ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 06-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
| Open |
708.8 |
699.9 |
-8.9 |
-1.3% |
739.0 |
| High |
712.7 |
702.5 |
-10.2 |
-1.4% |
745.0 |
| Low |
692.5 |
629.2 |
-63.3 |
-9.1% |
713.8 |
| Close |
698.8 |
668.3 |
-30.5 |
-4.4% |
715.5 |
| Range |
20.2 |
73.3 |
53.1 |
262.9% |
31.2 |
| ATR |
14.8 |
19.0 |
4.2 |
28.1% |
0.0 |
| Volume |
230,320 |
216,889 |
-13,431 |
-5.8% |
847,037 |
|
| Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
886.5 |
850.8 |
708.5 |
|
| R3 |
813.3 |
777.5 |
688.5 |
|
| R2 |
740.0 |
740.0 |
681.8 |
|
| R1 |
704.3 |
704.3 |
675.0 |
685.5 |
| PP |
666.8 |
666.8 |
666.8 |
657.3 |
| S1 |
630.8 |
630.8 |
661.5 |
612.0 |
| S2 |
593.3 |
593.3 |
654.8 |
|
| S3 |
520.0 |
557.5 |
648.3 |
|
| S4 |
446.8 |
484.3 |
628.0 |
|
|
| 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 |
629.2 |
110.3 |
16.5% |
32.5 |
4.9% |
35% |
False |
True |
188,333 |
| 10 |
745.0 |
629.2 |
115.8 |
17.3% |
23.3 |
3.5% |
34% |
False |
True |
181,811 |
| 20 |
745.0 |
629.2 |
115.8 |
17.3% |
17.8 |
2.6% |
34% |
False |
True |
161,390 |
| 40 |
745.0 |
629.2 |
115.8 |
17.3% |
14.0 |
2.1% |
34% |
False |
True |
142,488 |
| 60 |
745.0 |
587.0 |
158.0 |
23.6% |
12.3 |
1.8% |
51% |
False |
False |
95,681 |
| 80 |
745.0 |
577.1 |
167.9 |
25.1% |
11.5 |
1.7% |
54% |
False |
False |
71,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,014.0 |
|
2.618 |
894.5 |
|
1.618 |
821.0 |
|
1.000 |
775.8 |
|
0.618 |
747.8 |
|
HIGH |
702.5 |
|
0.618 |
674.5 |
|
0.500 |
665.8 |
|
0.382 |
657.3 |
|
LOW |
629.3 |
|
0.618 |
584.0 |
|
1.000 |
556.0 |
|
1.618 |
510.5 |
|
2.618 |
437.3 |
|
4.250 |
317.8 |
|
|
| Fisher Pivots for day following 06-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
667.5 |
680.0 |
| PP |
666.8 |
676.3 |
| S1 |
665.8 |
672.3 |
|