ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 09-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
619.0 |
615.6 |
-3.4 |
-0.5% |
663.0 |
| High |
625.7 |
632.6 |
6.9 |
1.1% |
670.6 |
| Low |
605.5 |
610.4 |
4.9 |
0.8% |
632.0 |
| Close |
614.9 |
618.2 |
3.3 |
0.5% |
635.7 |
| Range |
20.2 |
22.2 |
2.0 |
9.9% |
38.6 |
| ATR |
24.1 |
23.9 |
-0.1 |
-0.6% |
0.0 |
| Volume |
161,759 |
254,825 |
93,066 |
57.5% |
427,248 |
|
| Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
687.0 |
674.8 |
630.5 |
|
| R3 |
664.8 |
652.5 |
624.3 |
|
| R2 |
642.5 |
642.5 |
622.3 |
|
| R1 |
630.5 |
630.5 |
620.3 |
636.5 |
| PP |
620.5 |
620.5 |
620.5 |
623.5 |
| S1 |
608.3 |
608.3 |
616.3 |
614.3 |
| S2 |
598.3 |
598.3 |
614.3 |
|
| S3 |
576.0 |
586.0 |
612.0 |
|
| S4 |
553.8 |
563.8 |
606.0 |
|
|
| 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 |
605.5 |
65.1 |
10.5% |
23.5 |
3.8% |
20% |
False |
False |
174,378 |
| 10 |
671.9 |
605.5 |
66.4 |
10.7% |
23.5 |
3.8% |
19% |
False |
False |
162,298 |
| 20 |
719.7 |
605.5 |
114.2 |
18.5% |
25.3 |
4.1% |
11% |
False |
False |
186,027 |
| 40 |
745.0 |
605.5 |
139.5 |
22.6% |
23.0 |
3.7% |
9% |
False |
False |
188,735 |
| 60 |
745.0 |
605.5 |
139.5 |
22.6% |
18.8 |
3.0% |
9% |
False |
False |
166,535 |
| 80 |
745.0 |
605.5 |
139.5 |
22.6% |
16.3 |
2.6% |
9% |
False |
False |
129,825 |
| 100 |
745.0 |
577.1 |
167.9 |
27.2% |
15.0 |
2.4% |
24% |
False |
False |
103,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
727.0 |
|
2.618 |
690.8 |
|
1.618 |
668.5 |
|
1.000 |
654.8 |
|
0.618 |
646.3 |
|
HIGH |
632.5 |
|
0.618 |
624.0 |
|
0.500 |
621.5 |
|
0.382 |
619.0 |
|
LOW |
610.5 |
|
0.618 |
596.8 |
|
1.000 |
588.3 |
|
1.618 |
574.5 |
|
2.618 |
552.3 |
|
4.250 |
516.0 |
|
|
| Fisher Pivots for day following 09-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
621.5 |
623.0 |
| PP |
620.5 |
621.5 |
| S1 |
619.3 |
619.8 |
|