ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 10-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
| Open |
666.9 |
657.3 |
-9.6 |
-1.4% |
716.0 |
| High |
675.7 |
690.6 |
14.9 |
2.2% |
731.7 |
| Low |
644.7 |
657.3 |
12.6 |
2.0% |
629.2 |
| Close |
651.8 |
688.1 |
36.3 |
5.6% |
651.8 |
| Range |
31.0 |
33.3 |
2.3 |
7.4% |
102.5 |
| ATR |
19.9 |
21.2 |
1.4 |
6.8% |
0.0 |
| Volume |
389,334 |
345,592 |
-43,742 |
-11.2% |
1,174,295 |
|
| Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
778.5 |
766.8 |
706.5 |
|
| R3 |
745.3 |
733.3 |
697.3 |
|
| R2 |
712.0 |
712.0 |
694.3 |
|
| R1 |
700.0 |
700.0 |
691.3 |
706.0 |
| PP |
678.8 |
678.8 |
678.8 |
681.8 |
| S1 |
666.8 |
666.8 |
685.0 |
672.8 |
| S2 |
645.3 |
645.3 |
682.0 |
|
| S3 |
612.0 |
633.5 |
679.0 |
|
| S4 |
578.8 |
600.3 |
669.8 |
|
|
| 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 |
730.9 |
629.2 |
101.7 |
14.8% |
37.0 |
5.4% |
58% |
False |
False |
263,649 |
| 10 |
740.9 |
629.2 |
111.7 |
16.2% |
27.3 |
4.0% |
53% |
False |
False |
222,794 |
| 20 |
745.0 |
629.2 |
115.8 |
16.8% |
20.0 |
2.9% |
51% |
False |
False |
186,624 |
| 40 |
745.0 |
629.2 |
115.8 |
16.8% |
15.0 |
2.2% |
51% |
False |
False |
155,669 |
| 60 |
745.0 |
607.7 |
137.3 |
20.0% |
12.8 |
1.9% |
59% |
False |
False |
107,920 |
| 80 |
745.0 |
577.1 |
167.9 |
24.4% |
12.0 |
1.8% |
66% |
False |
False |
80,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
832.0 |
|
2.618 |
777.8 |
|
1.618 |
744.5 |
|
1.000 |
724.0 |
|
0.618 |
711.3 |
|
HIGH |
690.5 |
|
0.618 |
678.0 |
|
0.500 |
674.0 |
|
0.382 |
670.0 |
|
LOW |
657.3 |
|
0.618 |
636.8 |
|
1.000 |
624.0 |
|
1.618 |
603.5 |
|
2.618 |
570.0 |
|
4.250 |
515.8 |
|
|
| Fisher Pivots for day following 10-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
683.5 |
680.8 |
| PP |
678.8 |
673.3 |
| S1 |
674.0 |
665.8 |
|