ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 29-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2010 |
29-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
617.5 |
604.7 |
-12.8 |
-2.1% |
618.7 |
| High |
622.8 |
615.3 |
-7.5 |
-1.2% |
622.8 |
| Low |
600.5 |
598.1 |
-2.4 |
-0.4% |
598.1 |
| Close |
605.5 |
601.0 |
-4.5 |
-0.7% |
601.0 |
| Range |
22.3 |
17.2 |
-5.1 |
-22.9% |
24.7 |
| ATR |
12.5 |
12.9 |
0.3 |
2.7% |
0.0 |
| Volume |
162,152 |
174,609 |
12,457 |
7.7% |
794,852 |
|
| Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
656.5 |
646.0 |
610.5 |
|
| R3 |
639.3 |
628.8 |
605.8 |
|
| R2 |
622.0 |
622.0 |
604.3 |
|
| R1 |
611.5 |
611.5 |
602.5 |
608.3 |
| PP |
604.8 |
604.8 |
604.8 |
603.0 |
| S1 |
594.3 |
594.3 |
599.5 |
591.0 |
| S2 |
587.5 |
587.5 |
597.8 |
|
| S3 |
570.5 |
577.0 |
596.3 |
|
| S4 |
553.3 |
560.0 |
591.5 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
681.5 |
666.0 |
614.5 |
|
| R3 |
656.8 |
641.3 |
607.8 |
|
| R2 |
632.0 |
632.0 |
605.5 |
|
| R1 |
616.5 |
616.5 |
603.3 |
612.0 |
| PP |
607.3 |
607.3 |
607.3 |
605.0 |
| S1 |
591.8 |
591.8 |
598.8 |
587.3 |
| S2 |
582.5 |
582.5 |
596.5 |
|
| S3 |
558.0 |
567.0 |
594.3 |
|
| S4 |
533.3 |
542.5 |
587.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
622.8 |
598.1 |
24.7 |
4.1% |
14.3 |
2.4% |
12% |
False |
True |
158,970 |
| 10 |
647.6 |
598.1 |
49.5 |
8.2% |
15.3 |
2.5% |
6% |
False |
True |
128,862 |
| 20 |
648.9 |
598.1 |
50.8 |
8.5% |
12.8 |
2.1% |
6% |
False |
True |
108,156 |
| 40 |
648.9 |
583.7 |
65.2 |
10.8% |
11.5 |
1.9% |
27% |
False |
False |
87,890 |
| 60 |
648.9 |
557.0 |
91.9 |
15.3% |
11.3 |
1.9% |
48% |
False |
False |
58,654 |
| 80 |
648.9 |
549.9 |
99.0 |
16.5% |
11.5 |
1.9% |
52% |
False |
False |
44,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
688.5 |
|
2.618 |
660.3 |
|
1.618 |
643.3 |
|
1.000 |
632.5 |
|
0.618 |
626.0 |
|
HIGH |
615.3 |
|
0.618 |
608.8 |
|
0.500 |
606.8 |
|
0.382 |
604.8 |
|
LOW |
598.0 |
|
0.618 |
587.5 |
|
1.000 |
581.0 |
|
1.618 |
570.3 |
|
2.618 |
553.0 |
|
4.250 |
525.0 |
|
|
| Fisher Pivots for day following 29-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
606.8 |
610.5 |
| PP |
604.8 |
607.3 |
| S1 |
603.0 |
604.3 |
|