ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 06-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2010 |
06-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
684.3 |
694.1 |
9.8 |
1.4% |
677.8 |
| High |
689.5 |
698.2 |
8.7 |
1.3% |
682.7 |
| Low |
684.3 |
694.1 |
9.8 |
1.4% |
675.5 |
| Close |
691.8 |
696.4 |
4.6 |
0.7% |
679.7 |
| Range |
5.2 |
4.1 |
-1.1 |
-21.2% |
7.2 |
| ATR |
|
|
|
|
|
| Volume |
0 |
443 |
443 |
|
81 |
|
| Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
708.5 |
706.5 |
698.8 |
|
| R3 |
704.5 |
702.5 |
697.5 |
|
| R2 |
700.3 |
700.3 |
697.3 |
|
| R1 |
698.3 |
698.3 |
696.8 |
699.3 |
| PP |
696.3 |
696.3 |
696.3 |
696.8 |
| S1 |
694.3 |
694.3 |
696.0 |
695.3 |
| S2 |
692.3 |
692.3 |
695.8 |
|
| S3 |
688.0 |
690.3 |
695.3 |
|
| S4 |
684.0 |
686.0 |
694.3 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
701.0 |
697.5 |
683.8 |
|
| R3 |
693.8 |
690.3 |
681.8 |
|
| R2 |
686.5 |
686.5 |
681.0 |
|
| R1 |
683.0 |
683.0 |
680.3 |
684.8 |
| PP |
679.3 |
679.3 |
679.3 |
680.3 |
| S1 |
676.0 |
676.0 |
679.0 |
677.5 |
| S2 |
672.0 |
672.0 |
678.5 |
|
| S3 |
665.0 |
668.8 |
677.8 |
|
| S4 |
657.8 |
661.5 |
675.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
715.5 |
|
2.618 |
709.0 |
|
1.618 |
704.8 |
|
1.000 |
702.3 |
|
0.618 |
700.8 |
|
HIGH |
698.3 |
|
0.618 |
696.8 |
|
0.500 |
696.3 |
|
0.382 |
695.8 |
|
LOW |
694.0 |
|
0.618 |
691.5 |
|
1.000 |
690.0 |
|
1.618 |
687.5 |
|
2.618 |
683.3 |
|
4.250 |
676.8 |
|
|
| Fisher Pivots for day following 06-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
696.3 |
694.0 |
| PP |
696.3 |
691.8 |
| S1 |
696.3 |
689.3 |
|