ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 17-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2010 |
17-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
609.9 |
617.5 |
7.6 |
1.2% |
586.7 |
| High |
616.8 |
622.1 |
5.3 |
0.9% |
608.0 |
| Low |
607.8 |
616.5 |
8.7 |
1.4% |
583.5 |
| Close |
616.1 |
622.1 |
6.0 |
1.0% |
608.9 |
| Range |
9.0 |
5.6 |
-3.4 |
-37.8% |
24.5 |
| ATR |
9.7 |
9.4 |
-0.3 |
-2.7% |
0.0 |
| Volume |
6 |
74 |
68 |
1,133.3% |
2,440 |
|
| Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
637.0 |
635.3 |
625.3 |
|
| R3 |
631.5 |
629.5 |
623.8 |
|
| R2 |
625.8 |
625.8 |
623.3 |
|
| R1 |
624.0 |
624.0 |
622.5 |
625.0 |
| PP |
620.3 |
620.3 |
620.3 |
620.8 |
| S1 |
618.3 |
618.3 |
621.5 |
619.3 |
| S2 |
614.8 |
614.8 |
621.0 |
|
| S3 |
609.0 |
612.8 |
620.5 |
|
| S4 |
603.5 |
607.3 |
619.0 |
|
|
| 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 |
646.0 |
|
2.618 |
636.8 |
|
1.618 |
631.3 |
|
1.000 |
627.8 |
|
0.618 |
625.5 |
|
HIGH |
622.0 |
|
0.618 |
620.0 |
|
0.500 |
619.3 |
|
0.382 |
618.8 |
|
LOW |
616.5 |
|
0.618 |
613.0 |
|
1.000 |
611.0 |
|
1.618 |
607.5 |
|
2.618 |
601.8 |
|
4.250 |
592.8 |
|
|
| Fisher Pivots for day following 17-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
621.3 |
619.8 |
| PP |
620.3 |
617.3 |
| S1 |
619.3 |
615.0 |
|