ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 30-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2010 |
30-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
723.4 |
736.8 |
13.4 |
1.9% |
739.0 |
| High |
738.4 |
739.5 |
1.1 |
0.1% |
745.0 |
| Low |
722.0 |
713.8 |
-8.2 |
-1.1% |
713.8 |
| Close |
737.0 |
715.5 |
-21.5 |
-2.9% |
715.5 |
| Range |
16.4 |
25.7 |
9.3 |
56.7% |
31.2 |
| ATR |
12.3 |
13.2 |
1.0 |
7.8% |
0.0 |
| Volume |
162,973 |
156,708 |
-6,265 |
-3.8% |
847,037 |
|
| Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
800.0 |
783.5 |
729.8 |
|
| R3 |
774.3 |
757.8 |
722.5 |
|
| R2 |
748.8 |
748.8 |
720.3 |
|
| R1 |
732.0 |
732.0 |
717.8 |
727.5 |
| PP |
723.0 |
723.0 |
723.0 |
720.8 |
| S1 |
706.3 |
706.3 |
713.3 |
701.8 |
| S2 |
697.3 |
697.3 |
710.8 |
|
| S3 |
671.5 |
680.8 |
708.5 |
|
| S4 |
645.8 |
655.0 |
701.3 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
818.3 |
798.3 |
732.8 |
|
| R3 |
787.3 |
767.0 |
724.0 |
|
| R2 |
756.0 |
756.0 |
721.3 |
|
| R1 |
735.8 |
735.8 |
718.3 |
730.3 |
| PP |
724.8 |
724.8 |
724.8 |
722.0 |
| S1 |
704.5 |
704.5 |
712.8 |
699.0 |
| S2 |
693.5 |
693.5 |
709.8 |
|
| S3 |
662.3 |
673.3 |
707.0 |
|
| S4 |
631.3 |
642.3 |
698.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
745.0 |
713.8 |
31.2 |
4.4% |
16.3 |
2.3% |
5% |
False |
True |
169,407 |
| 10 |
745.0 |
699.7 |
45.3 |
6.3% |
15.5 |
2.2% |
35% |
False |
False |
172,787 |
| 20 |
745.0 |
682.4 |
62.6 |
8.7% |
13.0 |
1.8% |
53% |
False |
False |
139,866 |
| 40 |
745.0 |
650.6 |
94.4 |
13.2% |
11.5 |
1.6% |
69% |
False |
False |
123,533 |
| 60 |
745.0 |
577.1 |
167.9 |
23.5% |
10.5 |
1.5% |
82% |
False |
False |
82,631 |
| 80 |
745.0 |
577.1 |
167.9 |
23.5% |
10.0 |
1.4% |
82% |
False |
False |
62,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
848.8 |
|
2.618 |
806.8 |
|
1.618 |
781.0 |
|
1.000 |
765.3 |
|
0.618 |
755.5 |
|
HIGH |
739.5 |
|
0.618 |
729.8 |
|
0.500 |
726.8 |
|
0.382 |
723.5 |
|
LOW |
713.8 |
|
0.618 |
698.0 |
|
1.000 |
688.0 |
|
1.618 |
672.3 |
|
2.618 |
646.5 |
|
4.250 |
604.5 |
|
|
| Fisher Pivots for day following 30-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
726.8 |
726.8 |
| PP |
723.0 |
723.0 |
| S1 |
719.3 |
719.3 |
|