ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 25-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2010 |
25-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
620.8 |
623.8 |
3.0 |
0.5% |
608.4 |
| High |
628.3 |
627.0 |
-1.3 |
-0.2% |
629.5 |
| Low |
620.5 |
616.7 |
-3.8 |
-0.6% |
607.7 |
| Close |
625.5 |
626.9 |
1.4 |
0.2% |
627.5 |
| Range |
7.8 |
10.3 |
2.5 |
32.1% |
21.8 |
| ATR |
8.9 |
9.0 |
0.1 |
1.1% |
0.0 |
| Volume |
116 |
157 |
41 |
35.3% |
276 |
|
| Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
654.5 |
651.0 |
632.5 |
|
| R3 |
644.3 |
640.8 |
629.8 |
|
| R2 |
633.8 |
633.8 |
628.8 |
|
| R1 |
630.3 |
630.3 |
627.8 |
632.0 |
| PP |
623.5 |
623.5 |
623.5 |
624.5 |
| S1 |
620.0 |
620.0 |
626.0 |
621.8 |
| S2 |
613.3 |
613.3 |
625.0 |
|
| S3 |
603.0 |
609.8 |
624.0 |
|
| S4 |
592.8 |
599.5 |
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 |
670.8 |
|
2.618 |
654.0 |
|
1.618 |
643.8 |
|
1.000 |
637.3 |
|
0.618 |
633.3 |
|
HIGH |
627.0 |
|
0.618 |
623.0 |
|
0.500 |
621.8 |
|
0.382 |
620.8 |
|
LOW |
616.8 |
|
0.618 |
610.3 |
|
1.000 |
606.5 |
|
1.618 |
600.0 |
|
2.618 |
589.8 |
|
4.250 |
573.0 |
|
|
| Fisher Pivots for day following 25-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
625.3 |
625.8 |
| PP |
623.5 |
624.8 |
| S1 |
621.8 |
623.8 |
|