ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 01-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2010 |
01-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
599.2 |
596.3 |
-2.9 |
-0.5% |
619.4 |
| High |
612.0 |
605.0 |
-7.0 |
-1.1% |
619.4 |
| Low |
595.6 |
596.3 |
0.7 |
0.1% |
595.6 |
| Close |
598.5 |
604.1 |
5.6 |
0.9% |
598.5 |
| Range |
16.4 |
8.7 |
-7.7 |
-47.0% |
23.8 |
| ATR |
8.7 |
8.7 |
0.0 |
0.0% |
0.0 |
| Volume |
90 |
273 |
183 |
203.3% |
771 |
|
| Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
628.0 |
624.8 |
609.0 |
|
| R3 |
619.3 |
616.0 |
606.5 |
|
| R2 |
610.5 |
610.5 |
605.8 |
|
| R1 |
607.3 |
607.3 |
605.0 |
609.0 |
| PP |
601.8 |
601.8 |
601.8 |
602.5 |
| S1 |
598.5 |
598.5 |
603.3 |
600.3 |
| S2 |
593.0 |
593.0 |
602.5 |
|
| S3 |
584.5 |
590.0 |
601.8 |
|
| S4 |
575.8 |
581.3 |
599.3 |
|
|
| 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 |
642.0 |
|
2.618 |
627.8 |
|
1.618 |
619.0 |
|
1.000 |
613.8 |
|
0.618 |
610.5 |
|
HIGH |
605.0 |
|
0.618 |
601.8 |
|
0.500 |
600.8 |
|
0.382 |
599.5 |
|
LOW |
596.3 |
|
0.618 |
591.0 |
|
1.000 |
587.5 |
|
1.618 |
582.3 |
|
2.618 |
573.5 |
|
4.250 |
559.3 |
|
|
| Fisher Pivots for day following 01-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
603.0 |
607.0 |
| PP |
601.8 |
606.0 |
| S1 |
600.8 |
605.0 |
|