ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 04-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
632.3 |
625.2 |
-7.1 |
-1.1% |
631.7 |
| High |
634.0 |
638.8 |
4.8 |
0.8% |
634.9 |
| Low |
621.0 |
625.2 |
4.2 |
0.7% |
621.0 |
| Close |
623.9 |
637.3 |
13.4 |
2.1% |
623.9 |
| Range |
13.0 |
13.6 |
0.6 |
4.6% |
13.9 |
| ATR |
10.1 |
10.5 |
0.3 |
3.3% |
0.0 |
| Volume |
66,519 |
51,907 |
-14,612 |
-22.0% |
170,628 |
|
| Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
674.5 |
669.5 |
644.8 |
|
| R3 |
661.0 |
656.0 |
641.0 |
|
| R2 |
647.3 |
647.3 |
639.8 |
|
| R1 |
642.3 |
642.3 |
638.5 |
644.8 |
| PP |
633.8 |
633.8 |
633.8 |
635.0 |
| S1 |
628.8 |
628.8 |
636.0 |
631.3 |
| S2 |
620.3 |
620.3 |
634.8 |
|
| S3 |
606.5 |
615.3 |
633.5 |
|
| S4 |
593.0 |
601.5 |
629.8 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
668.3 |
660.0 |
631.5 |
|
| R3 |
654.5 |
646.0 |
627.8 |
|
| R2 |
640.5 |
640.5 |
626.5 |
|
| R1 |
632.3 |
632.3 |
625.3 |
629.5 |
| PP |
626.5 |
626.5 |
626.5 |
625.3 |
| S1 |
618.3 |
618.3 |
622.8 |
615.5 |
| S2 |
612.8 |
612.8 |
621.3 |
|
| S3 |
598.8 |
604.5 |
620.0 |
|
| S4 |
585.0 |
590.5 |
616.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
638.8 |
621.0 |
17.8 |
2.8% |
9.3 |
1.4% |
92% |
True |
False |
44,507 |
| 10 |
638.8 |
598.8 |
40.0 |
6.3% |
8.8 |
1.4% |
96% |
True |
False |
70,407 |
| 20 |
638.8 |
585.0 |
53.8 |
8.4% |
10.0 |
1.6% |
97% |
True |
False |
73,397 |
| 40 |
638.8 |
557.0 |
81.8 |
12.8% |
10.5 |
1.6% |
98% |
True |
False |
36,842 |
| 60 |
638.8 |
549.9 |
88.9 |
13.9% |
11.5 |
1.8% |
98% |
True |
False |
24,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
696.5 |
|
2.618 |
674.5 |
|
1.618 |
660.8 |
|
1.000 |
652.5 |
|
0.618 |
647.3 |
|
HIGH |
638.8 |
|
0.618 |
633.5 |
|
0.500 |
632.0 |
|
0.382 |
630.5 |
|
LOW |
625.3 |
|
0.618 |
616.8 |
|
1.000 |
611.5 |
|
1.618 |
603.3 |
|
2.618 |
589.5 |
|
4.250 |
567.5 |
|
|
| Fisher Pivots for day following 04-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
635.5 |
634.8 |
| PP |
633.8 |
632.3 |
| S1 |
632.0 |
630.0 |
|