ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 02-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2010 |
02-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
626.8 |
638.4 |
11.6 |
1.9% |
628.2 |
| High |
639.2 |
647.4 |
8.2 |
1.3% |
630.8 |
| Low |
626.8 |
637.2 |
10.4 |
1.7% |
616.7 |
| Close |
637.6 |
645.2 |
7.6 |
1.2% |
625.2 |
| Range |
12.4 |
10.2 |
-2.2 |
-17.7% |
14.1 |
| ATR |
9.3 |
9.3 |
0.1 |
0.7% |
0.0 |
| Volume |
183 |
4,605 |
4,422 |
2,416.4% |
3,193 |
|
| Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
673.8 |
669.8 |
650.8 |
|
| R3 |
663.8 |
659.5 |
648.0 |
|
| R2 |
653.5 |
653.5 |
647.0 |
|
| R1 |
649.3 |
649.3 |
646.3 |
651.5 |
| PP |
643.3 |
643.3 |
643.3 |
644.3 |
| S1 |
639.3 |
639.3 |
644.3 |
641.3 |
| S2 |
633.0 |
633.0 |
643.3 |
|
| S3 |
622.8 |
629.0 |
642.5 |
|
| S4 |
612.8 |
618.8 |
639.5 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
666.5 |
660.0 |
633.0 |
|
| R3 |
652.5 |
645.8 |
629.0 |
|
| R2 |
638.3 |
638.3 |
627.8 |
|
| R1 |
631.8 |
631.8 |
626.5 |
628.0 |
| PP |
624.3 |
624.3 |
624.3 |
622.3 |
| S1 |
617.8 |
617.8 |
624.0 |
614.0 |
| S2 |
610.3 |
610.3 |
622.5 |
|
| S3 |
596.0 |
603.5 |
621.3 |
|
| S4 |
582.0 |
589.5 |
617.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
690.8 |
|
2.618 |
674.0 |
|
1.618 |
664.0 |
|
1.000 |
657.5 |
|
0.618 |
653.8 |
|
HIGH |
647.5 |
|
0.618 |
643.5 |
|
0.500 |
642.3 |
|
0.382 |
641.0 |
|
LOW |
637.3 |
|
0.618 |
631.0 |
|
1.000 |
627.0 |
|
1.618 |
620.8 |
|
2.618 |
610.5 |
|
4.250 |
593.8 |
|
|
| Fisher Pivots for day following 02-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
644.3 |
641.5 |
| PP |
643.3 |
638.0 |
| S1 |
642.3 |
634.3 |
|