ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 20-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
641.6 |
646.4 |
4.8 |
0.7% |
644.0 |
| High |
647.6 |
646.8 |
-0.8 |
-0.1% |
648.9 |
| Low |
635.1 |
630.1 |
-5.0 |
-0.8% |
630.7 |
| Close |
646.4 |
638.0 |
-8.4 |
-1.3% |
636.6 |
| Range |
12.5 |
16.7 |
4.2 |
33.6% |
18.2 |
| ATR |
10.7 |
11.1 |
0.4 |
4.0% |
0.0 |
| Volume |
4,961 |
108,349 |
103,388 |
2,084.0% |
461,923 |
|
| Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
688.5 |
680.0 |
647.3 |
|
| R3 |
671.8 |
663.3 |
642.5 |
|
| R2 |
655.0 |
655.0 |
641.0 |
|
| R1 |
646.5 |
646.5 |
639.5 |
642.5 |
| PP |
638.3 |
638.3 |
638.3 |
636.3 |
| S1 |
629.8 |
629.8 |
636.5 |
625.8 |
| S2 |
621.5 |
621.5 |
635.0 |
|
| S3 |
605.0 |
613.0 |
633.5 |
|
| S4 |
588.3 |
596.5 |
628.8 |
|
|
| 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 |
630.1 |
17.5 |
2.7% |
13.3 |
2.1% |
45% |
False |
True |
80,948 |
| 10 |
648.9 |
629.7 |
19.2 |
3.0% |
11.3 |
1.8% |
43% |
False |
False |
85,128 |
| 20 |
648.9 |
607.7 |
41.2 |
6.5% |
9.8 |
1.5% |
74% |
False |
False |
75,888 |
| 40 |
648.9 |
557.0 |
91.9 |
14.4% |
10.8 |
1.7% |
88% |
False |
False |
60,600 |
| 60 |
648.9 |
549.9 |
99.0 |
15.5% |
11.3 |
1.8% |
89% |
False |
False |
40,463 |
| 80 |
648.9 |
549.9 |
99.0 |
15.5% |
11.3 |
1.8% |
89% |
False |
False |
30,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
717.8 |
|
2.618 |
690.5 |
|
1.618 |
673.8 |
|
1.000 |
663.5 |
|
0.618 |
657.0 |
|
HIGH |
646.8 |
|
0.618 |
640.5 |
|
0.500 |
638.5 |
|
0.382 |
636.5 |
|
LOW |
630.0 |
|
0.618 |
619.8 |
|
1.000 |
613.5 |
|
1.618 |
603.0 |
|
2.618 |
586.5 |
|
4.250 |
559.0 |
|
|
| Fisher Pivots for day following 20-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
638.5 |
638.8 |
| PP |
638.3 |
638.5 |
| S1 |
638.3 |
638.3 |
|