ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 05-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2010 |
05-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
607.6 |
587.0 |
-20.6 |
-3.4% |
596.3 |
| High |
607.6 |
588.5 |
-19.1 |
-3.1% |
612.3 |
| Low |
582.0 |
577.1 |
-4.9 |
-0.8% |
577.1 |
| Close |
588.2 |
587.5 |
-0.7 |
-0.1% |
587.5 |
| Range |
25.6 |
11.4 |
-14.2 |
-55.5% |
35.2 |
| ATR |
10.0 |
10.1 |
0.1 |
1.0% |
0.0 |
| Volume |
541 |
108 |
-433 |
-80.0% |
1,101 |
|
| Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
618.5 |
614.5 |
593.8 |
|
| R3 |
607.3 |
603.0 |
590.8 |
|
| R2 |
595.8 |
595.8 |
589.5 |
|
| R1 |
591.8 |
591.8 |
588.5 |
593.8 |
| PP |
584.3 |
584.3 |
584.3 |
585.5 |
| S1 |
580.3 |
580.3 |
586.5 |
582.3 |
| S2 |
573.0 |
573.0 |
585.5 |
|
| S3 |
561.5 |
568.8 |
584.3 |
|
| S4 |
550.3 |
557.5 |
581.3 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
698.0 |
678.0 |
606.8 |
|
| R3 |
662.8 |
642.8 |
597.3 |
|
| R2 |
627.5 |
627.5 |
594.0 |
|
| R1 |
607.5 |
607.5 |
590.8 |
600.0 |
| PP |
592.3 |
592.3 |
592.3 |
588.5 |
| S1 |
572.3 |
572.3 |
584.3 |
564.8 |
| S2 |
557.0 |
557.0 |
581.0 |
|
| S3 |
522.0 |
537.0 |
577.8 |
|
| S4 |
486.8 |
502.0 |
568.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
637.0 |
|
2.618 |
618.3 |
|
1.618 |
607.0 |
|
1.000 |
600.0 |
|
0.618 |
595.5 |
|
HIGH |
588.5 |
|
0.618 |
584.3 |
|
0.500 |
582.8 |
|
0.382 |
581.5 |
|
LOW |
577.0 |
|
0.618 |
570.0 |
|
1.000 |
565.8 |
|
1.618 |
558.8 |
|
2.618 |
547.3 |
|
4.250 |
528.8 |
|
|
| Fisher Pivots for day following 05-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
586.0 |
594.8 |
| PP |
584.3 |
592.3 |
| S1 |
582.8 |
590.0 |
|