ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 14-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
| Open |
711.7 |
708.2 |
-3.5 |
-0.5% |
657.3 |
| High |
719.7 |
712.3 |
-7.4 |
-1.0% |
719.7 |
| Low |
704.4 |
684.7 |
-19.7 |
-2.8% |
657.3 |
| Close |
710.0 |
695.7 |
-14.3 |
-2.0% |
695.7 |
| Range |
15.3 |
27.6 |
12.3 |
80.4% |
62.4 |
| ATR |
21.8 |
22.2 |
0.4 |
1.9% |
0.0 |
| Volume |
180,887 |
156,100 |
-24,787 |
-13.7% |
1,065,558 |
|
| Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
780.3 |
765.8 |
711.0 |
|
| R3 |
752.8 |
738.0 |
703.3 |
|
| R2 |
725.3 |
725.3 |
700.8 |
|
| R1 |
710.5 |
710.5 |
698.3 |
704.0 |
| PP |
697.5 |
697.5 |
697.5 |
694.3 |
| S1 |
682.8 |
682.8 |
693.3 |
676.5 |
| S2 |
670.0 |
670.0 |
690.8 |
|
| S3 |
642.3 |
655.3 |
688.0 |
|
| S4 |
614.8 |
627.8 |
680.5 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
878.0 |
849.3 |
730.0 |
|
| R3 |
815.8 |
787.0 |
712.8 |
|
| R2 |
753.3 |
753.3 |
707.3 |
|
| R1 |
724.5 |
724.5 |
701.5 |
739.0 |
| PP |
691.0 |
691.0 |
691.0 |
698.0 |
| S1 |
662.0 |
662.0 |
690.0 |
676.5 |
| S2 |
628.5 |
628.5 |
684.3 |
|
| S3 |
566.0 |
599.8 |
678.5 |
|
| S4 |
503.8 |
537.3 |
661.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
719.7 |
657.3 |
62.4 |
9.0% |
26.8 |
3.8% |
62% |
False |
False |
213,111 |
| 10 |
731.7 |
629.2 |
102.5 |
14.7% |
30.3 |
4.3% |
65% |
False |
False |
223,985 |
| 20 |
745.0 |
629.2 |
115.8 |
16.6% |
22.8 |
3.3% |
57% |
False |
False |
198,386 |
| 40 |
745.0 |
629.2 |
115.8 |
16.6% |
16.8 |
2.4% |
57% |
False |
False |
158,149 |
| 60 |
745.0 |
616.7 |
128.3 |
18.4% |
14.0 |
2.0% |
62% |
False |
False |
119,917 |
| 80 |
745.0 |
577.1 |
167.9 |
24.1% |
13.0 |
1.9% |
71% |
False |
False |
89,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
829.5 |
|
2.618 |
784.5 |
|
1.618 |
757.0 |
|
1.000 |
740.0 |
|
0.618 |
729.3 |
|
HIGH |
712.3 |
|
0.618 |
701.8 |
|
0.500 |
698.5 |
|
0.382 |
695.3 |
|
LOW |
684.8 |
|
0.618 |
667.8 |
|
1.000 |
657.0 |
|
1.618 |
640.0 |
|
2.618 |
612.5 |
|
4.250 |
567.5 |
|
|
| Fisher Pivots for day following 14-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
698.5 |
702.3 |
| PP |
697.5 |
700.0 |
| S1 |
696.8 |
697.8 |
|