ICE Russell 2000 Mini Future September 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 |
655.2 |
639.6 |
-15.6 |
-2.4% |
642.6 |
| High |
660.4 |
656.3 |
-4.1 |
-0.6% |
669.0 |
| Low |
636.9 |
636.9 |
0.0 |
0.0% |
614.6 |
| Close |
637.5 |
655.7 |
18.2 |
2.9% |
658.7 |
| Range |
23.5 |
19.4 |
-4.1 |
-17.4% |
54.4 |
| ATR |
20.4 |
20.4 |
-0.1 |
-0.4% |
0.0 |
| Volume |
22 |
918 |
896 |
4,072.7% |
3,456 |
|
| Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
707.8 |
701.3 |
666.3 |
|
| R3 |
688.5 |
681.8 |
661.0 |
|
| R2 |
669.0 |
669.0 |
659.3 |
|
| R1 |
662.3 |
662.3 |
657.5 |
665.8 |
| PP |
649.8 |
649.8 |
649.8 |
651.3 |
| S1 |
643.0 |
643.0 |
654.0 |
646.3 |
| S2 |
630.3 |
630.3 |
652.3 |
|
| S3 |
610.8 |
623.5 |
650.3 |
|
| S4 |
591.5 |
604.3 |
645.0 |
|
|
| 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 |
738.8 |
|
2.618 |
707.0 |
|
1.618 |
687.8 |
|
1.000 |
675.8 |
|
0.618 |
668.3 |
|
HIGH |
656.3 |
|
0.618 |
649.0 |
|
0.500 |
646.5 |
|
0.382 |
644.3 |
|
LOW |
637.0 |
|
0.618 |
625.0 |
|
1.000 |
617.5 |
|
1.618 |
605.5 |
|
2.618 |
586.0 |
|
4.250 |
554.5 |
|
|
| Fisher Pivots for day following 02-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
652.8 |
653.8 |
| PP |
649.8 |
652.0 |
| S1 |
646.5 |
650.0 |
|