ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 12-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2010 |
12-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
593.7 |
603.3 |
9.6 |
1.6% |
586.7 |
| High |
602.7 |
608.0 |
5.3 |
0.9% |
608.0 |
| Low |
587.0 |
594.3 |
7.3 |
1.2% |
583.5 |
| Close |
601.4 |
608.9 |
7.5 |
1.2% |
608.9 |
| Range |
15.7 |
13.7 |
-2.0 |
-12.7% |
24.5 |
| ATR |
10.2 |
10.4 |
0.3 |
2.5% |
0.0 |
| Volume |
271 |
335 |
64 |
23.6% |
2,440 |
|
| Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
644.8 |
640.5 |
616.5 |
|
| R3 |
631.3 |
626.8 |
612.8 |
|
| R2 |
617.5 |
617.5 |
611.5 |
|
| R1 |
613.3 |
613.3 |
610.3 |
615.3 |
| PP |
603.8 |
603.8 |
603.8 |
604.8 |
| S1 |
599.5 |
599.5 |
607.8 |
601.5 |
| S2 |
590.0 |
590.0 |
606.5 |
|
| S3 |
576.3 |
585.8 |
605.3 |
|
| S4 |
562.8 |
572.0 |
601.3 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
673.8 |
665.8 |
622.5 |
|
| R3 |
649.3 |
641.3 |
615.8 |
|
| R2 |
624.8 |
624.8 |
613.5 |
|
| R1 |
616.8 |
616.8 |
611.3 |
620.8 |
| PP |
600.3 |
600.3 |
600.3 |
602.0 |
| S1 |
592.3 |
592.3 |
606.8 |
596.3 |
| S2 |
575.8 |
575.8 |
604.5 |
|
| S3 |
551.3 |
567.8 |
602.3 |
|
| S4 |
526.8 |
543.3 |
595.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
666.3 |
|
2.618 |
643.8 |
|
1.618 |
630.3 |
|
1.000 |
621.8 |
|
0.618 |
616.5 |
|
HIGH |
608.0 |
|
0.618 |
602.8 |
|
0.500 |
601.3 |
|
0.382 |
599.5 |
|
LOW |
594.3 |
|
0.618 |
585.8 |
|
1.000 |
580.5 |
|
1.618 |
572.3 |
|
2.618 |
558.5 |
|
4.250 |
536.0 |
|
|
| Fisher Pivots for day following 12-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
606.3 |
605.0 |
| PP |
603.8 |
601.0 |
| S1 |
601.3 |
597.0 |
|