ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 12-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
| Open |
687.5 |
689.0 |
1.5 |
0.2% |
716.0 |
| High |
703.9 |
715.7 |
11.8 |
1.7% |
731.7 |
| Low |
676.9 |
685.0 |
8.1 |
1.2% |
629.2 |
| Close |
692.1 |
713.6 |
21.5 |
3.1% |
651.8 |
| Range |
27.0 |
30.7 |
3.7 |
13.7% |
102.5 |
| ATR |
21.6 |
22.3 |
0.6 |
3.0% |
0.0 |
| Volume |
190,326 |
192,653 |
2,327 |
1.2% |
1,174,295 |
|
| Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
796.8 |
786.0 |
730.5 |
|
| R3 |
766.3 |
755.3 |
722.0 |
|
| R2 |
735.5 |
735.5 |
719.3 |
|
| R1 |
724.5 |
724.5 |
716.5 |
730.0 |
| PP |
704.8 |
704.8 |
704.8 |
707.5 |
| S1 |
693.8 |
693.8 |
710.8 |
699.3 |
| S2 |
674.0 |
674.0 |
708.0 |
|
| S3 |
643.3 |
663.3 |
705.3 |
|
| S4 |
612.8 |
632.5 |
696.8 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
978.5 |
917.5 |
708.3 |
|
| R3 |
876.0 |
815.0 |
680.0 |
|
| R2 |
773.5 |
773.5 |
670.5 |
|
| R1 |
712.5 |
712.5 |
661.3 |
691.8 |
| PP |
671.0 |
671.0 |
671.0 |
660.5 |
| S1 |
610.0 |
610.0 |
642.5 |
589.3 |
| S2 |
568.5 |
568.5 |
633.0 |
|
| S3 |
466.0 |
507.5 |
623.5 |
|
| S4 |
363.5 |
405.0 |
595.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
715.7 |
629.2 |
86.5 |
12.1% |
39.0 |
5.5% |
98% |
True |
False |
266,958 |
| 10 |
739.5 |
629.2 |
110.3 |
15.5% |
30.0 |
4.2% |
77% |
False |
False |
222,254 |
| 20 |
745.0 |
629.2 |
115.8 |
16.2% |
21.8 |
3.0% |
73% |
False |
False |
195,590 |
| 40 |
745.0 |
629.2 |
115.8 |
16.2% |
16.0 |
2.3% |
73% |
False |
False |
157,819 |
| 60 |
745.0 |
616.5 |
128.5 |
18.0% |
13.5 |
1.9% |
76% |
False |
False |
114,302 |
| 80 |
745.0 |
577.1 |
167.9 |
23.5% |
12.8 |
1.8% |
81% |
False |
False |
85,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
846.3 |
|
2.618 |
796.0 |
|
1.618 |
765.3 |
|
1.000 |
746.5 |
|
0.618 |
734.8 |
|
HIGH |
715.8 |
|
0.618 |
704.0 |
|
0.500 |
700.3 |
|
0.382 |
696.8 |
|
LOW |
685.0 |
|
0.618 |
666.0 |
|
1.000 |
654.3 |
|
1.618 |
635.3 |
|
2.618 |
604.8 |
|
4.250 |
554.5 |
|
|
| Fisher Pivots for day following 12-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
709.3 |
704.5 |
| PP |
704.8 |
695.5 |
| S1 |
700.3 |
686.5 |
|