ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 10-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
615.6 |
617.4 |
1.8 |
0.3% |
663.0 |
| High |
632.6 |
639.3 |
6.7 |
1.1% |
670.6 |
| Low |
610.4 |
616.3 |
5.9 |
1.0% |
632.0 |
| Close |
618.2 |
635.9 |
17.7 |
2.9% |
635.7 |
| Range |
22.2 |
23.0 |
0.8 |
3.6% |
38.6 |
| ATR |
23.9 |
23.9 |
-0.1 |
-0.3% |
0.0 |
| Volume |
254,825 |
213,671 |
-41,154 |
-16.1% |
427,248 |
|
| Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
699.5 |
690.8 |
648.5 |
|
| R3 |
676.5 |
667.8 |
642.3 |
|
| R2 |
653.5 |
653.5 |
640.0 |
|
| R1 |
644.8 |
644.8 |
638.0 |
649.0 |
| PP |
630.5 |
630.5 |
630.5 |
632.8 |
| S1 |
621.8 |
621.8 |
633.8 |
626.0 |
| S2 |
607.5 |
607.5 |
631.8 |
|
| S3 |
584.5 |
598.8 |
629.5 |
|
| S4 |
561.5 |
575.8 |
623.3 |
|
|
| 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 |
10.2% |
25.5 |
4.0% |
47% |
False |
False |
191,876 |
| 10 |
671.9 |
605.5 |
66.4 |
10.4% |
23.5 |
3.7% |
46% |
False |
False |
160,847 |
| 20 |
719.7 |
605.5 |
114.2 |
18.0% |
24.8 |
3.9% |
27% |
False |
False |
187,078 |
| 40 |
745.0 |
605.5 |
139.5 |
21.9% |
23.3 |
3.7% |
22% |
False |
False |
191,334 |
| 60 |
745.0 |
605.5 |
139.5 |
21.9% |
19.0 |
3.0% |
22% |
False |
False |
167,572 |
| 80 |
745.0 |
605.5 |
139.5 |
21.9% |
16.3 |
2.6% |
22% |
False |
False |
132,496 |
| 100 |
745.0 |
577.1 |
167.9 |
26.4% |
15.3 |
2.4% |
35% |
False |
False |
106,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
737.0 |
|
2.618 |
699.5 |
|
1.618 |
676.5 |
|
1.000 |
662.3 |
|
0.618 |
653.5 |
|
HIGH |
639.3 |
|
0.618 |
630.5 |
|
0.500 |
627.8 |
|
0.382 |
625.0 |
|
LOW |
616.3 |
|
0.618 |
602.0 |
|
1.000 |
593.3 |
|
1.618 |
579.0 |
|
2.618 |
556.0 |
|
4.250 |
518.5 |
|
|
| Fisher Pivots for day following 10-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
633.3 |
631.5 |
| PP |
630.5 |
627.0 |
| S1 |
627.8 |
622.5 |
|