ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 07-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
| Open |
699.9 |
666.9 |
-33.0 |
-4.7% |
716.0 |
| High |
702.5 |
675.7 |
-26.8 |
-3.8% |
731.7 |
| Low |
629.2 |
644.7 |
15.5 |
2.5% |
629.2 |
| Close |
668.3 |
651.8 |
-16.5 |
-2.5% |
651.8 |
| Range |
73.3 |
31.0 |
-42.3 |
-57.7% |
102.5 |
| ATR |
19.0 |
19.9 |
0.9 |
4.5% |
0.0 |
| Volume |
216,889 |
389,334 |
172,445 |
79.5% |
1,174,295 |
|
| Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
750.5 |
732.0 |
668.8 |
|
| R3 |
719.5 |
701.0 |
660.3 |
|
| R2 |
688.5 |
688.5 |
657.5 |
|
| R1 |
670.0 |
670.0 |
654.8 |
663.8 |
| PP |
657.5 |
657.5 |
657.5 |
654.3 |
| S1 |
639.0 |
639.0 |
649.0 |
632.8 |
| S2 |
626.5 |
626.5 |
646.0 |
|
| S3 |
595.5 |
608.0 |
643.3 |
|
| S4 |
564.5 |
577.0 |
634.8 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
978.5 |
917.5 |
708.3 |
|
| R3 |
876.0 |
815.0 |
680.0 |
|
| R2 |
773.5 |
773.5 |
670.5 |
|
| R1 |
712.5 |
712.5 |
661.3 |
691.8 |
| PP |
671.0 |
671.0 |
671.0 |
660.5 |
| S1 |
610.0 |
610.0 |
642.5 |
589.3 |
| S2 |
568.5 |
568.5 |
633.0 |
|
| S3 |
466.0 |
507.5 |
623.5 |
|
| S4 |
363.5 |
405.0 |
595.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
731.7 |
629.2 |
102.5 |
15.7% |
33.5 |
5.1% |
22% |
False |
False |
234,859 |
| 10 |
745.0 |
629.2 |
115.8 |
17.8% |
25.0 |
3.8% |
20% |
False |
False |
202,133 |
| 20 |
745.0 |
629.2 |
115.8 |
17.8% |
18.8 |
2.9% |
20% |
False |
False |
174,978 |
| 40 |
745.0 |
629.2 |
115.8 |
17.8% |
14.5 |
2.2% |
20% |
False |
False |
151,165 |
| 60 |
745.0 |
594.3 |
150.7 |
23.1% |
12.5 |
1.9% |
38% |
False |
False |
102,166 |
| 80 |
745.0 |
577.1 |
167.9 |
25.8% |
11.8 |
1.8% |
44% |
False |
False |
76,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
807.5 |
|
2.618 |
756.8 |
|
1.618 |
725.8 |
|
1.000 |
706.8 |
|
0.618 |
694.8 |
|
HIGH |
675.8 |
|
0.618 |
663.8 |
|
0.500 |
660.3 |
|
0.382 |
656.5 |
|
LOW |
644.8 |
|
0.618 |
625.5 |
|
1.000 |
613.8 |
|
1.618 |
594.5 |
|
2.618 |
563.5 |
|
4.250 |
513.0 |
|
|
| Fisher Pivots for day following 07-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
660.3 |
671.0 |
| PP |
657.5 |
664.5 |
| S1 |
654.5 |
658.3 |
|