ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 28-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2010 |
28-May-2010 |
Change |
Change % |
Previous Week |
| Open |
639.0 |
668.6 |
29.6 |
4.6% |
650.7 |
| High |
670.0 |
671.9 |
1.9 |
0.3% |
671.9 |
| Low |
638.1 |
655.7 |
17.6 |
2.8% |
615.6 |
| Close |
668.3 |
661.1 |
-7.2 |
-1.1% |
661.1 |
| Range |
31.9 |
16.2 |
-15.7 |
-49.2% |
56.3 |
| ATR |
25.0 |
24.4 |
-0.6 |
-2.5% |
0.0 |
| Volume |
183,972 |
171,171 |
-12,801 |
-7.0% |
1,013,781 |
|
| Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
711.5 |
702.5 |
670.0 |
|
| R3 |
695.3 |
686.3 |
665.5 |
|
| R2 |
679.0 |
679.0 |
664.0 |
|
| R1 |
670.0 |
670.0 |
662.5 |
666.5 |
| PP |
663.0 |
663.0 |
663.0 |
661.0 |
| S1 |
654.0 |
654.0 |
659.5 |
650.3 |
| S2 |
646.8 |
646.8 |
658.3 |
|
| S3 |
630.5 |
637.8 |
656.8 |
|
| S4 |
614.3 |
621.5 |
652.3 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
818.5 |
796.0 |
692.0 |
|
| R3 |
762.3 |
739.8 |
676.5 |
|
| R2 |
705.8 |
705.8 |
671.5 |
|
| R1 |
683.5 |
683.5 |
666.3 |
694.8 |
| PP |
649.5 |
649.5 |
649.5 |
655.0 |
| S1 |
627.3 |
627.3 |
656.0 |
638.3 |
| S2 |
593.3 |
593.3 |
650.8 |
|
| S3 |
537.0 |
570.8 |
645.5 |
|
| S4 |
480.8 |
514.5 |
630.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
671.9 |
615.6 |
56.3 |
8.5% |
23.5 |
3.6% |
81% |
True |
False |
202,756 |
| 10 |
706.6 |
615.6 |
91.0 |
13.8% |
26.8 |
4.1% |
50% |
False |
False |
215,126 |
| 20 |
731.7 |
615.6 |
116.1 |
17.6% |
28.5 |
4.3% |
39% |
False |
False |
219,555 |
| 40 |
745.0 |
615.6 |
129.4 |
19.6% |
20.8 |
3.1% |
35% |
False |
False |
179,710 |
| 60 |
745.0 |
615.6 |
129.4 |
19.6% |
17.0 |
2.6% |
35% |
False |
False |
155,541 |
| 80 |
745.0 |
577.1 |
167.9 |
25.4% |
15.0 |
2.3% |
50% |
False |
False |
116,862 |
| 100 |
745.0 |
577.1 |
167.9 |
25.4% |
13.8 |
2.1% |
50% |
False |
False |
93,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
740.8 |
|
2.618 |
714.3 |
|
1.618 |
698.0 |
|
1.000 |
688.0 |
|
0.618 |
682.0 |
|
HIGH |
672.0 |
|
0.618 |
665.8 |
|
0.500 |
663.8 |
|
0.382 |
662.0 |
|
LOW |
655.8 |
|
0.618 |
645.8 |
|
1.000 |
639.5 |
|
1.618 |
629.5 |
|
2.618 |
613.3 |
|
4.250 |
586.8 |
|
|
| Fisher Pivots for day following 28-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
663.8 |
658.5 |
| PP |
663.0 |
655.8 |
| S1 |
662.0 |
653.0 |
|