ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 25-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
625.7 |
618.7 |
-7.0 |
-1.1% |
641.6 |
| High |
629.6 |
622.5 |
-7.1 |
-1.1% |
647.6 |
| Low |
612.9 |
611.6 |
-1.3 |
-0.2% |
612.9 |
| Close |
616.3 |
615.8 |
-0.5 |
-0.1% |
616.3 |
| Range |
16.7 |
10.9 |
-5.8 |
-34.7% |
34.7 |
| ATR |
12.0 |
11.9 |
-0.1 |
-0.7% |
0.0 |
| Volume |
168,644 |
192,403 |
23,759 |
14.1% |
410,866 |
|
| Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
649.3 |
643.5 |
621.8 |
|
| R3 |
638.5 |
632.5 |
618.8 |
|
| R2 |
627.5 |
627.5 |
617.8 |
|
| R1 |
621.8 |
621.8 |
616.8 |
619.3 |
| PP |
616.8 |
616.8 |
616.8 |
615.5 |
| S1 |
610.8 |
610.8 |
614.8 |
608.3 |
| S2 |
605.8 |
605.8 |
613.8 |
|
| S3 |
594.8 |
599.8 |
612.8 |
|
| S4 |
584.0 |
589.0 |
609.8 |
|
|
| 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 |
611.6 |
36.0 |
5.8% |
15.3 |
2.5% |
12% |
False |
True |
120,653 |
| 10 |
648.9 |
611.6 |
37.3 |
6.1% |
13.5 |
2.2% |
11% |
False |
True |
106,519 |
| 20 |
648.9 |
611.6 |
37.3 |
6.1% |
10.8 |
1.8% |
11% |
False |
True |
87,045 |
| 40 |
648.9 |
557.0 |
91.9 |
14.9% |
11.5 |
1.9% |
64% |
False |
False |
72,845 |
| 60 |
648.9 |
549.9 |
99.0 |
16.1% |
11.3 |
1.8% |
67% |
False |
False |
48,618 |
| 80 |
648.9 |
549.9 |
99.0 |
16.1% |
11.5 |
1.9% |
67% |
False |
False |
36,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
668.8 |
|
2.618 |
651.0 |
|
1.618 |
640.3 |
|
1.000 |
633.5 |
|
0.618 |
629.3 |
|
HIGH |
622.5 |
|
0.618 |
618.3 |
|
0.500 |
617.0 |
|
0.382 |
615.8 |
|
LOW |
611.5 |
|
0.618 |
604.8 |
|
1.000 |
600.8 |
|
1.618 |
594.0 |
|
2.618 |
583.0 |
|
4.250 |
565.3 |
|
|
| Fisher Pivots for day following 25-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
617.0 |
627.5 |
| PP |
616.8 |
623.5 |
| S1 |
616.3 |
619.8 |
|