ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 27-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2010 |
27-May-2010 |
Change |
Change % |
Previous Week |
| Open |
644.3 |
639.0 |
-5.3 |
-0.8% |
694.1 |
| High |
658.0 |
670.0 |
12.0 |
1.8% |
706.6 |
| Low |
634.3 |
638.1 |
3.8 |
0.6% |
626.0 |
| Close |
637.8 |
668.3 |
30.5 |
4.8% |
648.8 |
| Range |
23.7 |
31.9 |
8.2 |
34.6% |
80.6 |
| ATR |
24.4 |
25.0 |
0.6 |
2.3% |
0.0 |
| Volume |
228,186 |
183,972 |
-44,214 |
-19.4% |
1,137,482 |
|
| Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
754.5 |
743.3 |
685.8 |
|
| R3 |
722.5 |
711.5 |
677.0 |
|
| R2 |
690.8 |
690.8 |
674.3 |
|
| R1 |
679.5 |
679.5 |
671.3 |
685.0 |
| PP |
658.8 |
658.8 |
658.8 |
661.5 |
| S1 |
647.5 |
647.5 |
665.5 |
653.3 |
| S2 |
627.0 |
627.0 |
662.5 |
|
| S3 |
595.0 |
615.8 |
659.5 |
|
| S4 |
563.0 |
583.8 |
650.8 |
|
|
| 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 |
670.0 |
615.6 |
54.4 |
8.1% |
26.0 |
3.9% |
97% |
True |
False |
232,782 |
| 10 |
712.3 |
615.6 |
96.7 |
14.5% |
28.0 |
4.2% |
54% |
False |
False |
213,619 |
| 20 |
739.5 |
615.6 |
123.9 |
18.5% |
29.0 |
4.3% |
43% |
False |
False |
218,832 |
| 40 |
745.0 |
615.6 |
129.4 |
19.4% |
20.5 |
3.1% |
41% |
False |
False |
179,097 |
| 60 |
745.0 |
615.6 |
129.4 |
19.4% |
17.0 |
2.5% |
41% |
False |
False |
152,714 |
| 80 |
745.0 |
577.1 |
167.9 |
25.1% |
15.0 |
2.3% |
54% |
False |
False |
114,729 |
| 100 |
745.0 |
577.1 |
167.9 |
25.1% |
13.8 |
2.0% |
54% |
False |
False |
91,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
805.5 |
|
2.618 |
753.5 |
|
1.618 |
721.5 |
|
1.000 |
702.0 |
|
0.618 |
689.8 |
|
HIGH |
670.0 |
|
0.618 |
657.8 |
|
0.500 |
654.0 |
|
0.382 |
650.3 |
|
LOW |
638.0 |
|
0.618 |
618.5 |
|
1.000 |
606.3 |
|
1.618 |
586.5 |
|
2.618 |
554.5 |
|
4.250 |
502.5 |
|
|
| Fisher Pivots for day following 27-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
663.5 |
659.8 |
| PP |
658.8 |
651.3 |
| S1 |
654.0 |
642.8 |
|