ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 23-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
660.0 |
642.9 |
-17.1 |
-2.6% |
645.9 |
| High |
667.1 |
648.9 |
-18.2 |
-2.7% |
670.1 |
| Low |
641.8 |
634.3 |
-7.5 |
-1.2% |
643.5 |
| Close |
642.3 |
641.0 |
-1.3 |
-0.2% |
662.9 |
| Range |
25.3 |
14.6 |
-10.7 |
-42.3% |
26.6 |
| ATR |
19.6 |
19.2 |
-0.4 |
-1.8% |
0.0 |
| Volume |
128,876 |
171,300 |
42,424 |
32.9% |
917,922 |
|
| Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
685.3 |
677.8 |
649.0 |
|
| R3 |
670.5 |
663.0 |
645.0 |
|
| R2 |
656.0 |
656.0 |
643.8 |
|
| R1 |
648.5 |
648.5 |
642.3 |
645.0 |
| PP |
641.5 |
641.5 |
641.5 |
639.5 |
| S1 |
634.0 |
634.0 |
639.8 |
630.3 |
| S2 |
626.8 |
626.8 |
638.3 |
|
| S3 |
612.3 |
619.3 |
637.0 |
|
| S4 |
597.5 |
604.8 |
633.0 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
738.8 |
727.3 |
677.5 |
|
| R3 |
712.0 |
700.8 |
670.3 |
|
| R2 |
685.5 |
685.5 |
667.8 |
|
| R1 |
674.3 |
674.3 |
665.3 |
679.8 |
| PP |
658.8 |
658.8 |
658.8 |
661.8 |
| S1 |
647.5 |
647.5 |
660.5 |
653.3 |
| S2 |
632.3 |
632.3 |
658.0 |
|
| S3 |
605.8 |
621.0 |
655.5 |
|
| S4 |
579.0 |
594.3 |
648.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
676.0 |
634.3 |
41.7 |
6.5% |
17.3 |
2.7% |
16% |
False |
True |
152,059 |
| 10 |
676.0 |
613.6 |
62.4 |
9.7% |
17.8 |
2.8% |
44% |
False |
False |
152,154 |
| 20 |
676.0 |
603.3 |
72.7 |
11.3% |
19.0 |
3.0% |
52% |
False |
False |
77,897 |
| 40 |
737.0 |
603.3 |
133.7 |
20.9% |
21.5 |
3.3% |
28% |
False |
False |
39,136 |
| 60 |
742.0 |
603.3 |
138.7 |
21.6% |
17.0 |
2.7% |
27% |
False |
False |
26,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
711.0 |
|
2.618 |
687.0 |
|
1.618 |
672.5 |
|
1.000 |
663.5 |
|
0.618 |
658.0 |
|
HIGH |
649.0 |
|
0.618 |
643.3 |
|
0.500 |
641.5 |
|
0.382 |
640.0 |
|
LOW |
634.3 |
|
0.618 |
625.3 |
|
1.000 |
619.8 |
|
1.618 |
610.8 |
|
2.618 |
596.0 |
|
4.250 |
572.3 |
|
|
| Fisher Pivots for day following 23-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
641.5 |
655.3 |
| PP |
641.5 |
650.5 |
| S1 |
641.3 |
645.8 |
|