ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 31-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2010 |
31-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
680.9 |
680.8 |
-0.1 |
0.0% |
667.9 |
| High |
685.5 |
686.3 |
0.8 |
0.1% |
691.7 |
| Low |
676.9 |
675.6 |
-1.3 |
-0.2% |
664.1 |
| Close |
682.3 |
677.1 |
-5.2 |
-0.8% |
677.3 |
| Range |
8.6 |
10.7 |
2.1 |
24.4% |
27.6 |
| ATR |
9.7 |
9.8 |
0.1 |
0.7% |
0.0 |
| Volume |
101,864 |
106,449 |
4,585 |
4.5% |
664,186 |
|
| Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
711.8 |
705.3 |
683.0 |
|
| R3 |
701.0 |
694.5 |
680.0 |
|
| R2 |
690.3 |
690.3 |
679.0 |
|
| R1 |
683.8 |
683.8 |
678.0 |
681.8 |
| PP |
679.8 |
679.8 |
679.8 |
678.8 |
| S1 |
673.0 |
673.0 |
676.0 |
671.0 |
| S2 |
669.0 |
669.0 |
675.3 |
|
| S3 |
658.3 |
662.3 |
674.3 |
|
| S4 |
647.5 |
651.8 |
671.3 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
760.5 |
746.5 |
692.5 |
|
| R3 |
733.0 |
719.0 |
685.0 |
|
| R2 |
705.3 |
705.3 |
682.3 |
|
| R1 |
691.3 |
691.3 |
679.8 |
698.3 |
| PP |
677.8 |
677.8 |
677.8 |
681.3 |
| S1 |
663.8 |
663.8 |
674.8 |
670.8 |
| S2 |
650.0 |
650.0 |
672.3 |
|
| S3 |
622.5 |
636.0 |
669.8 |
|
| S4 |
595.0 |
608.5 |
662.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
691.7 |
673.8 |
17.9 |
2.6% |
10.3 |
1.5% |
18% |
False |
False |
119,649 |
| 10 |
691.7 |
664.1 |
27.6 |
4.1% |
10.8 |
1.6% |
47% |
False |
False |
129,667 |
| 20 |
691.7 |
644.9 |
46.8 |
6.9% |
9.8 |
1.4% |
69% |
False |
False |
99,948 |
| 40 |
691.7 |
577.1 |
114.6 |
16.9% |
9.8 |
1.4% |
87% |
False |
False |
50,362 |
| 60 |
691.7 |
577.1 |
114.6 |
16.9% |
9.0 |
1.3% |
87% |
False |
False |
33,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
731.8 |
|
2.618 |
714.3 |
|
1.618 |
703.5 |
|
1.000 |
697.0 |
|
0.618 |
693.0 |
|
HIGH |
686.3 |
|
0.618 |
682.3 |
|
0.500 |
681.0 |
|
0.382 |
679.8 |
|
LOW |
675.5 |
|
0.618 |
669.0 |
|
1.000 |
665.0 |
|
1.618 |
658.3 |
|
2.618 |
647.5 |
|
4.250 |
630.0 |
|
|
| Fisher Pivots for day following 31-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
681.0 |
681.0 |
| PP |
679.8 |
679.8 |
| S1 |
678.5 |
678.5 |
|