ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 16-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
720.2 |
720.4 |
0.2 |
0.0% |
702.0 |
| High |
724.1 |
723.2 |
-0.9 |
-0.1% |
724.1 |
| Low |
717.4 |
707.9 |
-9.5 |
-1.3% |
697.6 |
| Close |
722.9 |
713.8 |
-9.1 |
-1.3% |
713.8 |
| Range |
6.7 |
15.3 |
8.6 |
128.4% |
26.5 |
| ATR |
9.9 |
10.3 |
0.4 |
3.9% |
0.0 |
| Volume |
141,506 |
139,560 |
-1,946 |
-1.4% |
597,391 |
|
| Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
760.8 |
752.8 |
722.3 |
|
| R3 |
745.5 |
737.3 |
718.0 |
|
| R2 |
730.3 |
730.3 |
716.5 |
|
| R1 |
722.0 |
722.0 |
715.3 |
718.5 |
| PP |
715.0 |
715.0 |
715.0 |
713.3 |
| S1 |
706.8 |
706.8 |
712.5 |
703.3 |
| S2 |
699.8 |
699.8 |
711.0 |
|
| S3 |
684.3 |
691.5 |
709.5 |
|
| S4 |
669.0 |
676.3 |
705.5 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
791.3 |
779.0 |
728.5 |
|
| R3 |
764.8 |
752.5 |
721.0 |
|
| R2 |
738.3 |
738.3 |
718.8 |
|
| R1 |
726.0 |
726.0 |
716.3 |
732.3 |
| PP |
711.8 |
711.8 |
711.8 |
715.0 |
| S1 |
699.5 |
699.5 |
711.3 |
705.8 |
| S2 |
685.3 |
685.3 |
709.0 |
|
| S3 |
658.8 |
673.0 |
706.5 |
|
| S4 |
632.3 |
646.5 |
699.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
724.1 |
697.6 |
26.5 |
3.7% |
10.8 |
1.5% |
61% |
False |
False |
119,478 |
| 10 |
724.1 |
682.4 |
41.7 |
5.8% |
10.5 |
1.5% |
75% |
False |
False |
106,944 |
| 20 |
724.1 |
664.1 |
60.0 |
8.4% |
10.8 |
1.5% |
83% |
False |
False |
117,911 |
| 40 |
724.1 |
616.7 |
107.4 |
15.0% |
9.8 |
1.4% |
90% |
False |
False |
80,682 |
| 60 |
724.1 |
577.1 |
147.0 |
20.6% |
9.8 |
1.4% |
93% |
False |
False |
53,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
788.3 |
|
2.618 |
763.3 |
|
1.618 |
748.0 |
|
1.000 |
738.5 |
|
0.618 |
732.8 |
|
HIGH |
723.3 |
|
0.618 |
717.3 |
|
0.500 |
715.5 |
|
0.382 |
713.8 |
|
LOW |
708.0 |
|
0.618 |
698.5 |
|
1.000 |
692.5 |
|
1.618 |
683.3 |
|
2.618 |
667.8 |
|
4.250 |
643.0 |
|
|
| Fisher Pivots for day following 16-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
715.5 |
715.0 |
| PP |
715.0 |
714.5 |
| S1 |
714.5 |
714.3 |
|