ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 19-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2010 |
19-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
645.5 |
641.6 |
-3.9 |
-0.6% |
644.0 |
| High |
646.6 |
647.6 |
1.0 |
0.2% |
648.9 |
| Low |
630.9 |
635.1 |
4.2 |
0.7% |
630.7 |
| Close |
636.6 |
646.4 |
9.8 |
1.5% |
636.6 |
| Range |
15.7 |
12.5 |
-3.2 |
-20.4% |
18.2 |
| ATR |
10.5 |
10.7 |
0.1 |
1.3% |
0.0 |
| Volume |
82,906 |
4,961 |
-77,945 |
-94.0% |
461,923 |
|
| Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
680.5 |
676.0 |
653.3 |
|
| R3 |
668.0 |
663.5 |
649.8 |
|
| R2 |
655.5 |
655.5 |
648.8 |
|
| R1 |
651.0 |
651.0 |
647.5 |
653.3 |
| PP |
643.0 |
643.0 |
643.0 |
644.3 |
| S1 |
638.5 |
638.5 |
645.3 |
640.8 |
| S2 |
630.5 |
630.5 |
644.0 |
|
| S3 |
618.0 |
626.0 |
643.0 |
|
| S4 |
605.5 |
613.5 |
639.5 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
693.3 |
683.3 |
646.5 |
|
| R3 |
675.3 |
665.0 |
641.5 |
|
| R2 |
657.0 |
657.0 |
640.0 |
|
| R1 |
646.8 |
646.8 |
638.3 |
642.8 |
| PP |
638.8 |
638.8 |
638.8 |
636.8 |
| S1 |
628.5 |
628.5 |
635.0 |
624.5 |
| S2 |
620.5 |
620.5 |
633.3 |
|
| S3 |
602.3 |
610.3 |
631.5 |
|
| S4 |
584.3 |
592.3 |
626.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
647.6 |
630.7 |
16.9 |
2.6% |
12.0 |
1.8% |
93% |
True |
False |
77,014 |
| 10 |
648.9 |
629.7 |
19.2 |
3.0% |
10.5 |
1.6% |
87% |
False |
False |
84,393 |
| 20 |
648.9 |
598.8 |
50.1 |
7.8% |
9.5 |
1.5% |
95% |
False |
False |
77,400 |
| 40 |
648.9 |
557.0 |
91.9 |
14.2% |
10.5 |
1.6% |
97% |
False |
False |
57,892 |
| 60 |
648.9 |
549.9 |
99.0 |
15.3% |
11.3 |
1.7% |
97% |
False |
False |
38,659 |
| 80 |
648.9 |
549.9 |
99.0 |
15.3% |
11.3 |
1.7% |
97% |
False |
False |
29,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
700.8 |
|
2.618 |
680.3 |
|
1.618 |
667.8 |
|
1.000 |
660.0 |
|
0.618 |
655.3 |
|
HIGH |
647.5 |
|
0.618 |
642.8 |
|
0.500 |
641.3 |
|
0.382 |
640.0 |
|
LOW |
635.0 |
|
0.618 |
627.5 |
|
1.000 |
622.5 |
|
1.618 |
615.0 |
|
2.618 |
602.5 |
|
4.250 |
582.0 |
|
|
| Fisher Pivots for day following 19-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
644.8 |
644.0 |
| PP |
643.0 |
641.8 |
| S1 |
641.3 |
639.3 |
|