ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 01-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2010 |
01-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
668.6 |
663.0 |
-5.6 |
-0.8% |
650.7 |
| High |
671.9 |
663.1 |
-8.8 |
-1.3% |
671.9 |
| Low |
655.7 |
638.9 |
-16.8 |
-2.6% |
615.6 |
| Close |
661.1 |
640.0 |
-21.1 |
-3.2% |
661.1 |
| Range |
16.2 |
24.2 |
8.0 |
49.4% |
56.3 |
| ATR |
24.4 |
24.3 |
0.0 |
0.0% |
0.0 |
| Volume |
171,171 |
1,348 |
-169,823 |
-99.2% |
1,013,781 |
|
| Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
720.0 |
704.3 |
653.3 |
|
| R3 |
695.8 |
680.0 |
646.8 |
|
| R2 |
671.5 |
671.5 |
644.5 |
|
| R1 |
655.8 |
655.8 |
642.3 |
651.5 |
| PP |
647.3 |
647.3 |
647.3 |
645.3 |
| S1 |
631.5 |
631.5 |
637.8 |
627.3 |
| S2 |
623.3 |
623.3 |
635.5 |
|
| S3 |
599.0 |
607.3 |
633.3 |
|
| S4 |
574.8 |
583.3 |
626.8 |
|
|
| 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 |
8.8% |
25.3 |
3.9% |
43% |
False |
False |
147,291 |
| 10 |
706.6 |
615.6 |
91.0 |
14.2% |
26.5 |
4.1% |
27% |
False |
False |
195,276 |
| 20 |
730.9 |
615.6 |
115.3 |
18.0% |
29.0 |
4.5% |
21% |
False |
False |
209,541 |
| 40 |
745.0 |
615.6 |
129.4 |
20.2% |
21.0 |
3.3% |
19% |
False |
False |
179,711 |
| 60 |
745.0 |
615.6 |
129.4 |
20.2% |
17.3 |
2.7% |
19% |
False |
False |
155,488 |
| 80 |
745.0 |
583.5 |
161.5 |
25.2% |
15.3 |
2.4% |
35% |
False |
False |
116,877 |
| 100 |
745.0 |
577.1 |
167.9 |
26.2% |
14.0 |
2.2% |
37% |
False |
False |
93,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
766.0 |
|
2.618 |
726.5 |
|
1.618 |
702.3 |
|
1.000 |
687.3 |
|
0.618 |
678.0 |
|
HIGH |
663.0 |
|
0.618 |
653.8 |
|
0.500 |
651.0 |
|
0.382 |
648.3 |
|
LOW |
639.0 |
|
0.618 |
624.0 |
|
1.000 |
614.8 |
|
1.618 |
599.8 |
|
2.618 |
575.5 |
|
4.250 |
536.0 |
|
|
| Fisher Pivots for day following 01-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
651.0 |
655.0 |
| PP |
647.3 |
650.0 |
| S1 |
643.8 |
645.0 |
|