ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 05-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
| Open |
729.7 |
708.8 |
-20.9 |
-2.9% |
739.0 |
| High |
730.9 |
712.7 |
-18.2 |
-2.5% |
745.0 |
| Low |
703.7 |
692.5 |
-11.2 |
-1.6% |
713.8 |
| Close |
710.7 |
698.8 |
-11.9 |
-1.7% |
715.5 |
| Range |
27.2 |
20.2 |
-7.0 |
-25.7% |
31.2 |
| ATR |
14.4 |
14.8 |
0.4 |
2.9% |
0.0 |
| Volume |
136,110 |
230,320 |
94,210 |
69.2% |
847,037 |
|
| Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
762.0 |
750.5 |
710.0 |
|
| R3 |
741.8 |
730.3 |
704.3 |
|
| R2 |
721.5 |
721.5 |
702.5 |
|
| R1 |
710.3 |
710.3 |
700.8 |
705.8 |
| PP |
701.3 |
701.3 |
701.3 |
699.0 |
| S1 |
690.0 |
690.0 |
697.0 |
685.5 |
| S2 |
681.3 |
681.3 |
695.0 |
|
| S3 |
661.0 |
669.8 |
693.3 |
|
| S4 |
640.8 |
649.5 |
687.8 |
|
|
| 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 |
692.5 |
47.0 |
6.7% |
21.0 |
3.0% |
13% |
False |
True |
177,550 |
| 10 |
745.0 |
692.5 |
52.5 |
7.5% |
18.0 |
2.6% |
12% |
False |
True |
174,132 |
| 20 |
745.0 |
689.7 |
55.3 |
7.9% |
14.5 |
2.1% |
16% |
False |
False |
157,354 |
| 40 |
745.0 |
664.1 |
80.9 |
11.6% |
12.3 |
1.8% |
43% |
False |
False |
137,417 |
| 60 |
745.0 |
586.0 |
159.0 |
22.8% |
11.0 |
1.6% |
71% |
False |
False |
92,090 |
| 80 |
745.0 |
577.1 |
167.9 |
24.0% |
10.8 |
1.5% |
72% |
False |
False |
69,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
798.5 |
|
2.618 |
765.5 |
|
1.618 |
745.5 |
|
1.000 |
733.0 |
|
0.618 |
725.3 |
|
HIGH |
712.8 |
|
0.618 |
705.0 |
|
0.500 |
702.5 |
|
0.382 |
700.3 |
|
LOW |
692.5 |
|
0.618 |
680.0 |
|
1.000 |
672.3 |
|
1.618 |
659.8 |
|
2.618 |
639.5 |
|
4.250 |
606.8 |
|
|
| Fisher Pivots for day following 05-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
702.5 |
712.0 |
| PP |
701.3 |
707.8 |
| S1 |
700.0 |
703.3 |
|