ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 01-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2010 |
01-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
659.0 |
655.2 |
-3.8 |
-0.6% |
642.6 |
| High |
663.3 |
660.4 |
-2.9 |
-0.4% |
669.0 |
| Low |
658.5 |
636.9 |
-21.6 |
-3.3% |
614.6 |
| Close |
658.7 |
637.5 |
-21.2 |
-3.2% |
658.7 |
| Range |
4.8 |
23.5 |
18.7 |
389.6% |
54.4 |
| ATR |
20.2 |
20.4 |
0.2 |
1.2% |
0.0 |
| Volume |
858 |
22 |
-836 |
-97.4% |
3,456 |
|
| Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
715.5 |
700.0 |
650.5 |
|
| R3 |
692.0 |
676.5 |
644.0 |
|
| R2 |
668.5 |
668.5 |
641.8 |
|
| R1 |
653.0 |
653.0 |
639.8 |
649.0 |
| PP |
645.0 |
645.0 |
645.0 |
643.0 |
| S1 |
629.5 |
629.5 |
635.3 |
625.5 |
| S2 |
621.5 |
621.5 |
633.3 |
|
| S3 |
598.0 |
606.0 |
631.0 |
|
| S4 |
574.5 |
582.5 |
624.5 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
810.8 |
789.0 |
688.5 |
|
| R3 |
756.3 |
734.8 |
673.8 |
|
| R2 |
701.8 |
701.8 |
668.8 |
|
| R1 |
680.3 |
680.3 |
663.8 |
691.0 |
| PP |
647.5 |
647.5 |
647.5 |
652.8 |
| S1 |
625.8 |
625.8 |
653.8 |
636.8 |
| S2 |
593.0 |
593.0 |
648.8 |
|
| S3 |
538.8 |
571.5 |
643.8 |
|
| S4 |
484.3 |
517.0 |
628.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
760.3 |
|
2.618 |
722.0 |
|
1.618 |
698.5 |
|
1.000 |
684.0 |
|
0.618 |
675.0 |
|
HIGH |
660.5 |
|
0.618 |
651.5 |
|
0.500 |
648.8 |
|
0.382 |
646.0 |
|
LOW |
637.0 |
|
0.618 |
622.5 |
|
1.000 |
613.5 |
|
1.618 |
599.0 |
|
2.618 |
575.5 |
|
4.250 |
537.0 |
|
|
| Fisher Pivots for day following 01-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
648.8 |
653.0 |
| PP |
645.0 |
647.8 |
| S1 |
641.3 |
642.8 |
|