ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 10-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2010 |
10-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
585.7 |
591.8 |
6.1 |
1.0% |
596.3 |
| High |
594.0 |
593.0 |
-1.0 |
-0.2% |
612.3 |
| Low |
583.9 |
586.0 |
2.1 |
0.4% |
577.1 |
| Close |
589.7 |
590.0 |
0.3 |
0.1% |
587.5 |
| Range |
10.1 |
7.0 |
-3.1 |
-30.7% |
35.2 |
| ATR |
9.9 |
9.7 |
-0.2 |
-2.1% |
0.0 |
| Volume |
221 |
1,437 |
1,216 |
550.2% |
1,101 |
|
| Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
610.8 |
607.3 |
593.8 |
|
| R3 |
603.8 |
600.3 |
592.0 |
|
| R2 |
596.8 |
596.8 |
591.3 |
|
| R1 |
593.3 |
593.3 |
590.8 |
591.5 |
| PP |
589.8 |
589.8 |
589.8 |
588.8 |
| S1 |
586.3 |
586.3 |
589.3 |
584.5 |
| S2 |
582.8 |
582.8 |
588.8 |
|
| S3 |
575.8 |
579.3 |
588.0 |
|
| S4 |
568.8 |
572.3 |
586.3 |
|
|
| 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 |
622.8 |
|
2.618 |
611.3 |
|
1.618 |
604.3 |
|
1.000 |
600.0 |
|
0.618 |
597.3 |
|
HIGH |
593.0 |
|
0.618 |
590.3 |
|
0.500 |
589.5 |
|
0.382 |
588.8 |
|
LOW |
586.0 |
|
0.618 |
581.8 |
|
1.000 |
579.0 |
|
1.618 |
574.8 |
|
2.618 |
567.8 |
|
4.250 |
556.3 |
|
|
| Fisher Pivots for day following 10-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
589.8 |
589.5 |
| PP |
589.8 |
589.3 |
| S1 |
589.5 |
588.8 |
|