ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 12-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2010 |
12-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
644.0 |
639.8 |
-4.2 |
-0.7% |
625.2 |
| High |
648.9 |
641.0 |
-7.9 |
-1.2% |
644.3 |
| Low |
637.9 |
630.8 |
-7.1 |
-1.1% |
625.2 |
| Close |
640.0 |
635.7 |
-4.3 |
-0.7% |
643.2 |
| Range |
11.0 |
10.2 |
-0.8 |
-7.3% |
19.1 |
| ATR |
10.0 |
10.0 |
0.0 |
0.1% |
0.0 |
| Volume |
81,810 |
88,683 |
6,873 |
8.4% |
428,960 |
|
| Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
666.5 |
661.3 |
641.3 |
|
| R3 |
656.3 |
651.0 |
638.5 |
|
| R2 |
646.0 |
646.0 |
637.5 |
|
| R1 |
640.8 |
640.8 |
636.8 |
638.3 |
| PP |
635.8 |
635.8 |
635.8 |
634.5 |
| S1 |
630.8 |
630.8 |
634.8 |
628.3 |
| S2 |
625.8 |
625.8 |
633.8 |
|
| S3 |
615.5 |
620.5 |
633.0 |
|
| S4 |
605.3 |
610.3 |
630.0 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
694.8 |
688.3 |
653.8 |
|
| R3 |
675.8 |
669.0 |
648.5 |
|
| R2 |
656.8 |
656.8 |
646.8 |
|
| R1 |
650.0 |
650.0 |
645.0 |
653.3 |
| PP |
637.5 |
637.5 |
637.5 |
639.3 |
| S1 |
630.8 |
630.8 |
641.5 |
634.3 |
| S2 |
618.5 |
618.5 |
639.8 |
|
| S3 |
599.3 |
611.8 |
638.0 |
|
| S4 |
580.3 |
592.8 |
632.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
648.9 |
629.7 |
19.2 |
3.0% |
9.5 |
1.5% |
31% |
False |
False |
89,309 |
| 10 |
648.9 |
621.0 |
27.9 |
4.4% |
9.5 |
1.5% |
53% |
False |
False |
74,754 |
| 20 |
648.9 |
595.4 |
53.5 |
8.4% |
9.0 |
1.4% |
75% |
False |
False |
91,803 |
| 40 |
648.9 |
557.0 |
91.9 |
14.5% |
10.5 |
1.6% |
86% |
False |
False |
50,490 |
| 60 |
648.9 |
549.9 |
99.0 |
15.6% |
11.5 |
1.8% |
87% |
False |
False |
33,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
684.3 |
|
2.618 |
667.8 |
|
1.618 |
657.5 |
|
1.000 |
651.3 |
|
0.618 |
647.3 |
|
HIGH |
641.0 |
|
0.618 |
637.0 |
|
0.500 |
636.0 |
|
0.382 |
634.8 |
|
LOW |
630.8 |
|
0.618 |
624.5 |
|
1.000 |
620.5 |
|
1.618 |
614.3 |
|
2.618 |
604.0 |
|
4.250 |
587.5 |
|
|
| Fisher Pivots for day following 12-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
636.0 |
639.8 |
| PP |
635.8 |
638.5 |
| S1 |
635.8 |
637.0 |
|