ICE Russell 2000 Mini Future September 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 |
645.9 |
650.6 |
4.7 |
0.7% |
630.2 |
| High |
661.1 |
667.8 |
6.7 |
1.0% |
646.2 |
| Low |
643.5 |
649.8 |
6.3 |
1.0% |
603.3 |
| Close |
650.5 |
663.5 |
13.0 |
2.0% |
644.8 |
| Range |
17.6 |
18.0 |
0.4 |
2.3% |
42.9 |
| ATR |
20.7 |
20.5 |
-0.2 |
-0.9% |
0.0 |
| Volume |
154,881 |
206,496 |
51,615 |
33.3% |
220,835 |
|
| Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
714.3 |
707.0 |
673.5 |
|
| R3 |
696.3 |
689.0 |
668.5 |
|
| R2 |
678.3 |
678.3 |
666.8 |
|
| R1 |
671.0 |
671.0 |
665.3 |
674.8 |
| PP |
660.3 |
660.3 |
660.3 |
662.3 |
| S1 |
653.0 |
653.0 |
661.8 |
656.8 |
| S2 |
642.3 |
642.3 |
660.3 |
|
| S3 |
624.3 |
635.0 |
658.5 |
|
| S4 |
606.3 |
617.0 |
653.5 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
760.3 |
745.3 |
668.5 |
|
| R3 |
717.3 |
702.5 |
656.5 |
|
| R2 |
674.3 |
674.3 |
652.8 |
|
| R1 |
659.5 |
659.5 |
648.8 |
667.0 |
| PP |
631.5 |
631.5 |
631.5 |
635.0 |
| S1 |
616.8 |
616.8 |
640.8 |
624.0 |
| S2 |
588.5 |
588.5 |
637.0 |
|
| S3 |
545.8 |
573.8 |
633.0 |
|
| S4 |
502.8 |
530.8 |
621.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
667.8 |
608.7 |
59.1 |
8.9% |
19.8 |
3.0% |
93% |
True |
False |
115,342 |
| 10 |
667.8 |
603.3 |
64.5 |
9.7% |
20.8 |
3.1% |
93% |
True |
False |
58,500 |
| 20 |
681.9 |
603.3 |
78.6 |
11.8% |
21.3 |
3.2% |
77% |
False |
False |
29,510 |
| 40 |
742.0 |
603.3 |
138.7 |
20.9% |
20.8 |
3.1% |
43% |
False |
False |
14,901 |
| 60 |
742.0 |
603.3 |
138.7 |
20.9% |
16.0 |
2.4% |
43% |
False |
False |
9,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
744.3 |
|
2.618 |
715.0 |
|
1.618 |
697.0 |
|
1.000 |
685.8 |
|
0.618 |
679.0 |
|
HIGH |
667.8 |
|
0.618 |
661.0 |
|
0.500 |
658.8 |
|
0.382 |
656.8 |
|
LOW |
649.8 |
|
0.618 |
638.8 |
|
1.000 |
631.8 |
|
1.618 |
620.8 |
|
2.618 |
602.8 |
|
4.250 |
573.3 |
|
|
| Fisher Pivots for day following 15-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
662.0 |
658.3 |
| PP |
660.3 |
652.8 |
| S1 |
658.8 |
647.5 |
|