ICE Russell 2000 Mini Future September 2010
Trading Metrics calculated at close of trading on 08-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2010 |
08-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
695.9 |
693.8 |
-2.1 |
-0.3% |
677.8 |
High |
698.3 |
697.3 |
-1.0 |
-0.1% |
682.7 |
Low |
691.0 |
688.5 |
-2.5 |
-0.4% |
675.5 |
Close |
695.0 |
694.5 |
-0.5 |
-0.1% |
679.7 |
Range |
7.3 |
8.8 |
1.5 |
20.5% |
7.2 |
ATR |
|
|
|
|
|
Volume |
47 |
89 |
42 |
89.4% |
81 |
|
Daily Pivots for day following 08-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
719.8 |
716.0 |
699.3 |
|
R3 |
711.0 |
707.3 |
697.0 |
|
R2 |
702.3 |
702.3 |
696.0 |
|
R1 |
698.3 |
698.3 |
695.3 |
700.3 |
PP |
693.5 |
693.5 |
693.5 |
694.5 |
S1 |
689.5 |
689.5 |
693.8 |
691.5 |
S2 |
684.8 |
684.8 |
693.0 |
|
S3 |
675.8 |
680.8 |
692.0 |
|
S4 |
667.0 |
672.0 |
689.8 |
|
|
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 |
734.8 |
2.618 |
720.3 |
1.618 |
711.5 |
1.000 |
706.0 |
0.618 |
702.8 |
HIGH |
697.3 |
0.618 |
694.0 |
0.500 |
693.0 |
0.382 |
691.8 |
LOW |
688.5 |
0.618 |
683.0 |
1.000 |
679.8 |
1.618 |
674.3 |
2.618 |
665.5 |
4.250 |
651.0 |
|
|
Fisher Pivots for day following 08-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
694.0 |
694.3 |
PP |
693.5 |
693.8 |
S1 |
693.0 |
693.5 |
|