ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 15-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
645.8 |
652.7 |
6.9 |
1.1% |
635.3 |
| High |
663.6 |
670.3 |
6.7 |
1.0% |
648.7 |
| Low |
645.2 |
652.4 |
7.2 |
1.1% |
605.5 |
| Close |
653.0 |
666.2 |
13.2 |
2.0% |
647.3 |
| Range |
18.4 |
17.9 |
-0.5 |
-2.7% |
43.2 |
| ATR |
23.2 |
22.8 |
-0.4 |
-1.6% |
0.0 |
| Volume |
84,760 |
105,481 |
20,721 |
24.4% |
990,185 |
|
| Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
716.8 |
709.3 |
676.0 |
|
| R3 |
698.8 |
691.5 |
671.0 |
|
| R2 |
680.8 |
680.8 |
669.5 |
|
| R1 |
673.5 |
673.5 |
667.8 |
677.3 |
| PP |
663.0 |
663.0 |
663.0 |
664.8 |
| S1 |
655.8 |
655.8 |
664.5 |
659.3 |
| S2 |
645.0 |
645.0 |
663.0 |
|
| S3 |
627.3 |
637.8 |
661.3 |
|
| S4 |
609.3 |
619.8 |
656.3 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
763.5 |
748.5 |
671.0 |
|
| R3 |
720.3 |
705.3 |
659.3 |
|
| R2 |
677.0 |
677.0 |
655.3 |
|
| R1 |
662.3 |
662.3 |
651.3 |
669.5 |
| PP |
633.8 |
633.8 |
633.8 |
637.5 |
| S1 |
619.0 |
619.0 |
643.3 |
626.5 |
| S2 |
590.8 |
590.8 |
639.5 |
|
| S3 |
547.5 |
575.8 |
635.5 |
|
| S4 |
504.3 |
532.5 |
623.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
670.3 |
610.4 |
59.9 |
9.0% |
20.3 |
3.0% |
93% |
True |
False |
164,568 |
| 10 |
670.6 |
605.5 |
65.1 |
9.8% |
21.8 |
3.3% |
93% |
False |
False |
160,632 |
| 20 |
706.6 |
605.5 |
101.1 |
15.2% |
24.0 |
3.6% |
60% |
False |
False |
177,954 |
| 40 |
745.0 |
605.5 |
139.5 |
20.9% |
23.8 |
3.6% |
44% |
False |
False |
187,172 |
| 60 |
745.0 |
605.5 |
139.5 |
20.9% |
19.5 |
2.9% |
44% |
False |
False |
165,586 |
| 80 |
745.0 |
605.5 |
139.5 |
20.9% |
16.8 |
2.5% |
44% |
False |
False |
136,923 |
| 100 |
745.0 |
577.1 |
167.9 |
25.2% |
15.5 |
2.3% |
53% |
False |
False |
109,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
746.5 |
|
2.618 |
717.3 |
|
1.618 |
699.3 |
|
1.000 |
688.3 |
|
0.618 |
681.3 |
|
HIGH |
670.3 |
|
0.618 |
663.5 |
|
0.500 |
661.3 |
|
0.382 |
659.3 |
|
LOW |
652.5 |
|
0.618 |
641.3 |
|
1.000 |
634.5 |
|
1.618 |
623.5 |
|
2.618 |
605.5 |
|
4.250 |
576.3 |
|
|
| Fisher Pivots for day following 15-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
664.5 |
660.8 |
| PP |
663.0 |
655.3 |
| S1 |
661.3 |
649.8 |
|