ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 19-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
| Open |
695.4 |
677.1 |
-18.3 |
-2.6% |
657.3 |
| High |
706.6 |
686.6 |
-20.0 |
-2.8% |
719.7 |
| Low |
677.5 |
664.3 |
-13.2 |
-1.9% |
657.3 |
| Close |
683.0 |
672.6 |
-10.4 |
-1.5% |
695.7 |
| Range |
29.1 |
22.3 |
-6.8 |
-23.4% |
62.4 |
| ATR |
23.1 |
23.0 |
-0.1 |
-0.2% |
0.0 |
| Volume |
196,347 |
193,188 |
-3,159 |
-1.6% |
1,065,558 |
|
| Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
741.5 |
729.3 |
684.8 |
|
| R3 |
719.0 |
707.0 |
678.8 |
|
| R2 |
696.8 |
696.8 |
676.8 |
|
| R1 |
684.8 |
684.8 |
674.8 |
679.5 |
| PP |
674.5 |
674.5 |
674.5 |
672.0 |
| S1 |
662.5 |
662.5 |
670.5 |
657.3 |
| S2 |
652.3 |
652.3 |
668.5 |
|
| S3 |
630.0 |
640.0 |
666.5 |
|
| S4 |
607.5 |
617.8 |
660.3 |
|
|
| 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 |
664.3 |
55.4 |
8.2% |
24.5 |
3.6% |
15% |
False |
True |
185,274 |
| 10 |
719.7 |
629.2 |
90.5 |
13.5% |
31.8 |
4.7% |
48% |
False |
False |
226,116 |
| 20 |
745.0 |
629.2 |
115.8 |
17.2% |
24.8 |
3.7% |
37% |
False |
False |
200,124 |
| 40 |
745.0 |
629.2 |
115.8 |
17.2% |
17.8 |
2.6% |
37% |
False |
False |
162,487 |
| 60 |
745.0 |
616.7 |
128.3 |
19.1% |
15.0 |
2.2% |
44% |
False |
False |
129,705 |
| 80 |
745.0 |
577.1 |
167.9 |
25.0% |
13.8 |
2.1% |
57% |
False |
False |
97,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
781.5 |
|
2.618 |
745.0 |
|
1.618 |
722.8 |
|
1.000 |
709.0 |
|
0.618 |
700.5 |
|
HIGH |
686.5 |
|
0.618 |
678.0 |
|
0.500 |
675.5 |
|
0.382 |
672.8 |
|
LOW |
664.3 |
|
0.618 |
650.5 |
|
1.000 |
642.0 |
|
1.618 |
628.3 |
|
2.618 |
606.0 |
|
4.250 |
569.5 |
|
|
| Fisher Pivots for day following 19-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
675.5 |
685.5 |
| PP |
674.5 |
681.3 |
| S1 |
673.5 |
677.0 |
|