ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 26-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2010 |
26-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
618.7 |
617.1 |
-1.6 |
-0.3% |
641.6 |
| High |
622.5 |
618.6 |
-3.9 |
-0.6% |
647.6 |
| Low |
611.6 |
609.5 |
-2.1 |
-0.3% |
612.9 |
| Close |
615.8 |
610.8 |
-5.0 |
-0.8% |
616.3 |
| Range |
10.9 |
9.1 |
-1.8 |
-16.5% |
34.7 |
| ATR |
11.9 |
11.7 |
-0.2 |
-1.7% |
0.0 |
| Volume |
192,403 |
133,768 |
-58,635 |
-30.5% |
410,866 |
|
| Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
640.3 |
634.8 |
615.8 |
|
| R3 |
631.3 |
625.5 |
613.3 |
|
| R2 |
622.0 |
622.0 |
612.5 |
|
| R1 |
616.5 |
616.5 |
611.8 |
614.8 |
| PP |
613.0 |
613.0 |
613.0 |
612.0 |
| S1 |
607.3 |
607.3 |
610.0 |
605.5 |
| S2 |
603.8 |
603.8 |
609.3 |
|
| S3 |
594.8 |
598.3 |
608.3 |
|
| S4 |
585.8 |
589.3 |
605.8 |
|
|
| 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 |
646.8 |
609.5 |
37.3 |
6.1% |
14.5 |
2.4% |
3% |
False |
True |
146,415 |
| 10 |
647.6 |
609.5 |
38.1 |
6.2% |
13.3 |
2.2% |
3% |
False |
True |
111,715 |
| 20 |
648.9 |
609.5 |
39.4 |
6.5% |
11.0 |
1.8% |
3% |
False |
True |
89,927 |
| 40 |
648.9 |
557.0 |
91.9 |
15.0% |
11.3 |
1.9% |
59% |
False |
False |
76,188 |
| 60 |
648.9 |
549.9 |
99.0 |
16.2% |
11.0 |
1.8% |
62% |
False |
False |
50,847 |
| 80 |
648.9 |
549.9 |
99.0 |
16.2% |
11.3 |
1.9% |
62% |
False |
False |
38,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
657.3 |
|
2.618 |
642.5 |
|
1.618 |
633.3 |
|
1.000 |
627.8 |
|
0.618 |
624.3 |
|
HIGH |
618.5 |
|
0.618 |
615.0 |
|
0.500 |
614.0 |
|
0.382 |
613.0 |
|
LOW |
609.5 |
|
0.618 |
604.0 |
|
1.000 |
600.5 |
|
1.618 |
594.8 |
|
2.618 |
585.8 |
|
4.250 |
570.8 |
|
|
| Fisher Pivots for day following 26-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
614.0 |
619.5 |
| PP |
613.0 |
616.8 |
| S1 |
612.0 |
613.8 |
|