ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 03-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2010 |
03-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
605.8 |
609.2 |
3.4 |
0.6% |
619.4 |
| High |
611.1 |
612.3 |
1.2 |
0.2% |
619.4 |
| Low |
603.6 |
602.3 |
-1.3 |
-0.2% |
595.6 |
| Close |
609.7 |
609.3 |
-0.4 |
-0.1% |
598.5 |
| Range |
7.5 |
10.0 |
2.5 |
33.3% |
23.8 |
| ATR |
8.6 |
8.7 |
0.1 |
1.2% |
0.0 |
| Volume |
20 |
159 |
139 |
695.0% |
771 |
|
| Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
638.0 |
633.8 |
614.8 |
|
| R3 |
628.0 |
623.8 |
612.0 |
|
| R2 |
618.0 |
618.0 |
611.3 |
|
| R1 |
613.8 |
613.8 |
610.3 |
615.8 |
| PP |
608.0 |
608.0 |
608.0 |
609.0 |
| S1 |
603.8 |
603.8 |
608.5 |
605.8 |
| S2 |
598.0 |
598.0 |
607.5 |
|
| S3 |
588.0 |
593.8 |
606.5 |
|
| S4 |
578.0 |
583.8 |
603.8 |
|
|
| 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 |
654.8 |
|
2.618 |
638.5 |
|
1.618 |
628.5 |
|
1.000 |
622.3 |
|
0.618 |
618.5 |
|
HIGH |
612.3 |
|
0.618 |
608.5 |
|
0.500 |
607.3 |
|
0.382 |
606.0 |
|
LOW |
602.3 |
|
0.618 |
596.0 |
|
1.000 |
592.3 |
|
1.618 |
586.0 |
|
2.618 |
576.0 |
|
4.250 |
559.8 |
|
|
| Fisher Pivots for day following 03-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
608.8 |
607.8 |
| PP |
608.0 |
606.0 |
| S1 |
607.3 |
604.3 |
|