ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 11-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
591.8 |
593.7 |
1.9 |
0.3% |
596.3 |
| High |
593.0 |
602.7 |
9.7 |
1.6% |
612.3 |
| Low |
586.0 |
587.0 |
1.0 |
0.2% |
577.1 |
| Close |
590.0 |
601.4 |
11.4 |
1.9% |
587.5 |
| Range |
7.0 |
15.7 |
8.7 |
124.3% |
35.2 |
| ATR |
9.7 |
10.2 |
0.4 |
4.4% |
0.0 |
| Volume |
1,437 |
271 |
-1,166 |
-81.1% |
1,101 |
|
| Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
644.3 |
638.5 |
610.0 |
|
| R3 |
628.5 |
622.8 |
605.8 |
|
| R2 |
612.8 |
612.8 |
604.3 |
|
| R1 |
607.0 |
607.0 |
602.8 |
610.0 |
| PP |
597.0 |
597.0 |
597.0 |
598.5 |
| S1 |
591.3 |
591.3 |
600.0 |
594.3 |
| S2 |
581.3 |
581.3 |
598.5 |
|
| S3 |
565.8 |
575.8 |
597.0 |
|
| S4 |
550.0 |
560.0 |
592.8 |
|
|
| 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 |
669.5 |
|
2.618 |
643.8 |
|
1.618 |
628.0 |
|
1.000 |
618.5 |
|
0.618 |
612.5 |
|
HIGH |
602.8 |
|
0.618 |
596.8 |
|
0.500 |
594.8 |
|
0.382 |
593.0 |
|
LOW |
587.0 |
|
0.618 |
577.3 |
|
1.000 |
571.3 |
|
1.618 |
561.5 |
|
2.618 |
546.0 |
|
4.250 |
520.3 |
|
|
| Fisher Pivots for day following 11-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
599.3 |
598.8 |
| PP |
597.0 |
596.0 |
| S1 |
594.8 |
593.3 |
|