ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 20-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
636.0 |
633.0 |
-3.0 |
-0.5% |
644.1 |
| High |
644.9 |
635.4 |
-9.5 |
-1.5% |
645.9 |
| Low |
636.0 |
628.7 |
-7.3 |
-1.1% |
629.1 |
| Close |
643.9 |
635.5 |
-8.4 |
-1.3% |
634.1 |
| Range |
8.9 |
6.7 |
-2.2 |
-24.7% |
16.8 |
| ATR |
|
|
|
|
|
| Volume |
5 |
22 |
17 |
340.0% |
197 |
|
| Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
653.3 |
651.0 |
639.3 |
|
| R3 |
646.5 |
644.5 |
637.3 |
|
| R2 |
640.0 |
640.0 |
636.8 |
|
| R1 |
637.8 |
637.8 |
636.0 |
638.8 |
| PP |
633.3 |
633.3 |
633.3 |
633.8 |
| S1 |
631.0 |
631.0 |
635.0 |
632.0 |
| S2 |
626.5 |
626.5 |
634.3 |
|
| S3 |
619.8 |
624.3 |
633.8 |
|
| S4 |
613.0 |
617.5 |
631.8 |
|
|
| 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 |
664.0 |
|
2.618 |
653.0 |
|
1.618 |
646.3 |
|
1.000 |
642.0 |
|
0.618 |
639.5 |
|
HIGH |
635.5 |
|
0.618 |
632.8 |
|
0.500 |
632.0 |
|
0.382 |
631.3 |
|
LOW |
628.8 |
|
0.618 |
624.5 |
|
1.000 |
622.0 |
|
1.618 |
617.8 |
|
2.618 |
611.3 |
|
4.250 |
600.3 |
|
|
| Fisher Pivots for day following 20-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
634.3 |
636.8 |
| PP |
633.3 |
636.3 |
| S1 |
632.0 |
636.0 |
|