ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 17-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
664.5 |
662.0 |
-2.5 |
-0.4% |
635.3 |
| High |
672.5 |
671.8 |
-0.7 |
-0.1% |
648.7 |
| Low |
659.4 |
656.4 |
-3.0 |
-0.5% |
605.5 |
| Close |
666.9 |
667.5 |
0.6 |
0.1% |
647.3 |
| Range |
13.1 |
15.4 |
2.3 |
17.6% |
43.2 |
| ATR |
22.1 |
21.6 |
-0.5 |
-2.2% |
0.0 |
| Volume |
99,743 |
73,609 |
-26,134 |
-26.2% |
990,185 |
|
| Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
711.5 |
704.8 |
676.0 |
|
| R3 |
696.0 |
689.5 |
671.8 |
|
| R2 |
680.8 |
680.8 |
670.3 |
|
| R1 |
674.0 |
674.0 |
669.0 |
677.3 |
| PP |
665.3 |
665.3 |
665.3 |
667.0 |
| S1 |
658.8 |
658.8 |
666.0 |
662.0 |
| S2 |
649.8 |
649.8 |
664.8 |
|
| S3 |
634.5 |
643.3 |
663.3 |
|
| S4 |
619.0 |
627.8 |
659.0 |
|
|
| 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 |
629.4 |
43.1 |
6.5% |
16.8 |
2.5% |
88% |
False |
False |
105,539 |
| 10 |
672.5 |
605.5 |
67.0 |
10.0% |
21.3 |
3.2% |
93% |
False |
False |
148,707 |
| 20 |
676.4 |
605.5 |
70.9 |
10.6% |
23.0 |
3.4% |
87% |
False |
False |
167,145 |
| 40 |
745.0 |
605.5 |
139.5 |
20.9% |
24.0 |
3.6% |
44% |
False |
False |
183,634 |
| 60 |
745.0 |
605.5 |
139.5 |
20.9% |
19.5 |
2.9% |
44% |
False |
False |
164,040 |
| 80 |
745.0 |
605.5 |
139.5 |
20.9% |
17.0 |
2.5% |
44% |
False |
False |
139,065 |
| 100 |
745.0 |
577.1 |
167.9 |
25.2% |
15.5 |
2.3% |
54% |
False |
False |
111,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
737.3 |
|
2.618 |
712.0 |
|
1.618 |
696.8 |
|
1.000 |
687.3 |
|
0.618 |
681.3 |
|
HIGH |
671.8 |
|
0.618 |
666.0 |
|
0.500 |
664.0 |
|
0.382 |
662.3 |
|
LOW |
656.5 |
|
0.618 |
647.0 |
|
1.000 |
641.0 |
|
1.618 |
631.5 |
|
2.618 |
616.0 |
|
4.250 |
591.0 |
|
|
| Fisher Pivots for day following 17-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
666.3 |
665.8 |
| PP |
665.3 |
664.3 |
| S1 |
664.0 |
662.5 |
|