ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 24-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2010 |
24-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
628.8 |
620.8 |
-8.0 |
-1.3% |
608.4 |
| High |
630.6 |
628.3 |
-2.3 |
-0.4% |
629.5 |
| Low |
619.5 |
620.5 |
1.0 |
0.2% |
607.7 |
| Close |
623.2 |
625.5 |
2.3 |
0.4% |
627.5 |
| Range |
11.1 |
7.8 |
-3.3 |
-29.7% |
21.8 |
| ATR |
9.0 |
8.9 |
-0.1 |
-0.9% |
0.0 |
| Volume |
1,629 |
116 |
-1,513 |
-92.9% |
276 |
|
| Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
648.3 |
644.8 |
629.8 |
|
| R3 |
640.3 |
636.8 |
627.8 |
|
| R2 |
632.5 |
632.5 |
627.0 |
|
| R1 |
629.0 |
629.0 |
626.3 |
630.8 |
| PP |
624.8 |
624.8 |
624.8 |
625.8 |
| S1 |
621.3 |
621.3 |
624.8 |
623.0 |
| S2 |
617.0 |
617.0 |
624.0 |
|
| S3 |
609.3 |
613.5 |
623.3 |
|
| S4 |
601.3 |
605.8 |
621.3 |
|
|
| 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 |
661.5 |
|
2.618 |
648.8 |
|
1.618 |
641.0 |
|
1.000 |
636.0 |
|
0.618 |
633.0 |
|
HIGH |
628.3 |
|
0.618 |
625.3 |
|
0.500 |
624.5 |
|
0.382 |
623.5 |
|
LOW |
620.5 |
|
0.618 |
615.8 |
|
1.000 |
612.8 |
|
1.618 |
608.0 |
|
2.618 |
600.0 |
|
4.250 |
587.3 |
|
|
| Fisher Pivots for day following 24-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
625.3 |
625.5 |
| PP |
624.8 |
625.3 |
| S1 |
624.5 |
625.3 |
|