ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 13-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
| Open |
689.0 |
711.7 |
22.7 |
3.3% |
716.0 |
| High |
715.7 |
719.7 |
4.0 |
0.6% |
731.7 |
| Low |
685.0 |
704.4 |
19.4 |
2.8% |
629.2 |
| Close |
713.6 |
710.0 |
-3.6 |
-0.5% |
651.8 |
| Range |
30.7 |
15.3 |
-15.4 |
-50.2% |
102.5 |
| ATR |
22.3 |
21.8 |
-0.5 |
-2.2% |
0.0 |
| Volume |
192,653 |
180,887 |
-11,766 |
-6.1% |
1,174,295 |
|
| Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
757.3 |
749.0 |
718.5 |
|
| R3 |
742.0 |
733.8 |
714.3 |
|
| R2 |
726.8 |
726.8 |
712.8 |
|
| R1 |
718.3 |
718.3 |
711.5 |
714.8 |
| PP |
711.3 |
711.3 |
711.3 |
709.5 |
| S1 |
703.0 |
703.0 |
708.5 |
699.5 |
| S2 |
696.0 |
696.0 |
707.3 |
|
| S3 |
680.8 |
687.8 |
705.8 |
|
| S4 |
665.5 |
672.5 |
701.5 |
|
|
| 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 |
719.7 |
644.7 |
75.0 |
10.6% |
27.5 |
3.9% |
87% |
True |
False |
259,758 |
| 10 |
739.5 |
629.2 |
110.3 |
15.5% |
30.0 |
4.2% |
73% |
False |
False |
224,046 |
| 20 |
745.0 |
629.2 |
115.8 |
16.3% |
22.3 |
3.1% |
70% |
False |
False |
197,559 |
| 40 |
745.0 |
629.2 |
115.8 |
16.3% |
16.3 |
2.3% |
70% |
False |
False |
158,109 |
| 60 |
745.0 |
616.7 |
128.3 |
18.1% |
13.8 |
1.9% |
73% |
False |
False |
117,316 |
| 80 |
745.0 |
577.1 |
167.9 |
23.6% |
12.8 |
1.8% |
79% |
False |
False |
88,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
784.8 |
|
2.618 |
759.8 |
|
1.618 |
744.5 |
|
1.000 |
735.0 |
|
0.618 |
729.3 |
|
HIGH |
719.8 |
|
0.618 |
713.8 |
|
0.500 |
712.0 |
|
0.382 |
710.3 |
|
LOW |
704.5 |
|
0.618 |
695.0 |
|
1.000 |
689.0 |
|
1.618 |
679.8 |
|
2.618 |
664.3 |
|
4.250 |
639.5 |
|
|
| Fisher Pivots for day following 13-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
712.0 |
706.0 |
| PP |
711.3 |
702.3 |
| S1 |
710.8 |
698.3 |
|