ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 29-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2010 |
29-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
721.3 |
723.4 |
2.1 |
0.3% |
711.0 |
| High |
726.2 |
738.4 |
12.2 |
1.7% |
740.5 |
| Low |
717.7 |
722.0 |
4.3 |
0.6% |
699.7 |
| Close |
723.4 |
737.0 |
13.6 |
1.9% |
739.1 |
| Range |
8.5 |
16.4 |
7.9 |
92.9% |
40.8 |
| ATR |
12.0 |
12.3 |
0.3 |
2.7% |
0.0 |
| Volume |
237,964 |
162,973 |
-74,991 |
-31.5% |
880,842 |
|
| Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
781.8 |
775.8 |
746.0 |
|
| R3 |
765.3 |
759.3 |
741.5 |
|
| R2 |
748.8 |
748.8 |
740.0 |
|
| R1 |
743.0 |
743.0 |
738.5 |
746.0 |
| PP |
732.5 |
732.5 |
732.5 |
734.0 |
| S1 |
726.5 |
726.5 |
735.5 |
729.5 |
| S2 |
716.0 |
716.0 |
734.0 |
|
| S3 |
699.8 |
710.3 |
732.5 |
|
| S4 |
683.3 |
693.8 |
728.0 |
|
|
| 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 |
717.7 |
27.3 |
3.7% |
14.0 |
1.9% |
71% |
False |
False |
175,289 |
| 10 |
745.0 |
699.7 |
45.3 |
6.1% |
14.5 |
2.0% |
82% |
False |
False |
171,073 |
| 20 |
745.0 |
675.4 |
69.6 |
9.4% |
12.3 |
1.7% |
89% |
False |
False |
139,361 |
| 40 |
745.0 |
644.9 |
100.1 |
13.6% |
11.0 |
1.5% |
92% |
False |
False |
119,654 |
| 60 |
745.0 |
577.1 |
167.9 |
22.8% |
10.5 |
1.4% |
95% |
False |
False |
80,028 |
| 80 |
745.0 |
577.1 |
167.9 |
22.8% |
9.8 |
1.3% |
95% |
False |
False |
60,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
808.0 |
|
2.618 |
781.3 |
|
1.618 |
765.0 |
|
1.000 |
754.8 |
|
0.618 |
748.5 |
|
HIGH |
738.5 |
|
0.618 |
732.3 |
|
0.500 |
730.3 |
|
0.382 |
728.3 |
|
LOW |
722.0 |
|
0.618 |
711.8 |
|
1.000 |
705.5 |
|
1.618 |
695.5 |
|
2.618 |
679.0 |
|
4.250 |
652.3 |
|
|
| Fisher Pivots for day following 29-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
734.8 |
734.5 |
| PP |
732.5 |
731.8 |
| S1 |
730.3 |
729.3 |
|