ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 05-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2010 |
05-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
625.2 |
637.1 |
11.9 |
1.9% |
631.7 |
| High |
638.8 |
640.2 |
1.4 |
0.2% |
634.9 |
| Low |
625.2 |
633.1 |
7.9 |
1.3% |
621.0 |
| Close |
637.3 |
636.0 |
-1.3 |
-0.2% |
623.9 |
| Range |
13.6 |
7.1 |
-6.5 |
-47.8% |
13.9 |
| ATR |
10.5 |
10.2 |
-0.2 |
-2.3% |
0.0 |
| Volume |
51,907 |
100,998 |
49,091 |
94.6% |
170,628 |
|
| Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
657.8 |
654.0 |
640.0 |
|
| R3 |
650.8 |
646.8 |
638.0 |
|
| R2 |
643.5 |
643.5 |
637.3 |
|
| R1 |
639.8 |
639.8 |
636.8 |
638.0 |
| PP |
636.5 |
636.5 |
636.5 |
635.5 |
| S1 |
632.8 |
632.8 |
635.3 |
631.0 |
| S2 |
629.3 |
629.3 |
634.8 |
|
| S3 |
622.3 |
625.5 |
634.0 |
|
| S4 |
615.3 |
618.5 |
632.0 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
670.5 |
|
2.618 |
658.8 |
|
1.618 |
651.8 |
|
1.000 |
647.3 |
|
0.618 |
644.5 |
|
HIGH |
640.3 |
|
0.618 |
637.5 |
|
0.500 |
636.8 |
|
0.382 |
635.8 |
|
LOW |
633.0 |
|
0.618 |
628.8 |
|
1.000 |
626.0 |
|
1.618 |
621.5 |
|
2.618 |
614.5 |
|
4.250 |
603.0 |
|
|
| Fisher Pivots for day following 05-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
636.8 |
634.3 |
| PP |
636.5 |
632.5 |
| S1 |
636.3 |
630.5 |
|