ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 27-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2010 |
27-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
614.1 |
608.1 |
-6.0 |
-1.0% |
636.0 |
| High |
615.5 |
612.7 |
-2.8 |
-0.5% |
644.9 |
| Low |
607.9 |
604.9 |
-3.0 |
-0.5% |
621.5 |
| Close |
608.4 |
614.5 |
6.1 |
1.0% |
613.8 |
| Range |
7.6 |
7.8 |
0.2 |
2.6% |
23.4 |
| ATR |
7.4 |
7.4 |
0.0 |
0.4% |
0.0 |
| Volume |
232 |
22 |
-210 |
-90.5% |
264 |
|
| Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
634.0 |
632.0 |
618.8 |
|
| R3 |
626.3 |
624.3 |
616.8 |
|
| R2 |
618.5 |
618.5 |
616.0 |
|
| R1 |
616.5 |
616.5 |
615.3 |
617.5 |
| PP |
610.8 |
610.8 |
610.8 |
611.3 |
| S1 |
608.8 |
608.8 |
613.8 |
609.8 |
| S2 |
603.0 |
603.0 |
613.0 |
|
| S3 |
595.0 |
601.0 |
612.3 |
|
| S4 |
587.3 |
593.0 |
610.3 |
|
|
| 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 |
645.8 |
|
2.618 |
633.0 |
|
1.618 |
625.3 |
|
1.000 |
620.5 |
|
0.618 |
617.5 |
|
HIGH |
612.8 |
|
0.618 |
609.8 |
|
0.500 |
608.8 |
|
0.382 |
608.0 |
|
LOW |
605.0 |
|
0.618 |
600.0 |
|
1.000 |
597.0 |
|
1.618 |
592.3 |
|
2.618 |
584.5 |
|
4.250 |
571.8 |
|
|
| Fisher Pivots for day following 27-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
612.5 |
613.8 |
| PP |
610.8 |
613.0 |
| S1 |
608.8 |
612.3 |
|