ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 13-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
639.8 |
636.3 |
-3.5 |
-0.5% |
625.2 |
| High |
641.0 |
643.6 |
2.6 |
0.4% |
644.3 |
| Low |
630.8 |
630.7 |
-0.1 |
0.0% |
625.2 |
| Close |
635.7 |
640.9 |
5.2 |
0.8% |
643.2 |
| Range |
10.2 |
12.9 |
2.7 |
26.5% |
19.1 |
| ATR |
10.0 |
10.3 |
0.2 |
2.0% |
0.0 |
| Volume |
88,683 |
106,155 |
17,472 |
19.7% |
428,960 |
|
| Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
677.0 |
672.0 |
648.0 |
|
| R3 |
664.3 |
659.0 |
644.5 |
|
| R2 |
651.3 |
651.3 |
643.3 |
|
| R1 |
646.0 |
646.0 |
642.0 |
648.8 |
| PP |
638.5 |
638.5 |
638.5 |
639.8 |
| S1 |
633.3 |
633.3 |
639.8 |
635.8 |
| S2 |
625.5 |
625.5 |
638.5 |
|
| S3 |
612.5 |
620.3 |
637.3 |
|
| S4 |
599.8 |
607.5 |
633.8 |
|
|
| 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% |
10.8 |
1.7% |
58% |
False |
False |
93,263 |
| 10 |
648.9 |
621.0 |
27.9 |
4.4% |
10.3 |
1.6% |
71% |
False |
False |
81,384 |
| 20 |
648.9 |
597.7 |
51.2 |
8.0% |
9.3 |
1.4% |
84% |
False |
False |
90,650 |
| 40 |
648.9 |
557.0 |
91.9 |
14.3% |
10.5 |
1.6% |
91% |
False |
False |
53,143 |
| 60 |
648.9 |
549.9 |
99.0 |
15.4% |
11.5 |
1.8% |
92% |
False |
False |
35,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
698.5 |
|
2.618 |
677.3 |
|
1.618 |
664.5 |
|
1.000 |
656.5 |
|
0.618 |
651.5 |
|
HIGH |
643.5 |
|
0.618 |
638.8 |
|
0.500 |
637.3 |
|
0.382 |
635.8 |
|
LOW |
630.8 |
|
0.618 |
622.8 |
|
1.000 |
617.8 |
|
1.618 |
609.8 |
|
2.618 |
597.0 |
|
4.250 |
576.0 |
|
|
| Fisher Pivots for day following 13-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
639.8 |
640.5 |
| PP |
638.5 |
640.3 |
| S1 |
637.3 |
639.8 |
|