
9.4 |
-0.4 |
-4.0% |
0.0 |
| Volume |
51,188 |
30,841 |
-20,347 |
-39.7% |
296,648 |
|
| Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
696.3 |
694.8 |
687.0 |
|
| R3 |
691.8 |
690.5 |
685.8 |
|
| R2 |
687.5 |
687.5 |
685.5 |
|
| R1 |
686.0 |
686.0 |
685.0 |
686.8 |
| PP |
683.3 |
683.3 |
683.3 |
683.5 |
| S1 |
681.8 |
681.8 |
684.3 |
682.5 |
| S2 |
678.8 |
678.8 |
683.8 |
|
| S3 |
674.5 |
677.5 |
683.5 |
|
| S4 |
670.3 |
673.0 |
682.3 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
737.0 |
729.8 |
695.0 |
|
| R3 |
718.3 |
710.8 |
689.8 |
|
| R2 |
699.3 |
699.3 |
688.0 |
|
| R1 |
692.0 |
692.0 |
686.3 |
695.5 |
| PP |
680.5 |
680.5 |
680.5 |
682.3 |
| S1 |
673.0 |
673.0 |
683.0 |
676.8 |
| S2 |
661.5 |
661.5 |
681.3 |
|
| S3 |
642.5 |
654.3 |
679.5 |
|
| S4 |
623.8 |
635.3 |
674.3 |
|
|
| 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% |
7.0 |
1.0% |
84% |
False |
False |
59,329 |
| 10 |
687.7 |
663.0 |
24.7 |
3.6% |
7.8 |
1.2% |
88% |
False |
False |
102,673 |
| 20 |
687.7 |
618.5 |
69.2 |
10.1% |
9.0 |
1.3% |
96% |
False |
False |
108,894 |
| 40 |
687.7 |
578.4 |
109.3 |
16.0% |
11.0 |
1.6% |
97% |
False |
False |
123,363 |
| 60 |
687.7 |
578.4 |
109.3 |
16.0% |
10.8 |
1.6% |
97% |
False |
False |
107,645 |
| 80 |
687.7 |
557.0 |
130.7 |
19.1% |
11.0 |
1.6% |
98% |
False |
False |
93,592 |
| 100 |
687.7 |
549.9 |
137.8 |
20.1% |
11.0 |
1.6% |
98% |
False |
False |
74,909 |
| 120 |
687.7 |
549.9 |
137.8 |
20.1% |
11.3 |
1.6% |
98% |
False |
False |
62,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
703.0 |
|
2.618 |
696.0 |
|
1.618 |
691.8 |
|
1.000 |
689.0 |
|
0.618 |
687.3 |
|
HIGH |
684.8 |
|
0.618 |
683.0 |
|
0.500 |
682.5 |
|
0.382 |
682.0 |
|
LOW |
680.3 |
|
0.618 |
677.5 |
|
1.000 |
676.0 |
|
1.618 |
673.3 |
|
2.618 |
669.0 |
|
4.250 |
661.8 |
|
|
| Fisher Pivots for day following 19-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
684.0 |
684.3 |
| PP |
683.3 |
684.0 |
| S1 |
682.5 |
683.8 |
|