ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 04-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2010 |
04-May-2010 |
Change |
Change % |
Previous Week |
| Open |
716.0 |
729.7 |
13.7 |
1.9% |
739.0 |
| High |
731.7 |
730.9 |
-0.8 |
-0.1% |
745.0 |
| Low |
716.0 |
703.7 |
-12.3 |
-1.7% |
713.8 |
| Close |
730.0 |
710.7 |
-19.3 |
-2.6% |
715.5 |
| Range |
15.7 |
27.2 |
11.5 |
73.2% |
31.2 |
| ATR |
13.4 |
14.4 |
1.0 |
7.3% |
0.0 |
| Volume |
201,642 |
136,110 |
-65,532 |
-32.5% |
847,037 |
|
| Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
796.8 |
781.0 |
725.8 |
|
| R3 |
769.5 |
753.8 |
718.3 |
|
| R2 |
742.3 |
742.3 |
715.8 |
|
| R1 |
726.5 |
726.5 |
713.3 |
720.8 |
| PP |
715.0 |
715.0 |
715.0 |
712.3 |
| S1 |
699.3 |
699.3 |
708.3 |
693.5 |
| S2 |
688.0 |
688.0 |
705.8 |
|
| S3 |
660.8 |
672.0 |
703.3 |
|
| S4 |
633.5 |
645.0 |
695.8 |
|
|
| 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 |
739.5 |
703.7 |
35.8 |
5.0% |
18.8 |
2.6% |
20% |
False |
True |
179,079 |
| 10 |
745.0 |
703.7 |
41.3 |
5.8% |
16.8 |
2.4% |
17% |
False |
True |
164,877 |
| 20 |
745.0 |
689.7 |
55.3 |
7.8% |
14.0 |
2.0% |
38% |
False |
False |
151,255 |
| 40 |
745.0 |
660.8 |
84.2 |
11.8% |
12.0 |
1.7% |
59% |
False |
False |
131,753 |
| 60 |
745.0 |
583.9 |
161.1 |
22.7% |
11.0 |
1.5% |
79% |
False |
False |
88,255 |
| 80 |
745.0 |
577.1 |
167.9 |
23.6% |
10.5 |
1.5% |
80% |
False |
False |
66,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
846.5 |
|
2.618 |
802.0 |
|
1.618 |
775.0 |
|
1.000 |
758.0 |
|
0.618 |
747.8 |
|
HIGH |
731.0 |
|
0.618 |
720.5 |
|
0.500 |
717.3 |
|
0.382 |
714.0 |
|
LOW |
703.8 |
|
0.618 |
687.0 |
|
1.000 |
676.5 |
|
1.618 |
659.8 |
|
2.618 |
632.5 |
|
4.250 |
588.0 |
|
|
| Fisher Pivots for day following 04-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
717.3 |
721.5 |
| PP |
715.0 |
718.0 |
| S1 |
713.0 |
714.3 |
|