ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 02-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2010 |
02-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
663.0 |
642.0 |
-21.0 |
-3.2% |
650.7 |
| High |
663.1 |
659.8 |
-3.3 |
-0.5% |
671.9 |
| Low |
638.9 |
638.6 |
-0.3 |
0.0% |
615.6 |
| Close |
640.0 |
658.1 |
18.1 |
2.8% |
661.1 |
| Range |
24.2 |
21.2 |
-3.0 |
-12.4% |
56.3 |
| ATR |
24.3 |
24.1 |
-0.2 |
-0.9% |
0.0 |
| Volume |
1,348 |
166,418 |
165,070 |
12,245.5% |
1,013,781 |
|
| Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
715.8 |
708.3 |
669.8 |
|
| R3 |
694.5 |
687.0 |
664.0 |
|
| R2 |
673.3 |
673.3 |
662.0 |
|
| R1 |
665.8 |
665.8 |
660.0 |
669.5 |
| PP |
652.3 |
652.3 |
652.3 |
654.0 |
| S1 |
644.5 |
644.5 |
656.3 |
648.3 |
| S2 |
631.0 |
631.0 |
654.3 |
|
| S3 |
609.8 |
623.3 |
652.3 |
|
| S4 |
588.5 |
602.3 |
646.5 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
818.5 |
796.0 |
692.0 |
|
| R3 |
762.3 |
739.8 |
676.5 |
|
| R2 |
705.8 |
705.8 |
671.5 |
|
| R1 |
683.5 |
683.5 |
666.3 |
694.8 |
| PP |
649.5 |
649.5 |
649.5 |
655.0 |
| S1 |
627.3 |
627.3 |
656.0 |
638.3 |
| S2 |
593.3 |
593.3 |
650.8 |
|
| S3 |
537.0 |
570.8 |
645.5 |
|
| S4 |
480.8 |
514.5 |
630.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
671.9 |
634.3 |
37.6 |
5.7% |
23.5 |
3.6% |
63% |
False |
False |
150,219 |
| 10 |
686.6 |
615.6 |
71.0 |
10.8% |
25.5 |
3.9% |
60% |
False |
False |
192,283 |
| 20 |
719.7 |
615.6 |
104.1 |
15.8% |
28.5 |
4.3% |
41% |
False |
False |
211,056 |
| 40 |
745.0 |
615.6 |
129.4 |
19.7% |
21.3 |
3.2% |
33% |
False |
False |
181,155 |
| 60 |
745.0 |
615.6 |
129.4 |
19.7% |
17.5 |
2.7% |
33% |
False |
False |
158,187 |
| 80 |
745.0 |
583.9 |
161.1 |
24.5% |
15.3 |
2.3% |
46% |
False |
False |
118,956 |
| 100 |
745.0 |
577.1 |
167.9 |
25.5% |
14.0 |
2.1% |
48% |
False |
False |
95,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
750.0 |
|
2.618 |
715.3 |
|
1.618 |
694.0 |
|
1.000 |
681.0 |
|
0.618 |
673.0 |
|
HIGH |
659.8 |
|
0.618 |
651.8 |
|
0.500 |
649.3 |
|
0.382 |
646.8 |
|
LOW |
638.5 |
|
0.618 |
625.5 |
|
1.000 |
617.5 |
|
1.618 |
604.3 |
|
2.618 |
583.0 |
|
4.250 |
548.5 |
|
|
| Fisher Pivots for day following 02-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
655.3 |
657.3 |
| PP |
652.3 |
656.3 |
| S1 |
649.3 |
655.3 |
|