ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 08-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2010 |
08-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
635.3 |
619.0 |
-16.3 |
-2.6% |
663.0 |
| High |
640.7 |
625.7 |
-15.0 |
-2.3% |
670.6 |
| Low |
616.7 |
605.5 |
-11.2 |
-1.8% |
632.0 |
| Close |
617.0 |
614.9 |
-2.1 |
-0.3% |
635.7 |
| Range |
24.0 |
20.2 |
-3.8 |
-15.8% |
38.6 |
| ATR |
24.4 |
24.1 |
-0.3 |
-1.2% |
0.0 |
| Volume |
195,824 |
161,759 |
-34,065 |
-17.4% |
427,248 |
|
| Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
676.0 |
665.8 |
626.0 |
|
| R3 |
655.8 |
645.5 |
620.5 |
|
| R2 |
635.5 |
635.5 |
618.5 |
|
| R1 |
625.3 |
625.3 |
616.8 |
620.3 |
| PP |
615.3 |
615.3 |
615.3 |
613.0 |
| S1 |
605.0 |
605.0 |
613.0 |
600.0 |
| S2 |
595.3 |
595.3 |
611.3 |
|
| S3 |
575.0 |
584.8 |
609.3 |
|
| S4 |
554.8 |
564.8 |
603.8 |
|
|
| 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 |
10.6% |
23.3 |
3.8% |
14% |
False |
True |
156,696 |
| 10 |
671.9 |
605.5 |
66.4 |
10.8% |
24.3 |
3.9% |
14% |
False |
True |
151,994 |
| 20 |
719.7 |
605.5 |
114.2 |
18.6% |
25.5 |
4.1% |
8% |
False |
True |
182,803 |
| 40 |
745.0 |
605.5 |
139.5 |
22.7% |
22.8 |
3.7% |
7% |
False |
True |
184,713 |
| 60 |
745.0 |
605.5 |
139.5 |
22.7% |
18.5 |
3.0% |
7% |
False |
True |
164,713 |
| 80 |
745.0 |
605.5 |
139.5 |
22.7% |
16.0 |
2.6% |
7% |
False |
True |
126,641 |
| 100 |
745.0 |
577.1 |
167.9 |
27.3% |
14.8 |
2.4% |
23% |
False |
False |
101,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
711.5 |
|
2.618 |
678.5 |
|
1.618 |
658.5 |
|
1.000 |
646.0 |
|
0.618 |
638.3 |
|
HIGH |
625.8 |
|
0.618 |
618.0 |
|
0.500 |
615.5 |
|
0.382 |
613.3 |
|
LOW |
605.5 |
|
0.618 |
593.0 |
|
1.000 |
585.3 |
|
1.618 |
572.8 |
|
2.618 |
552.5 |
|
4.250 |
519.8 |
|
|
| Fisher Pivots for day following 08-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
615.5 |
638.0 |
| PP |
615.3 |
630.3 |
| S1 |
615.3 |
622.5 |
|