ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 21-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2010 |
21-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
633.0 |
636.5 |
3.5 |
0.6% |
644.1 |
| High |
635.4 |
638.0 |
2.6 |
0.4% |
645.9 |
| Low |
628.7 |
622.9 |
-5.8 |
-0.9% |
629.1 |
| Close |
635.5 |
623.0 |
-12.5 |
-2.0% |
634.1 |
| Range |
6.7 |
15.1 |
8.4 |
125.4% |
16.8 |
| ATR |
0.0 |
7.9 |
7.9 |
|
0.0 |
| Volume |
22 |
8 |
-14 |
-63.6% |
197 |
|
| Daily Pivots for day following 21-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
673.3 |
663.3 |
631.3 |
|
| R3 |
658.3 |
648.3 |
627.3 |
|
| R2 |
643.0 |
643.0 |
625.8 |
|
| R1 |
633.0 |
633.0 |
624.5 |
630.5 |
| PP |
628.0 |
628.0 |
628.0 |
626.8 |
| S1 |
618.0 |
618.0 |
621.5 |
615.5 |
| S2 |
612.8 |
612.8 |
620.3 |
|
| S3 |
597.8 |
602.8 |
618.8 |
|
| S4 |
582.8 |
587.8 |
614.8 |
|
|
| 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 |
702.3 |
|
2.618 |
677.5 |
|
1.618 |
662.5 |
|
1.000 |
653.0 |
|
0.618 |
647.3 |
|
HIGH |
638.0 |
|
0.618 |
632.3 |
|
0.500 |
630.5 |
|
0.382 |
628.8 |
|
LOW |
623.0 |
|
0.618 |
613.5 |
|
1.000 |
607.8 |
|
1.618 |
598.5 |
|
2.618 |
583.3 |
|
4.250 |
558.8 |
|
|
| Fisher Pivots for day following 21-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
630.5 |
634.0 |
| PP |
628.0 |
630.3 |
| S1 |
625.5 |
626.8 |
|