ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 03-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
| Open |
736.8 |
716.0 |
-20.8 |
-2.8% |
739.0 |
| High |
739.5 |
731.7 |
-7.8 |
-1.1% |
745.0 |
| Low |
713.8 |
716.0 |
2.2 |
0.3% |
713.8 |
| Close |
715.5 |
730.0 |
14.5 |
2.0% |
715.5 |
| Range |
25.7 |
15.7 |
-10.0 |
-38.9% |
31.2 |
| ATR |
13.2 |
13.4 |
0.2 |
1.6% |
0.0 |
| Volume |
156,708 |
201,642 |
44,934 |
28.7% |
847,037 |
|
| Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
773.0 |
767.3 |
738.8 |
|
| R3 |
757.3 |
751.5 |
734.3 |
|
| R2 |
741.5 |
741.5 |
733.0 |
|
| R1 |
735.8 |
735.8 |
731.5 |
738.8 |
| PP |
726.0 |
726.0 |
726.0 |
727.3 |
| S1 |
720.0 |
720.0 |
728.5 |
723.0 |
| S2 |
710.3 |
710.3 |
727.0 |
|
| S3 |
694.5 |
704.5 |
725.8 |
|
| S4 |
678.8 |
688.8 |
721.3 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
818.3 |
798.3 |
732.8 |
|
| R3 |
787.3 |
767.0 |
724.0 |
|
| R2 |
756.0 |
756.0 |
721.3 |
|
| R1 |
735.8 |
735.8 |
718.3 |
730.3 |
| PP |
724.8 |
724.8 |
724.8 |
722.0 |
| S1 |
704.5 |
704.5 |
712.8 |
699.0 |
| S2 |
693.5 |
693.5 |
709.8 |
|
| S3 |
662.3 |
673.3 |
707.0 |
|
| S4 |
631.3 |
642.3 |
698.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
740.9 |
713.8 |
27.1 |
3.7% |
17.8 |
2.4% |
60% |
False |
False |
181,940 |
| 10 |
745.0 |
709.2 |
35.8 |
4.9% |
15.5 |
2.1% |
58% |
False |
False |
168,977 |
| 20 |
745.0 |
689.7 |
55.3 |
7.6% |
13.0 |
1.8% |
73% |
False |
False |
149,881 |
| 40 |
745.0 |
660.8 |
84.2 |
11.5% |
11.5 |
1.6% |
82% |
False |
False |
128,462 |
| 60 |
745.0 |
583.5 |
161.5 |
22.1% |
10.5 |
1.4% |
91% |
False |
False |
85,990 |
| 80 |
745.0 |
577.1 |
167.9 |
23.0% |
10.3 |
1.4% |
91% |
False |
False |
64,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
798.5 |
|
2.618 |
772.8 |
|
1.618 |
757.0 |
|
1.000 |
747.5 |
|
0.618 |
741.5 |
|
HIGH |
731.8 |
|
0.618 |
725.8 |
|
0.500 |
723.8 |
|
0.382 |
722.0 |
|
LOW |
716.0 |
|
0.618 |
706.3 |
|
1.000 |
700.3 |
|
1.618 |
690.5 |
|
2.618 |
675.0 |
|
4.250 |
649.3 |
|
|
| Fisher Pivots for day following 03-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
728.0 |
729.0 |
| PP |
726.0 |
727.8 |
| S1 |
723.8 |
726.8 |
|