ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 18-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2010 |
18-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
617.5 |
621.3 |
3.8 |
0.6% |
586.7 |
| High |
622.1 |
626.2 |
4.1 |
0.7% |
608.0 |
| Low |
616.5 |
619.4 |
2.9 |
0.5% |
583.5 |
| Close |
622.1 |
625.6 |
3.5 |
0.6% |
608.9 |
| Range |
5.6 |
6.8 |
1.2 |
21.4% |
24.5 |
| ATR |
9.4 |
9.2 |
-0.2 |
-2.0% |
0.0 |
| Volume |
74 |
41 |
-33 |
-44.6% |
2,440 |
|
| Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
644.3 |
641.8 |
629.3 |
|
| R3 |
637.3 |
634.8 |
627.5 |
|
| R2 |
630.5 |
630.5 |
626.8 |
|
| R1 |
628.0 |
628.0 |
626.3 |
629.3 |
| PP |
623.8 |
623.8 |
623.8 |
624.3 |
| S1 |
621.3 |
621.3 |
625.0 |
622.5 |
| S2 |
617.0 |
617.0 |
624.3 |
|
| S3 |
610.3 |
614.5 |
623.8 |
|
| S4 |
603.3 |
607.8 |
621.8 |
|
|
| 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 |
644.0 |
|
1.618 |
637.3 |
|
1.000 |
633.0 |
|
0.618 |
630.5 |
|
HIGH |
626.3 |
|
0.618 |
623.5 |
|
0.500 |
622.8 |
|
0.382 |
622.0 |
|
LOW |
619.5 |
|
0.618 |
615.3 |
|
1.000 |
612.5 |
|
1.618 |
608.5 |
|
2.618 |
601.5 |
|
4.250 |
590.5 |
|
|
| Fisher Pivots for day following 18-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
624.8 |
622.8 |
| PP |
623.8 |
619.8 |
| S1 |
622.8 |
617.0 |
|