ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 22-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2010 |
22-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
665.0 |
660.0 |
-5.0 |
-0.8% |
645.9 |
| High |
676.0 |
667.1 |
-8.9 |
-1.3% |
670.1 |
| Low |
653.3 |
641.8 |
-11.5 |
-1.8% |
643.5 |
| Close |
658.2 |
642.3 |
-15.9 |
-2.4% |
662.9 |
| Range |
22.7 |
25.3 |
2.6 |
11.5% |
26.6 |
| ATR |
19.1 |
19.6 |
0.4 |
2.3% |
0.0 |
| Volume |
114,019 |
128,876 |
14,857 |
13.0% |
917,922 |
|
| Daily Pivots for day following 22-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
726.3 |
709.5 |
656.3 |
|
| R3 |
701.0 |
684.3 |
649.3 |
|
| R2 |
675.8 |
675.8 |
647.0 |
|
| R1 |
659.0 |
659.0 |
644.5 |
654.8 |
| PP |
650.5 |
650.5 |
650.5 |
648.3 |
| S1 |
633.8 |
633.8 |
640.0 |
629.5 |
| S2 |
625.0 |
625.0 |
637.8 |
|
| S3 |
599.8 |
608.5 |
635.3 |
|
| S4 |
574.5 |
583.0 |
628.5 |
|
|
| 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 |
641.8 |
34.2 |
5.3% |
17.0 |
2.6% |
1% |
False |
True |
159,888 |
| 10 |
676.0 |
608.7 |
67.3 |
10.5% |
18.5 |
2.9% |
50% |
False |
False |
137,615 |
| 20 |
676.0 |
603.3 |
72.7 |
11.3% |
19.5 |
3.0% |
54% |
False |
False |
69,400 |
| 40 |
737.0 |
603.3 |
133.7 |
20.8% |
21.3 |
3.3% |
29% |
False |
False |
34,859 |
| 60 |
742.0 |
603.3 |
138.7 |
21.6% |
17.0 |
2.6% |
28% |
False |
False |
23,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
774.5 |
|
2.618 |
733.3 |
|
1.618 |
708.0 |
|
1.000 |
692.5 |
|
0.618 |
682.8 |
|
HIGH |
667.0 |
|
0.618 |
657.5 |
|
0.500 |
654.5 |
|
0.382 |
651.5 |
|
LOW |
641.8 |
|
0.618 |
626.3 |
|
1.000 |
616.5 |
|
1.618 |
600.8 |
|
2.618 |
575.5 |
|
4.250 |
534.3 |
|
|
| Fisher Pivots for day following 22-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
654.5 |
659.0 |
| PP |
650.5 |
653.3 |
| S1 |
646.3 |
647.8 |
|