ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 16-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
652.7 |
664.5 |
11.8 |
1.8% |
635.3 |
| High |
670.3 |
672.5 |
2.2 |
0.3% |
648.7 |
| Low |
652.4 |
659.4 |
7.0 |
1.1% |
605.5 |
| Close |
666.2 |
666.9 |
0.7 |
0.1% |
647.3 |
| Range |
17.9 |
13.1 |
-4.8 |
-26.8% |
43.2 |
| ATR |
22.8 |
22.1 |
-0.7 |
-3.0% |
0.0 |
| Volume |
105,481 |
99,743 |
-5,738 |
-5.4% |
990,185 |
|
| Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
705.5 |
699.3 |
674.0 |
|
| R3 |
692.5 |
686.3 |
670.5 |
|
| R2 |
679.3 |
679.3 |
669.3 |
|
| R1 |
673.3 |
673.3 |
668.0 |
676.3 |
| PP |
666.3 |
666.3 |
666.3 |
667.8 |
| S1 |
660.0 |
660.0 |
665.8 |
663.3 |
| S2 |
653.3 |
653.3 |
664.5 |
|
| S3 |
640.0 |
647.0 |
663.3 |
|
| S4 |
627.0 |
633.8 |
659.8 |
|
|
| 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 |
672.5 |
616.3 |
56.2 |
8.4% |
18.3 |
2.8% |
90% |
True |
False |
133,552 |
| 10 |
672.5 |
605.5 |
67.0 |
10.0% |
21.0 |
3.1% |
92% |
True |
False |
153,965 |
| 20 |
686.6 |
605.5 |
81.1 |
12.2% |
23.3 |
3.5% |
76% |
False |
False |
173,124 |
| 40 |
745.0 |
605.5 |
139.5 |
20.9% |
23.8 |
3.6% |
44% |
False |
False |
185,238 |
| 60 |
745.0 |
605.5 |
139.5 |
20.9% |
19.5 |
2.9% |
44% |
False |
False |
165,031 |
| 80 |
745.0 |
605.5 |
139.5 |
20.9% |
17.0 |
2.5% |
44% |
False |
False |
138,165 |
| 100 |
745.0 |
577.1 |
167.9 |
25.2% |
15.5 |
2.3% |
53% |
False |
False |
110,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
728.3 |
|
2.618 |
706.8 |
|
1.618 |
693.8 |
|
1.000 |
685.5 |
|
0.618 |
680.5 |
|
HIGH |
672.5 |
|
0.618 |
667.5 |
|
0.500 |
666.0 |
|
0.382 |
664.5 |
|
LOW |
659.5 |
|
0.618 |
651.3 |
|
1.000 |
646.3 |
|
1.618 |
638.3 |
|
2.618 |
625.0 |
|
4.250 |
603.8 |
|
|
| Fisher Pivots for day following 16-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
666.5 |
664.3 |
| PP |
666.3 |
661.5 |
| S1 |
666.0 |
658.8 |
|