ICE Russell 2000 Mini Future June 2010
Trading Metrics calculated at close of trading on 29-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2010 |
29-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
618.4 |
599.2 |
-19.2 |
-3.1% |
619.4 |
High |
618.6 |
612.0 |
-6.6 |
-1.1% |
619.4 |
Low |
602.0 |
595.6 |
-6.4 |
-1.1% |
595.6 |
Close |
603.0 |
598.5 |
-4.5 |
-0.7% |
598.5 |
Range |
16.6 |
16.4 |
-0.2 |
-1.2% |
23.8 |
ATR |
8.1 |
8.7 |
0.6 |
7.4% |
0.0 |
Volume |
223 |
90 |
-133 |
-59.6% |
771 |
|
Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
651.3 |
641.3 |
607.5 |
|
R3 |
634.8 |
624.8 |
603.0 |
|
R2 |
618.5 |
618.5 |
601.5 |
|
R1 |
608.5 |
608.5 |
600.0 |
605.3 |
PP |
602.0 |
602.0 |
602.0 |
600.5 |
S1 |
592.0 |
592.0 |
597.0 |
588.8 |
S2 |
585.8 |
585.8 |
595.5 |
|
S3 |
569.3 |
575.8 |
594.0 |
|
S4 |
552.8 |
559.3 |
589.5 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
676.0 |
661.0 |
611.5 |
|
R3 |
652.0 |
637.3 |
605.0 |
|
R2 |
628.3 |
628.3 |
602.8 |
|
R1 |
613.5 |
613.5 |
600.8 |
609.0 |
PP |
604.5 |
604.5 |
604.5 |
602.3 |
S1 |
589.5 |
589.5 |
596.3 |
585.3 |
S2 |
580.8 |
580.8 |
594.3 |
|
S3 |
557.0 |
565.8 |
592.0 |
|
S4 |
533.0 |
542.0 |
585.5 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
681.8 |
2.618 |
655.0 |
1.618 |
638.5 |
1.000 |
628.5 |
0.618 |
622.3 |
HIGH |
612.0 |
0.618 |
605.8 |
0.500 |
603.8 |
0.382 |
601.8 |
LOW |
595.5 |
0.618 |
585.5 |
1.000 |
579.3 |
1.618 |
569.0 |
2.618 |
552.8 |
4.250 |
526.0 |
|
|
Fisher Pivots for day following 29-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
603.8 |
607.0 |
PP |
602.0 |
604.3 |
S1 |
600.3 |
601.3 |
|