ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 26-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2010 |
26-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
619.4 |
614.1 |
-5.3 |
-0.9% |
636.0 |
| High |
619.4 |
615.5 |
-3.9 |
-0.6% |
644.9 |
| Low |
612.7 |
607.9 |
-4.8 |
-0.8% |
621.5 |
| Close |
613.4 |
608.4 |
-5.0 |
-0.8% |
613.8 |
| Range |
6.7 |
7.6 |
0.9 |
13.4% |
23.4 |
| ATR |
7.4 |
7.4 |
0.0 |
0.2% |
0.0 |
| Volume |
204 |
232 |
28 |
13.7% |
264 |
|
| Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
633.5 |
628.5 |
612.5 |
|
| R3 |
625.8 |
621.0 |
610.5 |
|
| R2 |
618.3 |
618.3 |
609.8 |
|
| R1 |
613.3 |
613.3 |
609.0 |
612.0 |
| PP |
610.5 |
610.5 |
610.5 |
610.0 |
| S1 |
605.8 |
605.8 |
607.8 |
604.3 |
| S2 |
603.0 |
603.0 |
607.0 |
|
| S3 |
595.5 |
598.0 |
606.3 |
|
| S4 |
587.8 |
590.5 |
604.3 |
|
|
| 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 |
647.8 |
|
2.618 |
635.5 |
|
1.618 |
627.8 |
|
1.000 |
623.0 |
|
0.618 |
620.3 |
|
HIGH |
615.5 |
|
0.618 |
612.5 |
|
0.500 |
611.8 |
|
0.382 |
610.8 |
|
LOW |
608.0 |
|
0.618 |
603.3 |
|
1.000 |
600.3 |
|
1.618 |
595.5 |
|
2.618 |
588.0 |
|
4.250 |
575.5 |
|
|
| Fisher Pivots for day following 26-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
611.8 |
614.8 |
| PP |
610.5 |
612.5 |
| S1 |
609.5 |
610.5 |
|