ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 11-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
617.4 |
637.1 |
19.7 |
3.2% |
635.3 |
| High |
639.3 |
648.7 |
9.4 |
1.5% |
648.7 |
| Low |
616.3 |
629.4 |
13.1 |
2.1% |
605.5 |
| Close |
635.9 |
647.3 |
11.4 |
1.8% |
647.3 |
| Range |
23.0 |
19.3 |
-3.7 |
-16.1% |
43.2 |
| ATR |
23.9 |
23.5 |
-0.3 |
-1.4% |
0.0 |
| Volume |
213,671 |
164,106 |
-49,565 |
-23.2% |
990,185 |
|
| Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
699.8 |
692.8 |
658.0 |
|
| R3 |
680.5 |
673.5 |
652.5 |
|
| R2 |
661.0 |
661.0 |
650.8 |
|
| R1 |
654.3 |
654.3 |
649.0 |
657.8 |
| PP |
641.8 |
641.8 |
641.8 |
643.5 |
| S1 |
635.0 |
635.0 |
645.5 |
638.3 |
| S2 |
622.5 |
622.5 |
643.8 |
|
| S3 |
603.3 |
615.5 |
642.0 |
|
| S4 |
584.0 |
596.3 |
636.8 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
763.5 |
748.5 |
671.0 |
|
| R3 |
720.3 |
705.3 |
659.3 |
|
| R2 |
677.0 |
677.0 |
655.3 |
|
| R1 |
662.3 |
662.3 |
651.3 |
669.5 |
| PP |
633.8 |
633.8 |
633.8 |
637.5 |
| S1 |
619.0 |
619.0 |
643.3 |
626.5 |
| S2 |
590.8 |
590.8 |
639.5 |
|
| S3 |
547.5 |
575.8 |
635.5 |
|
| S4 |
504.3 |
532.5 |
623.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
648.7 |
605.5 |
43.2 |
6.7% |
21.8 |
3.4% |
97% |
True |
False |
198,037 |
| 10 |
671.9 |
605.5 |
66.4 |
10.3% |
22.3 |
3.4% |
63% |
False |
False |
158,860 |
| 20 |
712.3 |
605.5 |
106.8 |
16.5% |
25.0 |
3.9% |
39% |
False |
False |
186,239 |
| 40 |
745.0 |
605.5 |
139.5 |
21.6% |
23.5 |
3.6% |
30% |
False |
False |
191,899 |
| 60 |
745.0 |
605.5 |
139.5 |
21.6% |
19.3 |
3.0% |
30% |
False |
False |
167,486 |
| 80 |
745.0 |
605.5 |
139.5 |
21.6% |
16.5 |
2.6% |
30% |
False |
False |
134,547 |
| 100 |
745.0 |
577.1 |
167.9 |
25.9% |
15.3 |
2.4% |
42% |
False |
False |
107,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
730.8 |
|
2.618 |
699.3 |
|
1.618 |
680.0 |
|
1.000 |
668.0 |
|
0.618 |
660.8 |
|
HIGH |
648.8 |
|
0.618 |
641.3 |
|
0.500 |
639.0 |
|
0.382 |
636.8 |
|
LOW |
629.5 |
|
0.618 |
617.5 |
|
1.000 |
610.0 |
|
1.618 |
598.3 |
|
2.618 |
578.8 |
|
4.250 |
547.5 |
|
|
| Fisher Pivots for day following 11-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
644.5 |
641.5 |
| PP |
641.8 |
635.5 |
| S1 |
639.0 |
629.5 |
|