ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 02-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2010 |
02-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
596.3 |
605.8 |
9.5 |
1.6% |
619.4 |
| High |
605.0 |
611.1 |
6.1 |
1.0% |
619.4 |
| Low |
596.3 |
603.6 |
7.3 |
1.2% |
595.6 |
| Close |
604.1 |
609.7 |
5.6 |
0.9% |
598.5 |
| Range |
8.7 |
7.5 |
-1.2 |
-13.8% |
23.8 |
| ATR |
8.7 |
8.6 |
-0.1 |
-1.0% |
0.0 |
| Volume |
273 |
20 |
-253 |
-92.7% |
771 |
|
| Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
630.8 |
627.8 |
613.8 |
|
| R3 |
623.3 |
620.3 |
611.8 |
|
| R2 |
615.8 |
615.8 |
611.0 |
|
| R1 |
612.8 |
612.8 |
610.5 |
614.3 |
| PP |
608.3 |
608.3 |
608.3 |
609.0 |
| S1 |
605.3 |
605.3 |
609.0 |
606.8 |
| S2 |
600.8 |
600.8 |
608.3 |
|
| S3 |
593.3 |
597.8 |
607.8 |
|
| S4 |
585.8 |
590.3 |
605.5 |
|
|
| 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 |
643.0 |
|
2.618 |
630.8 |
|
1.618 |
623.3 |
|
1.000 |
618.5 |
|
0.618 |
615.8 |
|
HIGH |
611.0 |
|
0.618 |
608.3 |
|
0.500 |
607.3 |
|
0.382 |
606.5 |
|
LOW |
603.5 |
|
0.618 |
599.0 |
|
1.000 |
596.0 |
|
1.618 |
591.5 |
|
2.618 |
584.0 |
|
4.250 |
571.8 |
|
|
| Fisher Pivots for day following 02-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
609.0 |
607.8 |
| PP |
608.3 |
605.8 |
| S1 |
607.3 |
603.8 |
|