ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 19-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2010 |
19-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
621.3 |
621.0 |
-0.3 |
0.0% |
608.4 |
| High |
626.2 |
629.5 |
3.3 |
0.5% |
629.5 |
| Low |
619.4 |
621.0 |
1.6 |
0.3% |
607.7 |
| Close |
625.6 |
627.5 |
1.9 |
0.3% |
627.5 |
| Range |
6.8 |
8.5 |
1.7 |
25.0% |
21.8 |
| ATR |
9.2 |
9.2 |
-0.1 |
-0.6% |
0.0 |
| Volume |
41 |
124 |
83 |
202.4% |
276 |
|
| Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
651.5 |
648.0 |
632.3 |
|
| R3 |
643.0 |
639.5 |
629.8 |
|
| R2 |
634.5 |
634.5 |
629.0 |
|
| R1 |
631.0 |
631.0 |
628.3 |
632.8 |
| PP |
626.0 |
626.0 |
626.0 |
627.0 |
| S1 |
622.5 |
622.5 |
626.8 |
624.3 |
| S2 |
617.5 |
617.5 |
626.0 |
|
| S3 |
609.0 |
614.0 |
625.3 |
|
| S4 |
600.5 |
605.5 |
622.8 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
687.0 |
679.0 |
639.5 |
|
| R3 |
665.3 |
657.3 |
633.5 |
|
| R2 |
643.3 |
643.3 |
631.5 |
|
| R1 |
635.5 |
635.5 |
629.5 |
639.5 |
| PP |
621.5 |
621.5 |
621.5 |
623.5 |
| S1 |
613.8 |
613.8 |
625.5 |
617.5 |
| S2 |
599.8 |
599.8 |
623.5 |
|
| S3 |
578.0 |
591.8 |
621.5 |
|
| S4 |
556.3 |
570.0 |
615.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
665.5 |
|
2.618 |
651.8 |
|
1.618 |
643.3 |
|
1.000 |
638.0 |
|
0.618 |
634.8 |
|
HIGH |
629.5 |
|
0.618 |
626.3 |
|
0.500 |
625.3 |
|
0.382 |
624.3 |
|
LOW |
621.0 |
|
0.618 |
615.8 |
|
1.000 |
612.5 |
|
1.618 |
607.3 |
|
2.618 |
598.8 |
|
4.250 |
585.0 |
|
|
| Fisher Pivots for day following 19-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
626.8 |
626.0 |
| PP |
626.0 |
624.5 |
| S1 |
625.3 |
623.0 |
|