ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 22-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2010 |
22-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
638.4 |
625.7 |
-12.7 |
-2.0% |
641.6 |
| High |
643.2 |
629.6 |
-13.6 |
-2.1% |
647.6 |
| Low |
624.3 |
612.9 |
-11.4 |
-1.8% |
612.9 |
| Close |
625.5 |
616.3 |
-9.2 |
-1.5% |
616.3 |
| Range |
18.9 |
16.7 |
-2.2 |
-11.6% |
34.7 |
| ATR |
11.6 |
12.0 |
0.4 |
3.1% |
0.0 |
| Volume |
128,912 |
168,644 |
39,732 |
30.8% |
410,866 |
|
| Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
669.8 |
659.8 |
625.5 |
|
| R3 |
653.0 |
643.0 |
621.0 |
|
| R2 |
636.3 |
636.3 |
619.3 |
|
| R1 |
626.3 |
626.3 |
617.8 |
623.0 |
| PP |
619.5 |
619.5 |
619.5 |
618.0 |
| S1 |
609.5 |
609.5 |
614.8 |
606.3 |
| S2 |
603.0 |
603.0 |
613.3 |
|
| S3 |
586.3 |
593.0 |
611.8 |
|
| S4 |
569.5 |
576.3 |
607.0 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
729.8 |
707.8 |
635.5 |
|
| R3 |
695.0 |
673.0 |
625.8 |
|
| R2 |
660.3 |
660.3 |
622.8 |
|
| R1 |
638.3 |
638.3 |
619.5 |
632.0 |
| PP |
625.5 |
625.5 |
625.5 |
622.5 |
| S1 |
603.5 |
603.5 |
613.0 |
597.3 |
| S2 |
591.0 |
591.0 |
610.0 |
|
| S3 |
556.3 |
569.0 |
606.8 |
|
| S4 |
521.5 |
534.3 |
597.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
647.6 |
612.9 |
34.7 |
5.6% |
16.0 |
2.6% |
10% |
False |
True |
98,754 |
| 10 |
648.9 |
612.9 |
36.0 |
5.8% |
13.3 |
2.1% |
9% |
False |
True |
97,608 |
| 20 |
648.9 |
612.9 |
36.0 |
5.8% |
10.8 |
1.7% |
9% |
False |
True |
80,741 |
| 40 |
648.9 |
557.0 |
91.9 |
14.9% |
11.3 |
1.8% |
65% |
False |
False |
68,036 |
| 60 |
648.9 |
549.9 |
99.0 |
16.1% |
11.3 |
1.8% |
67% |
False |
False |
45,414 |
| 80 |
648.9 |
549.9 |
99.0 |
16.1% |
11.5 |
1.9% |
67% |
False |
False |
34,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
700.5 |
|
2.618 |
673.3 |
|
1.618 |
656.5 |
|
1.000 |
646.3 |
|
0.618 |
640.0 |
|
HIGH |
629.5 |
|
0.618 |
623.3 |
|
0.500 |
621.3 |
|
0.382 |
619.3 |
|
LOW |
613.0 |
|
0.618 |
602.5 |
|
1.000 |
596.3 |
|
1.618 |
586.0 |
|
2.618 |
569.3 |
|
4.250 |
542.0 |
|
|
| Fisher Pivots for day following 22-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
621.3 |
629.8 |
| PP |
619.5 |
625.3 |
| S1 |
618.0 |
620.8 |
|