ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 22-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2010 |
22-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
621.0 |
628.2 |
7.2 |
1.2% |
608.4 |
| High |
629.5 |
630.8 |
1.3 |
0.2% |
629.5 |
| Low |
621.0 |
626.8 |
5.8 |
0.9% |
607.7 |
| Close |
627.5 |
629.0 |
1.5 |
0.2% |
627.5 |
| Range |
8.5 |
4.0 |
-4.5 |
-52.9% |
21.8 |
| ATR |
9.2 |
8.8 |
-0.4 |
-4.0% |
0.0 |
| Volume |
124 |
345 |
221 |
178.2% |
276 |
|
| Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
640.8 |
639.0 |
631.3 |
|
| R3 |
636.8 |
635.0 |
630.0 |
|
| R2 |
632.8 |
632.8 |
629.8 |
|
| R1 |
631.0 |
631.0 |
629.3 |
632.0 |
| PP |
628.8 |
628.8 |
628.8 |
629.3 |
| S1 |
627.0 |
627.0 |
628.8 |
628.0 |
| S2 |
624.8 |
624.8 |
628.3 |
|
| S3 |
620.8 |
623.0 |
628.0 |
|
| S4 |
616.8 |
619.0 |
626.8 |
|
|
| 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 |
647.8 |
|
2.618 |
641.3 |
|
1.618 |
637.3 |
|
1.000 |
634.8 |
|
0.618 |
633.3 |
|
HIGH |
630.8 |
|
0.618 |
629.3 |
|
0.500 |
628.8 |
|
0.382 |
628.3 |
|
LOW |
626.8 |
|
0.618 |
624.3 |
|
1.000 |
622.8 |
|
1.618 |
620.3 |
|
2.618 |
616.3 |
|
4.250 |
609.8 |
|
|
| Fisher Pivots for day following 22-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
629.0 |
627.8 |
| PP |
628.8 |
626.5 |
| S1 |
628.8 |
625.0 |
|