ICE Russell 2000 Mini Future September 2010
Trading Metrics calculated at close of trading on 07-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2010 |
07-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
694.1 |
695.9 |
1.8 |
0.3% |
677.8 |
High |
698.2 |
698.3 |
0.1 |
0.0% |
682.7 |
Low |
694.1 |
691.0 |
-3.1 |
-0.4% |
675.5 |
Close |
696.4 |
695.0 |
-1.4 |
-0.2% |
679.7 |
Range |
4.1 |
7.3 |
3.2 |
78.0% |
7.2 |
ATR |
|
|
|
|
|
Volume |
443 |
47 |
-396 |
-89.4% |
81 |
|
Daily Pivots for day following 07-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
716.8 |
713.3 |
699.0 |
|
R3 |
709.3 |
705.8 |
697.0 |
|
R2 |
702.0 |
702.0 |
696.3 |
|
R1 |
698.5 |
698.5 |
695.8 |
696.8 |
PP |
694.8 |
694.8 |
694.8 |
693.8 |
S1 |
691.3 |
691.3 |
694.3 |
689.3 |
S2 |
687.5 |
687.5 |
693.8 |
|
S3 |
680.3 |
684.0 |
693.0 |
|
S4 |
672.8 |
676.8 |
691.0 |
|
|
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 |
729.3 |
2.618 |
717.5 |
1.618 |
710.0 |
1.000 |
705.5 |
0.618 |
702.8 |
HIGH |
698.3 |
0.618 |
695.5 |
0.500 |
694.8 |
0.382 |
693.8 |
LOW |
691.0 |
0.618 |
686.5 |
1.000 |
683.8 |
1.618 |
679.3 |
2.618 |
672.0 |
4.250 |
660.0 |
|
|
Fisher Pivots for day following 07-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
695.0 |
693.8 |
PP |
694.8 |
692.5 |
S1 |
694.8 |
691.3 |
|