ICE Russell 2000 Mini Future March 2010
| Trading Metrics calculated at close of trading on 27-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2010 |
27-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
617.1 |
610.9 |
-6.2 |
-1.0% |
641.6 |
| High |
618.6 |
617.7 |
-0.9 |
-0.1% |
647.6 |
| Low |
609.5 |
605.4 |
-4.1 |
-0.7% |
612.9 |
| Close |
610.8 |
616.9 |
6.1 |
1.0% |
616.3 |
| Range |
9.1 |
12.3 |
3.2 |
35.2% |
34.7 |
| ATR |
11.7 |
11.8 |
0.0 |
0.3% |
0.0 |
| Volume |
133,768 |
131,920 |
-1,848 |
-1.4% |
410,866 |
|
| Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
650.3 |
645.8 |
623.8 |
|
| R3 |
638.0 |
633.5 |
620.3 |
|
| R2 |
625.8 |
625.8 |
619.3 |
|
| R1 |
621.3 |
621.3 |
618.0 |
623.5 |
| PP |
613.3 |
613.3 |
613.3 |
614.5 |
| S1 |
609.0 |
609.0 |
615.8 |
611.3 |
| S2 |
601.0 |
601.0 |
614.8 |
|
| S3 |
588.8 |
596.8 |
613.5 |
|
| S4 |
576.5 |
584.3 |
610.3 |
|
|
| 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 |
643.2 |
605.4 |
37.8 |
6.1% |
13.5 |
2.2% |
30% |
False |
True |
151,129 |
| 10 |
647.6 |
605.4 |
42.2 |
6.8% |
13.5 |
2.2% |
27% |
False |
True |
116,038 |
| 20 |
648.9 |
605.4 |
43.5 |
7.1% |
11.5 |
1.9% |
26% |
False |
True |
95,396 |
| 40 |
648.9 |
566.0 |
82.9 |
13.4% |
11.0 |
1.8% |
61% |
False |
False |
79,485 |
| 60 |
648.9 |
549.9 |
99.0 |
16.0% |
11.0 |
1.8% |
68% |
False |
False |
53,043 |
| 80 |
648.9 |
549.9 |
99.0 |
16.0% |
11.5 |
1.8% |
68% |
False |
False |
39,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
670.0 |
|
2.618 |
650.0 |
|
1.618 |
637.5 |
|
1.000 |
630.0 |
|
0.618 |
625.3 |
|
HIGH |
617.8 |
|
0.618 |
613.0 |
|
0.500 |
611.5 |
|
0.382 |
610.0 |
|
LOW |
605.5 |
|
0.618 |
597.8 |
|
1.000 |
593.0 |
|
1.618 |
585.5 |
|
2.618 |
573.3 |
|
4.250 |
553.0 |
|
|
| Fisher Pivots for day following 27-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
615.0 |
616.0 |
| PP |
613.3 |
615.0 |
| S1 |
611.5 |
614.0 |
|