ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 21-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2010 |
21-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
646.4 |
638.4 |
-8.0 |
-1.2% |
644.0 |
| High |
646.8 |
643.2 |
-3.6 |
-0.6% |
648.9 |
| Low |
630.1 |
624.3 |
-5.8 |
-0.9% |
630.7 |
| Close |
638.0 |
625.5 |
-12.5 |
-2.0% |
636.6 |
| Range |
16.7 |
18.9 |
2.2 |
13.2% |
18.2 |
| ATR |
11.1 |
11.6 |
0.6 |
5.0% |
0.0 |
| Volume |
108,349 |
128,912 |
20,563 |
19.0% |
461,923 |
|
| Daily Pivots for day following 21-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
687.8 |
675.5 |
636.0 |
|
| R3 |
668.8 |
656.5 |
630.8 |
|
| R2 |
650.0 |
650.0 |
629.0 |
|
| R1 |
637.8 |
637.8 |
627.3 |
634.3 |
| PP |
631.0 |
631.0 |
631.0 |
629.3 |
| S1 |
618.8 |
618.8 |
623.8 |
615.5 |
| S2 |
612.0 |
612.0 |
622.0 |
|
| S3 |
593.3 |
600.0 |
620.3 |
|
| S4 |
574.3 |
581.0 |
615.0 |
|
|
| 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 |
624.3 |
23.3 |
3.7% |
14.5 |
2.3% |
5% |
False |
True |
85,499 |
| 10 |
648.9 |
624.3 |
24.6 |
3.9% |
12.8 |
2.0% |
5% |
False |
True |
89,381 |
| 20 |
648.9 |
615.0 |
33.9 |
5.4% |
10.3 |
1.7% |
31% |
False |
False |
76,208 |
| 40 |
648.9 |
557.0 |
91.9 |
14.7% |
11.0 |
1.8% |
75% |
False |
False |
63,821 |
| 60 |
648.9 |
549.9 |
99.0 |
15.8% |
11.3 |
1.8% |
76% |
False |
False |
42,607 |
| 80 |
648.9 |
549.9 |
99.0 |
15.8% |
11.3 |
1.8% |
76% |
False |
False |
31,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
723.5 |
|
2.618 |
692.8 |
|
1.618 |
673.8 |
|
1.000 |
662.0 |
|
0.618 |
655.0 |
|
HIGH |
643.3 |
|
0.618 |
636.0 |
|
0.500 |
633.8 |
|
0.382 |
631.5 |
|
LOW |
624.3 |
|
0.618 |
612.5 |
|
1.000 |
605.5 |
|
1.618 |
593.8 |
|
2.618 |
574.8 |
|
4.250 |
544.0 |
|
|
| Fisher Pivots for day following 21-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
633.8 |
636.0 |
| PP |
631.0 |
632.5 |
| S1 |
628.3 |
629.0 |
|