ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 04-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
658.1 |
667.2 |
9.1 |
1.4% |
663.0 |
| High |
669.4 |
670.6 |
1.2 |
0.2% |
670.6 |
| Low |
657.0 |
632.0 |
-25.0 |
-3.8% |
632.0 |
| Close |
668.5 |
635.7 |
-32.8 |
-4.9% |
635.7 |
| Range |
12.4 |
38.6 |
26.2 |
211.3% |
38.6 |
| ATR |
23.3 |
24.4 |
1.1 |
4.7% |
0.0 |
| Volume |
126,181 |
133,301 |
7,120 |
5.6% |
427,248 |
|
| Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
762.0 |
737.5 |
657.0 |
|
| R3 |
723.3 |
698.8 |
646.3 |
|
| R2 |
684.8 |
684.8 |
642.8 |
|
| R1 |
660.3 |
660.3 |
639.3 |
653.3 |
| PP |
646.0 |
646.0 |
646.0 |
642.5 |
| S1 |
621.5 |
621.5 |
632.3 |
614.5 |
| S2 |
607.5 |
607.5 |
628.5 |
|
| S3 |
569.0 |
583.0 |
625.0 |
|
| S4 |
530.3 |
544.5 |
614.5 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
762.0 |
737.5 |
657.0 |
|
| R3 |
723.3 |
698.8 |
646.3 |
|
| R2 |
684.8 |
684.8 |
642.8 |
|
| R1 |
660.3 |
660.3 |
639.3 |
653.3 |
| PP |
646.0 |
646.0 |
646.0 |
642.5 |
| S1 |
621.5 |
621.5 |
632.3 |
614.5 |
| S2 |
607.5 |
607.5 |
628.5 |
|
| S3 |
569.0 |
583.0 |
625.0 |
|
| S4 |
530.3 |
544.5 |
614.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
671.9 |
632.0 |
39.9 |
6.3% |
22.5 |
3.5% |
9% |
False |
True |
119,683 |
| 10 |
671.9 |
615.6 |
56.3 |
8.9% |
24.3 |
3.8% |
36% |
False |
False |
176,233 |
| 20 |
719.7 |
615.6 |
104.1 |
16.4% |
26.5 |
4.2% |
19% |
False |
False |
201,670 |
| 40 |
745.0 |
615.6 |
129.4 |
20.4% |
22.0 |
3.5% |
16% |
False |
False |
181,530 |
| 60 |
745.0 |
615.6 |
129.4 |
20.4% |
18.0 |
2.8% |
16% |
False |
False |
162,215 |
| 80 |
745.0 |
587.0 |
158.0 |
24.9% |
15.8 |
2.5% |
31% |
False |
False |
122,178 |
| 100 |
745.0 |
577.1 |
167.9 |
26.4% |
14.5 |
2.3% |
35% |
False |
False |
97,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
834.8 |
|
2.618 |
771.8 |
|
1.618 |
733.0 |
|
1.000 |
709.3 |
|
0.618 |
694.5 |
|
HIGH |
670.5 |
|
0.618 |
655.8 |
|
0.500 |
651.3 |
|
0.382 |
646.8 |
|
LOW |
632.0 |
|
0.618 |
608.3 |
|
1.000 |
593.5 |
|
1.618 |
569.5 |
|
2.618 |
531.0 |
|
4.250 |
468.0 |
|
|
| Fisher Pivots for day following 04-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
651.3 |
651.3 |
| PP |
646.0 |
646.0 |
| S1 |
641.0 |
641.0 |
|