ICE Russell 2000 Mini Future September 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 |
634.1 |
645.9 |
11.8 |
1.9% |
630.2 |
| High |
646.2 |
661.1 |
14.9 |
2.3% |
646.2 |
| Low |
627.1 |
643.5 |
16.4 |
2.6% |
603.3 |
| Close |
644.8 |
650.5 |
5.7 |
0.9% |
644.8 |
| Range |
19.1 |
17.6 |
-1.5 |
-7.9% |
42.9 |
| ATR |
21.0 |
20.7 |
-0.2 |
-1.1% |
0.0 |
| Volume |
153,834 |
154,881 |
1,047 |
0.7% |
220,835 |
|
| Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
704.5 |
695.0 |
660.3 |
|
| R3 |
687.0 |
677.5 |
655.3 |
|
| R2 |
669.3 |
669.3 |
653.8 |
|
| R1 |
660.0 |
660.0 |
652.0 |
664.5 |
| PP |
651.8 |
651.8 |
651.8 |
654.0 |
| S1 |
642.3 |
642.3 |
649.0 |
647.0 |
| S2 |
634.0 |
634.0 |
647.3 |
|
| S3 |
616.5 |
624.8 |
645.8 |
|
| S4 |
599.0 |
607.0 |
640.8 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
736.0 |
|
2.618 |
707.3 |
|
1.618 |
689.5 |
|
1.000 |
678.8 |
|
0.618 |
672.0 |
|
HIGH |
661.0 |
|
0.618 |
654.5 |
|
0.500 |
652.3 |
|
0.382 |
650.3 |
|
LOW |
643.5 |
|
0.618 |
632.5 |
|
1.000 |
626.0 |
|
1.618 |
615.0 |
|
2.618 |
597.5 |
|
4.250 |
568.8 |
|
|
| Fisher Pivots for day following 14-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
652.3 |
646.0 |
| PP |
651.8 |
641.8 |
| S1 |
651.0 |
637.3 |
|