ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 20-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
| Open |
677.1 |
675.7 |
-1.4 |
-0.2% |
657.3 |
| High |
686.6 |
676.4 |
-10.2 |
-1.5% |
719.7 |
| Low |
664.3 |
634.7 |
-29.6 |
-4.5% |
657.3 |
| Close |
672.6 |
640.0 |
-32.6 |
-4.8% |
695.7 |
| Range |
22.3 |
41.7 |
19.4 |
87.0% |
62.4 |
| ATR |
23.0 |
24.4 |
1.3 |
5.8% |
0.0 |
| Volume |
193,188 |
226,794 |
33,606 |
17.4% |
1,065,558 |
|
| Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
775.5 |
749.5 |
663.0 |
|
| R3 |
733.8 |
707.8 |
651.5 |
|
| R2 |
692.0 |
692.0 |
647.8 |
|
| R1 |
666.0 |
666.0 |
643.8 |
658.3 |
| PP |
650.3 |
650.3 |
650.3 |
646.5 |
| S1 |
624.3 |
624.3 |
636.3 |
616.5 |
| S2 |
608.8 |
608.8 |
632.3 |
|
| S3 |
567.0 |
582.8 |
628.5 |
|
| S4 |
525.3 |
541.0 |
617.0 |
|
|
| 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 |
712.3 |
634.7 |
77.6 |
12.1% |
29.8 |
4.7% |
7% |
False |
True |
194,455 |
| 10 |
719.7 |
634.7 |
85.0 |
13.3% |
28.8 |
4.5% |
6% |
False |
True |
227,107 |
| 20 |
745.0 |
629.2 |
115.8 |
18.1% |
26.0 |
4.1% |
9% |
False |
False |
204,459 |
| 40 |
745.0 |
629.2 |
115.8 |
18.1% |
18.5 |
2.9% |
9% |
False |
False |
164,955 |
| 60 |
745.0 |
616.7 |
128.3 |
20.0% |
15.5 |
2.4% |
18% |
False |
False |
133,483 |
| 80 |
745.0 |
577.1 |
167.9 |
26.2% |
14.3 |
2.2% |
37% |
False |
False |
100,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
853.5 |
|
2.618 |
785.5 |
|
1.618 |
743.8 |
|
1.000 |
718.0 |
|
0.618 |
702.3 |
|
HIGH |
676.5 |
|
0.618 |
660.5 |
|
0.500 |
655.5 |
|
0.382 |
650.8 |
|
LOW |
634.8 |
|
0.618 |
609.0 |
|
1.000 |
593.0 |
|
1.618 |
567.3 |
|
2.618 |
525.5 |
|
4.250 |
457.5 |
|
|
| Fisher Pivots for day following 20-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
655.5 |
670.8 |
| PP |
650.3 |
660.5 |
| S1 |
645.3 |
650.3 |
|