ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 03-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2010 |
03-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
642.0 |
658.1 |
16.1 |
2.5% |
650.7 |
| High |
659.8 |
669.4 |
9.6 |
1.5% |
671.9 |
| Low |
638.6 |
657.0 |
18.4 |
2.9% |
615.6 |
| Close |
658.1 |
668.5 |
10.4 |
1.6% |
661.1 |
| Range |
21.2 |
12.4 |
-8.8 |
-41.5% |
56.3 |
| ATR |
24.1 |
23.3 |
-0.8 |
-3.5% |
0.0 |
| Volume |
166,418 |
126,181 |
-40,237 |
-24.2% |
1,013,781 |
|
| Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
702.3 |
697.8 |
675.3 |
|
| R3 |
689.8 |
685.3 |
672.0 |
|
| R2 |
677.3 |
677.3 |
670.8 |
|
| R1 |
673.0 |
673.0 |
669.8 |
675.3 |
| PP |
665.0 |
665.0 |
665.0 |
666.0 |
| S1 |
660.5 |
660.5 |
667.3 |
662.8 |
| S2 |
652.5 |
652.5 |
666.3 |
|
| S3 |
640.3 |
648.3 |
665.0 |
|
| S4 |
627.8 |
635.8 |
661.8 |
|
|
| 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 |
638.1 |
33.8 |
5.1% |
21.3 |
3.2% |
90% |
False |
False |
129,818 |
| 10 |
676.4 |
615.6 |
60.8 |
9.1% |
24.5 |
3.7% |
87% |
False |
False |
185,582 |
| 20 |
719.7 |
615.6 |
104.1 |
15.6% |
28.3 |
4.2% |
51% |
False |
False |
205,849 |
| 40 |
745.0 |
615.6 |
129.4 |
19.4% |
21.5 |
3.2% |
41% |
False |
False |
181,602 |
| 60 |
745.0 |
615.6 |
129.4 |
19.4% |
17.5 |
2.6% |
41% |
False |
False |
160,228 |
| 80 |
745.0 |
586.0 |
159.0 |
23.8% |
15.3 |
2.3% |
52% |
False |
False |
120,530 |
| 100 |
745.0 |
577.1 |
167.9 |
25.1% |
14.3 |
2.1% |
54% |
False |
False |
96,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
722.0 |
|
2.618 |
701.8 |
|
1.618 |
689.5 |
|
1.000 |
681.8 |
|
0.618 |
677.0 |
|
HIGH |
669.5 |
|
0.618 |
664.8 |
|
0.500 |
663.3 |
|
0.382 |
661.8 |
|
LOW |
657.0 |
|
0.618 |
649.3 |
|
1.000 |
644.5 |
|
1.618 |
637.0 |
|
2.618 |
624.5 |
|
4.250 |
604.3 |
|
|
| Fisher Pivots for day following 03-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
666.8 |
663.8 |
| PP |
665.0 |
658.8 |
| S1 |
663.3 |
654.0 |
|