ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 09-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2010 |
09-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
586.7 |
585.7 |
-1.0 |
-0.2% |
596.3 |
| High |
591.0 |
594.0 |
3.0 |
0.5% |
612.3 |
| Low |
583.5 |
583.9 |
0.4 |
0.1% |
577.1 |
| Close |
584.5 |
589.7 |
5.2 |
0.9% |
587.5 |
| Range |
7.5 |
10.1 |
2.6 |
34.7% |
35.2 |
| ATR |
9.9 |
9.9 |
0.0 |
0.1% |
0.0 |
| Volume |
176 |
221 |
45 |
25.6% |
1,101 |
|
| Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
619.5 |
614.8 |
595.3 |
|
| R3 |
609.5 |
604.5 |
592.5 |
|
| R2 |
599.3 |
599.3 |
591.5 |
|
| R1 |
594.5 |
594.5 |
590.8 |
597.0 |
| PP |
589.3 |
589.3 |
589.3 |
590.5 |
| S1 |
584.5 |
584.5 |
588.8 |
586.8 |
| S2 |
579.0 |
579.0 |
587.8 |
|
| S3 |
569.0 |
574.3 |
587.0 |
|
| S4 |
559.0 |
564.3 |
584.3 |
|
|
| 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 |
620.5 |
|
1.618 |
610.3 |
|
1.000 |
604.0 |
|
0.618 |
600.3 |
|
HIGH |
594.0 |
|
0.618 |
590.3 |
|
0.500 |
589.0 |
|
0.382 |
587.8 |
|
LOW |
584.0 |
|
0.618 |
577.8 |
|
1.000 |
573.8 |
|
1.618 |
567.5 |
|
2.618 |
557.5 |
|
4.250 |
541.0 |
|
|
| Fisher Pivots for day following 09-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
589.5 |
588.3 |
| PP |
589.3 |
587.0 |
| S1 |
589.0 |
585.5 |
|