ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 04-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2010 |
04-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
609.2 |
607.6 |
-1.6 |
-0.3% |
619.4 |
| High |
612.3 |
607.6 |
-4.7 |
-0.8% |
619.4 |
| Low |
602.3 |
582.0 |
-20.3 |
-3.4% |
595.6 |
| Close |
609.3 |
588.2 |
-21.1 |
-3.5% |
598.5 |
| Range |
10.0 |
25.6 |
15.6 |
156.0% |
23.8 |
| ATR |
8.7 |
10.0 |
1.3 |
15.3% |
0.0 |
| Volume |
159 |
541 |
382 |
240.3% |
771 |
|
| Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
669.5 |
654.5 |
602.3 |
|
| R3 |
643.8 |
628.8 |
595.3 |
|
| R2 |
618.3 |
618.3 |
593.0 |
|
| R1 |
603.3 |
603.3 |
590.5 |
598.0 |
| PP |
592.5 |
592.5 |
592.5 |
590.0 |
| S1 |
577.5 |
577.5 |
585.8 |
572.3 |
| S2 |
567.0 |
567.0 |
583.5 |
|
| S3 |
541.5 |
552.0 |
581.3 |
|
| S4 |
515.8 |
526.5 |
574.0 |
|
|
| 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 |
716.5 |
|
2.618 |
674.5 |
|
1.618 |
649.0 |
|
1.000 |
633.3 |
|
0.618 |
623.5 |
|
HIGH |
607.5 |
|
0.618 |
597.8 |
|
0.500 |
594.8 |
|
0.382 |
591.8 |
|
LOW |
582.0 |
|
0.618 |
566.3 |
|
1.000 |
556.5 |
|
1.618 |
540.5 |
|
2.618 |
515.0 |
|
4.250 |
473.3 |
|
|
| Fisher Pivots for day following 04-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
594.8 |
597.3 |
| PP |
592.5 |
594.3 |
| S1 |
590.5 |
591.3 |
|