ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 21-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2010 |
21-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
664.6 |
665.0 |
0.4 |
0.1% |
645.9 |
| High |
669.8 |
676.0 |
6.2 |
0.9% |
670.1 |
| Low |
660.6 |
653.3 |
-7.3 |
-1.1% |
643.5 |
| Close |
662.9 |
658.2 |
-4.7 |
-0.7% |
662.9 |
| Range |
9.2 |
22.7 |
13.5 |
146.7% |
26.6 |
| ATR |
18.9 |
19.1 |
0.3 |
1.5% |
0.0 |
| Volume |
157,529 |
114,019 |
-43,510 |
-27.6% |
917,922 |
|
| Daily Pivots for day following 21-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
730.5 |
717.0 |
670.8 |
|
| R3 |
708.0 |
694.5 |
664.5 |
|
| R2 |
685.3 |
685.3 |
662.3 |
|
| R1 |
671.8 |
671.8 |
660.3 |
667.0 |
| PP |
662.5 |
662.5 |
662.5 |
660.3 |
| S1 |
649.0 |
649.0 |
656.0 |
644.5 |
| S2 |
639.8 |
639.8 |
654.0 |
|
| S3 |
617.0 |
626.3 |
652.0 |
|
| S4 |
594.5 |
603.5 |
645.8 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
738.8 |
727.3 |
677.5 |
|
| R3 |
712.0 |
700.8 |
670.3 |
|
| R2 |
685.5 |
685.5 |
667.8 |
|
| R1 |
674.3 |
674.3 |
665.3 |
679.8 |
| PP |
658.8 |
658.8 |
658.8 |
661.8 |
| S1 |
647.5 |
647.5 |
660.5 |
653.3 |
| S2 |
632.3 |
632.3 |
658.0 |
|
| S3 |
605.8 |
621.0 |
655.5 |
|
| S4 |
579.0 |
594.3 |
648.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
676.0 |
649.8 |
26.2 |
4.0% |
15.5 |
2.4% |
32% |
True |
False |
175,412 |
| 10 |
676.0 |
603.3 |
72.7 |
11.0% |
17.8 |
2.7% |
76% |
True |
False |
125,190 |
| 20 |
676.0 |
603.3 |
72.7 |
11.0% |
19.3 |
2.9% |
76% |
True |
False |
62,977 |
| 40 |
737.0 |
603.3 |
133.7 |
20.3% |
21.0 |
3.2% |
41% |
False |
False |
31,641 |
| 60 |
742.0 |
603.3 |
138.7 |
21.1% |
16.8 |
2.5% |
40% |
False |
False |
21,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
772.5 |
|
2.618 |
735.5 |
|
1.618 |
712.8 |
|
1.000 |
698.8 |
|
0.618 |
690.0 |
|
HIGH |
676.0 |
|
0.618 |
667.3 |
|
0.500 |
664.8 |
|
0.382 |
662.0 |
|
LOW |
653.3 |
|
0.618 |
639.3 |
|
1.000 |
630.5 |
|
1.618 |
616.5 |
|
2.618 |
593.8 |
|
4.250 |
556.8 |
|
|
| Fisher Pivots for day following 21-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
664.8 |
664.8 |
| PP |
662.5 |
662.5 |
| S1 |
660.3 |
660.3 |
|