ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 14-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
637.1 |
645.8 |
8.7 |
1.4% |
635.3 |
| High |
648.7 |
663.6 |
14.9 |
2.3% |
648.7 |
| Low |
629.4 |
645.2 |
15.8 |
2.5% |
605.5 |
| Close |
647.3 |
653.0 |
5.7 |
0.9% |
647.3 |
| Range |
19.3 |
18.4 |
-0.9 |
-4.7% |
43.2 |
| ATR |
23.5 |
23.2 |
-0.4 |
-1.6% |
0.0 |
| Volume |
164,106 |
84,760 |
-79,346 |
-48.4% |
990,185 |
|
| Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
709.3 |
699.5 |
663.0 |
|
| R3 |
690.8 |
681.0 |
658.0 |
|
| R2 |
672.3 |
672.3 |
656.3 |
|
| R1 |
662.8 |
662.8 |
654.8 |
667.5 |
| PP |
654.0 |
654.0 |
654.0 |
656.3 |
| S1 |
644.3 |
644.3 |
651.3 |
649.0 |
| S2 |
635.5 |
635.5 |
649.8 |
|
| S3 |
617.3 |
625.8 |
648.0 |
|
| S4 |
598.8 |
607.5 |
643.0 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
763.5 |
748.5 |
671.0 |
|
| R3 |
720.3 |
705.3 |
659.3 |
|
| R2 |
677.0 |
677.0 |
655.3 |
|
| R1 |
662.3 |
662.3 |
651.3 |
669.5 |
| PP |
633.8 |
633.8 |
633.8 |
637.5 |
| S1 |
619.0 |
619.0 |
643.3 |
626.5 |
| S2 |
590.8 |
590.8 |
639.5 |
|
| S3 |
547.5 |
575.8 |
635.5 |
|
| S4 |
504.3 |
532.5 |
623.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
663.6 |
605.5 |
58.1 |
8.9% |
20.5 |
3.2% |
82% |
True |
False |
175,824 |
| 10 |
670.6 |
605.5 |
65.1 |
10.0% |
22.3 |
3.4% |
73% |
False |
False |
150,219 |
| 20 |
706.6 |
605.5 |
101.1 |
15.5% |
24.5 |
3.8% |
47% |
False |
False |
182,672 |
| 40 |
745.0 |
605.5 |
139.5 |
21.4% |
23.8 |
3.6% |
34% |
False |
False |
190,529 |
| 60 |
745.0 |
605.5 |
139.5 |
21.4% |
19.5 |
3.0% |
34% |
False |
False |
166,323 |
| 80 |
745.0 |
605.5 |
139.5 |
21.4% |
16.8 |
2.6% |
34% |
False |
False |
135,606 |
| 100 |
745.0 |
577.1 |
167.9 |
25.7% |
15.3 |
2.3% |
45% |
False |
False |
108,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
741.8 |
|
2.618 |
711.8 |
|
1.618 |
693.3 |
|
1.000 |
682.0 |
|
0.618 |
675.0 |
|
HIGH |
663.5 |
|
0.618 |
656.5 |
|
0.500 |
654.5 |
|
0.382 |
652.3 |
|
LOW |
645.3 |
|
0.618 |
633.8 |
|
1.000 |
626.8 |
|
1.618 |
615.5 |
|
2.618 |
597.0 |
|
4.250 |
567.0 |
|
|
| Fisher Pivots for day following 14-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
654.5 |
648.8 |
| PP |
654.0 |
644.3 |
| S1 |
653.5 |
640.0 |
|