ICE Russell 2000 Mini Future June 2010
Trading Metrics calculated at close of trading on 06-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2010 |
06-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
684.0 |
694.3 |
10.3 |
1.5% |
678.7 |
High |
695.5 |
701.2 |
5.7 |
0.8% |
686.3 |
Low |
682.4 |
691.1 |
8.7 |
1.3% |
675.4 |
Close |
694.2 |
698.8 |
4.6 |
0.7% |
682.1 |
Range |
13.1 |
10.1 |
-3.0 |
-22.9% |
10.9 |
ATR |
10.0 |
10.0 |
0.0 |
0.0% |
0.0 |
Volume |
1,331 |
108,643 |
107,312 |
8,062.5% |
474,920 |
|
Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
727.3 |
723.3 |
704.3 |
|
R3 |
717.3 |
713.0 |
701.5 |
|
R2 |
707.3 |
707.3 |
700.8 |
|
R1 |
703.0 |
703.0 |
699.8 |
705.0 |
PP |
697.0 |
697.0 |
697.0 |
698.0 |
S1 |
692.8 |
692.8 |
697.8 |
695.0 |
S2 |
687.0 |
687.0 |
697.0 |
|
S3 |
676.8 |
682.8 |
696.0 |
|
S4 |
666.8 |
672.8 |
693.3 |
|
|
Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
714.0 |
709.0 |
688.0 |
|
R3 |
703.0 |
698.0 |
685.0 |
|
R2 |
692.3 |
692.3 |
684.0 |
|
R1 |
687.3 |
687.3 |
683.0 |
689.8 |
PP |
681.3 |
681.3 |
681.3 |
682.5 |
S1 |
676.3 |
676.3 |
681.0 |
678.8 |
S2 |
670.3 |
670.3 |
680.0 |
|
S3 |
659.5 |
665.3 |
679.0 |
|
S4 |
648.5 |
654.5 |
676.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
701.2 |
675.4 |
25.8 |
3.7% |
10.5 |
1.5% |
91% |
True |
False |
92,980 |
10 |
701.2 |
673.8 |
27.4 |
3.9% |
10.3 |
1.5% |
91% |
True |
False |
111,602 |
20 |
701.2 |
660.8 |
40.4 |
5.8% |
10.3 |
1.5% |
94% |
True |
False |
112,252 |
40 |
701.2 |
583.9 |
117.3 |
16.8% |
9.3 |
1.3% |
98% |
True |
False |
56,756 |
60 |
701.2 |
577.1 |
124.1 |
17.8% |
9.3 |
1.3% |
98% |
True |
False |
37,877 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
744.0 |
2.618 |
727.8 |
1.618 |
717.5 |
1.000 |
711.3 |
0.618 |
707.5 |
HIGH |
701.3 |
0.618 |
697.3 |
0.500 |
696.3 |
0.382 |
695.0 |
LOW |
691.0 |
0.618 |
684.8 |
1.000 |
681.0 |
1.618 |
674.8 |
2.618 |
664.8 |
4.250 |
648.3 |
|
|
Fisher Pivots for day following 06-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
698.0 |
695.3 |
PP |
697.0 |
691.8 |
S1 |
696.3 |
688.3 |
|