ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 07-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
667.2 |
635.3 |
-31.9 |
-4.8% |
663.0 |
| High |
670.6 |
640.7 |
-29.9 |
-4.5% |
670.6 |
| Low |
632.0 |
616.7 |
-15.3 |
-2.4% |
632.0 |
| Close |
635.7 |
617.0 |
-18.7 |
-2.9% |
635.7 |
| Range |
38.6 |
24.0 |
-14.6 |
-37.8% |
38.6 |
| ATR |
24.4 |
24.4 |
0.0 |
-0.1% |
0.0 |
| Volume |
133,301 |
195,824 |
62,523 |
46.9% |
427,248 |
|
| Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
696.8 |
681.0 |
630.3 |
|
| R3 |
672.8 |
657.0 |
623.5 |
|
| R2 |
648.8 |
648.8 |
621.5 |
|
| R1 |
633.0 |
633.0 |
619.3 |
628.8 |
| PP |
624.8 |
624.8 |
624.8 |
622.8 |
| S1 |
609.0 |
609.0 |
614.8 |
604.8 |
| S2 |
600.8 |
600.8 |
612.5 |
|
| S3 |
576.8 |
585.0 |
610.5 |
|
| S4 |
552.8 |
561.0 |
603.8 |
|
|
| 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 |
670.6 |
616.7 |
53.9 |
8.7% |
24.0 |
3.9% |
1% |
False |
True |
124,614 |
| 10 |
671.9 |
615.6 |
56.3 |
9.1% |
23.8 |
3.9% |
2% |
False |
False |
163,685 |
| 20 |
719.7 |
615.6 |
104.1 |
16.9% |
26.0 |
4.2% |
1% |
False |
False |
191,994 |
| 40 |
745.0 |
615.6 |
129.4 |
21.0% |
22.5 |
3.6% |
1% |
False |
False |
183,486 |
| 60 |
745.0 |
615.6 |
129.4 |
21.0% |
18.3 |
3.0% |
1% |
False |
False |
164,774 |
| 80 |
745.0 |
594.3 |
150.7 |
24.4% |
15.8 |
2.6% |
15% |
False |
False |
124,623 |
| 100 |
745.0 |
577.1 |
167.9 |
27.2% |
14.8 |
2.4% |
24% |
False |
False |
99,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
742.8 |
|
2.618 |
703.5 |
|
1.618 |
679.5 |
|
1.000 |
664.8 |
|
0.618 |
655.5 |
|
HIGH |
640.8 |
|
0.618 |
631.5 |
|
0.500 |
628.8 |
|
0.382 |
625.8 |
|
LOW |
616.8 |
|
0.618 |
601.8 |
|
1.000 |
592.8 |
|
1.618 |
577.8 |
|
2.618 |
553.8 |
|
4.250 |
514.8 |
|
|
| Fisher Pivots for day following 07-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
628.8 |
643.8 |
| PP |
624.8 |
634.8 |
| S1 |
621.0 |
626.0 |
|