ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 11-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
| Open |
657.3 |
687.5 |
30.2 |
4.6% |
716.0 |
| High |
690.6 |
703.9 |
13.3 |
1.9% |
731.7 |
| Low |
657.3 |
676.9 |
19.6 |
3.0% |
629.2 |
| Close |
688.1 |
692.1 |
4.0 |
0.6% |
651.8 |
| Range |
33.3 |
27.0 |
-6.3 |
-18.9% |
102.5 |
| ATR |
21.2 |
21.6 |
0.4 |
1.9% |
0.0 |
| Volume |
345,592 |
190,326 |
-155,266 |
-44.9% |
1,174,295 |
|
| Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
772.0 |
759.0 |
707.0 |
|
| R3 |
745.0 |
732.0 |
699.5 |
|
| R2 |
718.0 |
718.0 |
697.0 |
|
| R1 |
705.0 |
705.0 |
694.5 |
711.5 |
| PP |
691.0 |
691.0 |
691.0 |
694.3 |
| S1 |
678.0 |
678.0 |
689.5 |
684.5 |
| S2 |
664.0 |
664.0 |
687.3 |
|
| S3 |
637.0 |
651.0 |
684.8 |
|
| S4 |
610.0 |
624.0 |
677.3 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
978.5 |
917.5 |
708.3 |
|
| R3 |
876.0 |
815.0 |
680.0 |
|
| R2 |
773.5 |
773.5 |
670.5 |
|
| R1 |
712.5 |
712.5 |
661.3 |
691.8 |
| PP |
671.0 |
671.0 |
671.0 |
660.5 |
| S1 |
610.0 |
610.0 |
642.5 |
589.3 |
| S2 |
568.5 |
568.5 |
633.0 |
|
| S3 |
466.0 |
507.5 |
623.5 |
|
| S4 |
363.5 |
405.0 |
595.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
712.7 |
629.2 |
83.5 |
12.1% |
37.0 |
5.3% |
75% |
False |
False |
274,492 |
| 10 |
739.5 |
629.2 |
110.3 |
15.9% |
27.8 |
4.0% |
57% |
False |
False |
226,785 |
| 20 |
745.0 |
629.2 |
115.8 |
16.7% |
21.0 |
3.0% |
54% |
False |
False |
191,442 |
| 40 |
745.0 |
629.2 |
115.8 |
16.7% |
15.5 |
2.2% |
54% |
False |
False |
156,788 |
| 60 |
745.0 |
607.8 |
137.2 |
19.8% |
13.3 |
1.9% |
61% |
False |
False |
111,091 |
| 80 |
745.0 |
577.1 |
167.9 |
24.3% |
12.5 |
1.8% |
68% |
False |
False |
83,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
818.8 |
|
2.618 |
774.5 |
|
1.618 |
747.5 |
|
1.000 |
731.0 |
|
0.618 |
720.5 |
|
HIGH |
704.0 |
|
0.618 |
693.5 |
|
0.500 |
690.5 |
|
0.382 |
687.3 |
|
LOW |
677.0 |
|
0.618 |
660.3 |
|
1.000 |
650.0 |
|
1.618 |
633.3 |
|
2.618 |
606.3 |
|
4.250 |
562.3 |
|
|
| Fisher Pivots for day following 11-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
691.5 |
686.3 |
| PP |
691.0 |
680.3 |
| S1 |
690.5 |
674.3 |
|