ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 16-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
608.4 |
609.9 |
1.5 |
0.2% |
586.7 |
| High |
608.9 |
616.8 |
7.9 |
1.3% |
608.0 |
| Low |
607.7 |
607.8 |
0.1 |
0.0% |
583.5 |
| Close |
608.9 |
616.1 |
7.2 |
1.2% |
608.9 |
| Range |
1.2 |
9.0 |
7.8 |
650.0% |
24.5 |
| ATR |
9.7 |
9.7 |
-0.1 |
-0.5% |
0.0 |
| Volume |
31 |
6 |
-25 |
-80.6% |
2,440 |
|
| Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
640.5 |
637.3 |
621.0 |
|
| R3 |
631.5 |
628.3 |
618.5 |
|
| R2 |
622.5 |
622.5 |
617.8 |
|
| R1 |
619.3 |
619.3 |
617.0 |
621.0 |
| PP |
613.5 |
613.5 |
613.5 |
614.5 |
| S1 |
610.3 |
610.3 |
615.3 |
612.0 |
| S2 |
604.5 |
604.5 |
614.5 |
|
| S3 |
595.5 |
601.3 |
613.5 |
|
| S4 |
586.5 |
592.3 |
611.3 |
|
|
| 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 |
655.0 |
|
2.618 |
640.3 |
|
1.618 |
631.3 |
|
1.000 |
625.8 |
|
0.618 |
622.3 |
|
HIGH |
616.8 |
|
0.618 |
613.3 |
|
0.500 |
612.3 |
|
0.382 |
611.3 |
|
LOW |
607.8 |
|
0.618 |
602.3 |
|
1.000 |
598.8 |
|
1.618 |
593.3 |
|
2.618 |
584.3 |
|
4.250 |
569.5 |
|
|
| Fisher Pivots for day following 16-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
614.8 |
612.5 |
| PP |
613.5 |
609.0 |
| S1 |
612.3 |
605.5 |
|