ICE Russell 2000 Mini Future September 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 |
650.6 |
662.7 |
12.1 |
1.9% |
630.2 |
| High |
667.8 |
669.8 |
2.0 |
0.3% |
646.2 |
| Low |
649.8 |
656.6 |
6.8 |
1.0% |
603.3 |
| Close |
663.5 |
664.2 |
0.7 |
0.1% |
644.8 |
| Range |
18.0 |
13.2 |
-4.8 |
-26.7% |
42.9 |
| ATR |
20.5 |
20.0 |
-0.5 |
-2.5% |
0.0 |
| Volume |
206,496 |
210,443 |
3,947 |
1.9% |
220,835 |
|
| Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
703.3 |
696.8 |
671.5 |
|
| R3 |
690.0 |
683.8 |
667.8 |
|
| R2 |
676.8 |
676.8 |
666.5 |
|
| R1 |
670.5 |
670.5 |
665.5 |
673.5 |
| PP |
663.5 |
663.5 |
663.5 |
665.0 |
| S1 |
657.3 |
657.3 |
663.0 |
660.5 |
| S2 |
650.3 |
650.3 |
661.8 |
|
| S3 |
637.3 |
644.0 |
660.5 |
|
| S4 |
624.0 |
630.8 |
657.0 |
|
|
| 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 |
669.8 |
613.6 |
56.2 |
8.5% |
18.3 |
2.7% |
90% |
True |
False |
152,249 |
| 10 |
669.8 |
603.3 |
66.5 |
10.0% |
20.3 |
3.0% |
92% |
True |
False |
79,453 |
| 20 |
672.7 |
603.3 |
69.4 |
10.4% |
21.0 |
3.1% |
88% |
False |
False |
40,024 |
| 40 |
742.0 |
603.3 |
138.7 |
20.9% |
20.8 |
3.1% |
44% |
False |
False |
20,158 |
| 60 |
742.0 |
603.3 |
138.7 |
20.9% |
16.3 |
2.4% |
44% |
False |
False |
13,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
726.0 |
|
2.618 |
704.3 |
|
1.618 |
691.3 |
|
1.000 |
683.0 |
|
0.618 |
678.0 |
|
HIGH |
669.8 |
|
0.618 |
664.8 |
|
0.500 |
663.3 |
|
0.382 |
661.8 |
|
LOW |
656.5 |
|
0.618 |
648.5 |
|
1.000 |
643.5 |
|
1.618 |
635.3 |
|
2.618 |
622.0 |
|
4.250 |
600.5 |
|
|
| Fisher Pivots for day following 16-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
663.8 |
661.8 |
| PP |
663.5 |
659.3 |
| S1 |
663.3 |
656.8 |
|