ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 28-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2010 |
28-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
736.0 |
721.3 |
-14.7 |
-2.0% |
711.0 |
| High |
740.9 |
726.2 |
-14.7 |
-2.0% |
740.5 |
| Low |
718.6 |
717.7 |
-0.9 |
-0.1% |
699.7 |
| Close |
721.2 |
723.4 |
2.2 |
0.3% |
739.1 |
| Range |
22.3 |
8.5 |
-13.8 |
-61.9% |
40.8 |
| ATR |
12.2 |
12.0 |
-0.3 |
-2.2% |
0.0 |
| Volume |
150,417 |
237,964 |
87,547 |
58.2% |
880,842 |
|
| Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
748.0 |
744.3 |
728.0 |
|
| R3 |
739.5 |
735.8 |
725.8 |
|
| R2 |
731.0 |
731.0 |
725.0 |
|
| R1 |
727.3 |
727.3 |
724.3 |
729.0 |
| PP |
722.5 |
722.5 |
722.5 |
723.5 |
| S1 |
718.8 |
718.8 |
722.5 |
720.5 |
| S2 |
714.0 |
714.0 |
721.8 |
|
| S3 |
705.5 |
710.3 |
721.0 |
|
| S4 |
697.0 |
701.8 |
718.8 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
848.8 |
834.8 |
761.5 |
|
| R3 |
808.0 |
794.0 |
750.3 |
|
| R2 |
767.3 |
767.3 |
746.5 |
|
| R1 |
753.3 |
753.3 |
742.8 |
760.3 |
| PP |
726.5 |
726.5 |
726.5 |
730.0 |
| S1 |
712.3 |
712.3 |
735.3 |
719.5 |
| S2 |
685.8 |
685.8 |
731.5 |
|
| S3 |
644.8 |
671.5 |
728.0 |
|
| S4 |
604.0 |
630.8 |
716.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
745.0 |
712.9 |
32.1 |
4.4% |
14.8 |
2.0% |
33% |
False |
False |
170,714 |
| 10 |
745.0 |
699.7 |
45.3 |
6.3% |
13.5 |
1.9% |
52% |
False |
False |
168,926 |
| 20 |
745.0 |
675.4 |
69.6 |
9.6% |
12.0 |
1.6% |
69% |
False |
False |
136,535 |
| 40 |
745.0 |
644.3 |
100.7 |
13.9% |
10.8 |
1.5% |
79% |
False |
False |
115,684 |
| 60 |
745.0 |
577.1 |
167.9 |
23.2% |
10.5 |
1.4% |
87% |
False |
False |
77,315 |
| 80 |
745.0 |
577.1 |
167.9 |
23.2% |
9.8 |
1.3% |
87% |
False |
False |
58,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
762.3 |
|
2.618 |
748.5 |
|
1.618 |
740.0 |
|
1.000 |
734.8 |
|
0.618 |
731.5 |
|
HIGH |
726.3 |
|
0.618 |
723.0 |
|
0.500 |
722.0 |
|
0.382 |
721.0 |
|
LOW |
717.8 |
|
0.618 |
712.5 |
|
1.000 |
709.3 |
|
1.618 |
704.0 |
|
2.618 |
695.5 |
|
4.250 |
681.5 |
|
|
| Fisher Pivots for day following 28-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
723.0 |
731.3 |
| PP |
722.5 |
728.8 |
| S1 |
722.0 |
726.0 |
|