ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 17-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
| Open |
708.2 |
694.1 |
-14.1 |
-2.0% |
657.3 |
| High |
712.3 |
704.4 |
-7.9 |
-1.1% |
719.7 |
| Low |
684.7 |
676.0 |
-8.7 |
-1.3% |
657.3 |
| Close |
695.7 |
695.1 |
-0.6 |
-0.1% |
695.7 |
| Range |
27.6 |
28.4 |
0.8 |
2.9% |
62.4 |
| ATR |
22.2 |
22.6 |
0.4 |
2.0% |
0.0 |
| Volume |
156,100 |
199,849 |
43,749 |
28.0% |
1,065,558 |
|
| Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
777.0 |
764.5 |
710.8 |
|
| R3 |
748.8 |
736.0 |
703.0 |
|
| R2 |
720.3 |
720.3 |
700.3 |
|
| R1 |
707.8 |
707.8 |
697.8 |
714.0 |
| PP |
691.8 |
691.8 |
691.8 |
695.0 |
| S1 |
679.3 |
679.3 |
692.5 |
685.5 |
| S2 |
663.5 |
663.5 |
690.0 |
|
| S3 |
635.0 |
650.8 |
687.3 |
|
| S4 |
606.8 |
622.5 |
679.5 |
|
|
| 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 |
676.0 |
43.7 |
6.3% |
25.8 |
3.7% |
44% |
False |
True |
183,963 |
| 10 |
730.9 |
629.2 |
101.7 |
14.6% |
31.5 |
4.5% |
65% |
False |
False |
223,806 |
| 20 |
745.0 |
629.2 |
115.8 |
16.7% |
23.5 |
3.4% |
57% |
False |
False |
196,391 |
| 40 |
745.0 |
629.2 |
115.8 |
16.7% |
17.3 |
2.5% |
57% |
False |
False |
159,403 |
| 60 |
745.0 |
616.7 |
128.3 |
18.5% |
14.5 |
2.1% |
61% |
False |
False |
123,246 |
| 80 |
745.0 |
577.1 |
167.9 |
24.2% |
13.3 |
1.9% |
70% |
False |
False |
92,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
825.0 |
|
2.618 |
778.8 |
|
1.618 |
750.3 |
|
1.000 |
732.8 |
|
0.618 |
722.0 |
|
HIGH |
704.5 |
|
0.618 |
693.5 |
|
0.500 |
690.3 |
|
0.382 |
686.8 |
|
LOW |
676.0 |
|
0.618 |
658.5 |
|
1.000 |
647.5 |
|
1.618 |
630.0 |
|
2.618 |
601.8 |
|
4.250 |
555.3 |
|
|
| Fisher Pivots for day following 17-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
693.5 |
697.8 |
| PP |
691.8 |
697.0 |
| S1 |
690.3 |
696.0 |
|