ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 28-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2010 |
28-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
608.1 |
618.4 |
10.3 |
1.7% |
636.0 |
| High |
612.7 |
618.6 |
5.9 |
1.0% |
644.9 |
| Low |
604.9 |
602.0 |
-2.9 |
-0.5% |
621.5 |
| Close |
614.5 |
603.0 |
-11.5 |
-1.9% |
613.8 |
| Range |
7.8 |
16.6 |
8.8 |
112.8% |
23.4 |
| ATR |
7.4 |
8.1 |
0.7 |
8.9% |
0.0 |
| Volume |
22 |
223 |
201 |
913.6% |
264 |
|
| Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
657.8 |
647.0 |
612.3 |
|
| R3 |
641.0 |
630.3 |
607.5 |
|
| R2 |
624.5 |
624.5 |
606.0 |
|
| R1 |
613.8 |
613.8 |
604.5 |
610.8 |
| PP |
607.8 |
607.8 |
607.8 |
606.5 |
| S1 |
597.3 |
597.3 |
601.5 |
594.3 |
| S2 |
591.3 |
591.3 |
600.0 |
|
| S3 |
574.8 |
580.5 |
598.5 |
|
| S4 |
558.0 |
564.0 |
593.8 |
|
|
| 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 |
689.3 |
|
2.618 |
662.0 |
|
1.618 |
645.5 |
|
1.000 |
635.3 |
|
0.618 |
628.8 |
|
HIGH |
618.5 |
|
0.618 |
612.3 |
|
0.500 |
610.3 |
|
0.382 |
608.3 |
|
LOW |
602.0 |
|
0.618 |
591.8 |
|
1.000 |
585.5 |
|
1.618 |
575.3 |
|
2.618 |
558.5 |
|
4.250 |
531.5 |
|
|
| Fisher Pivots for day following 28-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
610.3 |
610.3 |
| PP |
607.8 |
607.8 |
| S1 |
605.5 |
605.5 |
|