ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 19-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2010 |
19-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
636.0 |
636.0 |
0.0 |
0.0% |
644.1 |
| High |
636.1 |
644.9 |
8.8 |
1.4% |
645.9 |
| Low |
636.0 |
636.0 |
0.0 |
0.0% |
629.1 |
| Close |
634.1 |
643.9 |
9.8 |
1.5% |
634.1 |
| Range |
0.1 |
8.9 |
8.8 |
8,800.0% |
16.8 |
| ATR |
|
|
|
|
|
| Volume |
33 |
5 |
-28 |
-84.8% |
197 |
|
| Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
668.3 |
665.0 |
648.8 |
|
| R3 |
659.5 |
656.0 |
646.3 |
|
| R2 |
650.5 |
650.5 |
645.5 |
|
| R1 |
647.3 |
647.3 |
644.8 |
648.8 |
| PP |
641.5 |
641.5 |
641.5 |
642.5 |
| S1 |
638.3 |
638.3 |
643.0 |
640.0 |
| S2 |
632.8 |
632.8 |
642.3 |
|
| S3 |
623.8 |
629.5 |
641.5 |
|
| S4 |
615.0 |
620.5 |
639.0 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
686.8 |
677.3 |
643.3 |
|
| R3 |
670.0 |
660.5 |
638.8 |
|
| R2 |
653.3 |
653.3 |
637.3 |
|
| R1 |
643.8 |
643.8 |
635.8 |
640.0 |
| PP |
636.3 |
636.3 |
636.3 |
634.5 |
| S1 |
626.8 |
626.8 |
632.5 |
623.3 |
| S2 |
619.5 |
619.5 |
631.0 |
|
| S3 |
602.8 |
610.0 |
629.5 |
|
| S4 |
586.0 |
593.3 |
624.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
682.8 |
|
2.618 |
668.3 |
|
1.618 |
659.3 |
|
1.000 |
653.8 |
|
0.618 |
650.5 |
|
HIGH |
645.0 |
|
0.618 |
641.5 |
|
0.500 |
640.5 |
|
0.382 |
639.5 |
|
LOW |
636.0 |
|
0.618 |
630.5 |
|
1.000 |
627.0 |
|
1.618 |
621.5 |
|
2.618 |
612.8 |
|
4.250 |
598.3 |
|
|
| Fisher Pivots for day following 19-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
642.8 |
641.8 |
| PP |
641.5 |
639.5 |
| S1 |
640.5 |
637.5 |
|