ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 10-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
608.7 |
622.5 |
13.8 |
2.3% |
659.0 |
| High |
629.9 |
637.0 |
7.1 |
1.1% |
667.1 |
| Low |
608.7 |
613.6 |
4.9 |
0.8% |
629.6 |
| Close |
615.7 |
633.5 |
17.8 |
2.9% |
633.1 |
| Range |
21.2 |
23.4 |
2.2 |
10.4% |
37.5 |
| ATR |
20.9 |
21.1 |
0.2 |
0.8% |
0.0 |
| Volume |
25,912 |
35,591 |
9,679 |
37.4% |
3,673 |
|
| Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
698.3 |
689.3 |
646.3 |
|
| R3 |
674.8 |
665.8 |
640.0 |
|
| R2 |
651.5 |
651.5 |
637.8 |
|
| R1 |
642.5 |
642.5 |
635.8 |
647.0 |
| PP |
628.0 |
628.0 |
628.0 |
630.3 |
| S1 |
619.0 |
619.0 |
631.3 |
623.5 |
| S2 |
604.8 |
604.8 |
629.3 |
|
| S3 |
581.3 |
595.8 |
627.0 |
|
| S4 |
557.8 |
572.3 |
620.8 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
755.8 |
732.0 |
653.8 |
|
| R3 |
718.3 |
694.5 |
643.5 |
|
| R2 |
680.8 |
680.8 |
640.0 |
|
| R1 |
657.0 |
657.0 |
636.5 |
650.0 |
| PP |
643.3 |
643.3 |
643.3 |
639.8 |
| S1 |
619.5 |
619.5 |
629.8 |
612.5 |
| S2 |
605.8 |
605.8 |
626.3 |
|
| S3 |
568.3 |
582.0 |
622.8 |
|
| S4 |
530.8 |
544.5 |
612.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
736.5 |
|
2.618 |
698.3 |
|
1.618 |
674.8 |
|
1.000 |
660.5 |
|
0.618 |
651.5 |
|
HIGH |
637.0 |
|
0.618 |
628.0 |
|
0.500 |
625.3 |
|
0.382 |
622.5 |
|
LOW |
613.5 |
|
0.618 |
599.3 |
|
1.000 |
590.3 |
|
1.618 |
575.8 |
|
2.618 |
552.3 |
|
4.250 |
514.3 |
|
|
| Fisher Pivots for day following 10-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
630.8 |
629.0 |
| PP |
628.0 |
624.5 |
| S1 |
625.3 |
620.3 |
|