ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 25-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2010 |
25-May-2010 |
Change |
Change % |
Previous Week |
| Open |
650.7 |
637.5 |
-13.2 |
-2.0% |
694.1 |
| High |
652.5 |
645.7 |
-6.8 |
-1.0% |
706.6 |
| Low |
636.8 |
615.6 |
-21.2 |
-3.3% |
626.0 |
| Close |
640.2 |
637.8 |
-2.4 |
-0.4% |
648.8 |
| Range |
15.7 |
30.1 |
14.4 |
91.7% |
80.6 |
| ATR |
24.1 |
24.5 |
0.4 |
1.8% |
0.0 |
| Volume |
278,670 |
151,782 |
-126,888 |
-45.5% |
1,137,482 |
|
| Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
723.3 |
710.8 |
654.3 |
|
| R3 |
693.3 |
680.5 |
646.0 |
|
| R2 |
663.3 |
663.3 |
643.3 |
|
| R1 |
650.5 |
650.5 |
640.5 |
656.8 |
| PP |
633.0 |
633.0 |
633.0 |
636.3 |
| S1 |
620.3 |
620.3 |
635.0 |
626.8 |
| S2 |
603.0 |
603.0 |
632.3 |
|
| S3 |
572.8 |
590.3 |
629.5 |
|
| S4 |
542.8 |
560.3 |
621.3 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
902.3 |
856.3 |
693.3 |
|
| R3 |
821.8 |
775.5 |
671.0 |
|
| R2 |
741.0 |
741.0 |
663.5 |
|
| R1 |
695.0 |
695.0 |
656.3 |
677.8 |
| PP |
660.5 |
660.5 |
660.5 |
651.8 |
| S1 |
614.3 |
614.3 |
641.5 |
597.0 |
| S2 |
579.8 |
579.8 |
634.0 |
|
| S3 |
499.3 |
533.8 |
626.8 |
|
| S4 |
418.8 |
453.3 |
604.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
686.6 |
615.6 |
71.0 |
11.1% |
27.8 |
4.3% |
31% |
False |
True |
234,347 |
| 10 |
719.7 |
615.6 |
104.1 |
16.3% |
27.0 |
4.2% |
21% |
False |
True |
209,757 |
| 20 |
739.5 |
615.6 |
123.9 |
19.4% |
27.5 |
4.3% |
18% |
False |
True |
218,271 |
| 40 |
745.0 |
615.6 |
129.4 |
20.3% |
19.8 |
3.1% |
17% |
False |
True |
174,000 |
| 60 |
745.0 |
615.6 |
129.4 |
20.3% |
16.3 |
2.6% |
17% |
False |
True |
145,991 |
| 80 |
745.0 |
577.1 |
167.9 |
26.3% |
14.8 |
2.3% |
36% |
False |
False |
109,579 |
| 100 |
745.0 |
577.1 |
167.9 |
26.3% |
13.3 |
2.1% |
36% |
False |
False |
87,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
773.5 |
|
2.618 |
724.5 |
|
1.618 |
694.5 |
|
1.000 |
675.8 |
|
0.618 |
664.3 |
|
HIGH |
645.8 |
|
0.618 |
634.3 |
|
0.500 |
630.8 |
|
0.382 |
627.0 |
|
LOW |
615.5 |
|
0.618 |
597.0 |
|
1.000 |
585.5 |
|
1.618 |
567.0 |
|
2.618 |
536.8 |
|
4.250 |
487.8 |
|
|
| Fisher Pivots for day following 25-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
635.5 |
637.0 |
| PP |
633.0 |
636.0 |
| S1 |
630.8 |
635.3 |
|