ICE Russell 2000 Mini Future June 2010
Trading Metrics calculated at close of trading on 25-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
621.5 |
619.4 |
-2.1 |
-0.3% |
636.0 |
High |
621.5 |
619.4 |
-2.1 |
-0.3% |
644.9 |
Low |
621.5 |
612.7 |
-8.8 |
-1.4% |
621.5 |
Close |
613.8 |
613.4 |
-0.4 |
-0.1% |
613.8 |
Range |
0.0 |
6.7 |
6.7 |
|
23.4 |
ATR |
7.4 |
7.4 |
-0.1 |
-0.7% |
0.0 |
Volume |
196 |
204 |
8 |
4.1% |
264 |
|
Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
635.3 |
631.0 |
617.0 |
|
R3 |
628.5 |
624.3 |
615.3 |
|
R2 |
621.8 |
621.8 |
614.8 |
|
R1 |
617.8 |
617.8 |
614.0 |
616.5 |
PP |
615.3 |
615.3 |
615.3 |
614.5 |
S1 |
611.0 |
611.0 |
612.8 |
609.8 |
S2 |
608.5 |
608.5 |
612.3 |
|
S3 |
601.8 |
604.3 |
611.5 |
|
S4 |
595.0 |
597.5 |
609.8 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
697.0 |
678.8 |
626.8 |
|
R3 |
673.5 |
655.3 |
620.3 |
|
R2 |
650.3 |
650.3 |
618.0 |
|
R1 |
632.0 |
632.0 |
616.0 |
629.3 |
PP |
626.8 |
626.8 |
626.8 |
625.5 |
S1 |
608.5 |
608.5 |
611.8 |
606.0 |
S2 |
603.3 |
603.3 |
609.5 |
|
S3 |
580.0 |
585.3 |
607.3 |
|
S4 |
556.5 |
561.8 |
601.0 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
648.0 |
2.618 |
637.0 |
1.618 |
630.3 |
1.000 |
626.0 |
0.618 |
623.5 |
HIGH |
619.5 |
0.618 |
616.8 |
0.500 |
616.0 |
0.382 |
615.3 |
LOW |
612.8 |
0.618 |
608.5 |
1.000 |
606.0 |
1.618 |
601.8 |
2.618 |
595.3 |
4.250 |
584.3 |
|
|
Fisher Pivots for day following 25-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
616.0 |
625.3 |
PP |
615.3 |
621.3 |
S1 |
614.3 |
617.5 |
|