ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 09-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2010 |
09-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
693.8 |
693.5 |
-0.3 |
0.0% |
684.3 |
| High |
697.3 |
697.7 |
0.4 |
0.1% |
698.3 |
| Low |
688.5 |
691.1 |
2.6 |
0.4% |
684.3 |
| Close |
694.5 |
698.9 |
4.4 |
0.6% |
698.9 |
| Range |
8.8 |
6.6 |
-2.2 |
-25.0% |
14.0 |
| ATR |
0.0 |
6.5 |
6.5 |
|
0.0 |
| Volume |
89 |
544 |
455 |
511.2% |
1,123 |
|
| Daily Pivots for day following 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
715.8 |
714.0 |
702.5 |
|
| R3 |
709.0 |
707.3 |
700.8 |
|
| R2 |
702.5 |
702.5 |
700.0 |
|
| R1 |
700.8 |
700.8 |
699.5 |
701.5 |
| PP |
696.0 |
696.0 |
696.0 |
696.3 |
| S1 |
694.0 |
694.0 |
698.3 |
695.0 |
| S2 |
689.3 |
689.3 |
697.8 |
|
| S3 |
682.8 |
687.5 |
697.0 |
|
| S4 |
676.0 |
681.0 |
695.3 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
735.8 |
731.3 |
706.5 |
|
| R3 |
721.8 |
717.3 |
702.8 |
|
| R2 |
707.8 |
707.8 |
701.5 |
|
| R1 |
703.3 |
703.3 |
700.3 |
705.5 |
| PP |
693.8 |
693.8 |
693.8 |
695.0 |
| S1 |
689.3 |
689.3 |
697.5 |
691.5 |
| S2 |
679.8 |
679.8 |
696.3 |
|
| S3 |
665.8 |
675.3 |
695.0 |
|
| S4 |
651.8 |
661.3 |
691.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
725.8 |
|
2.618 |
715.0 |
|
1.618 |
708.5 |
|
1.000 |
704.3 |
|
0.618 |
701.8 |
|
HIGH |
697.8 |
|
0.618 |
695.3 |
|
0.500 |
694.5 |
|
0.382 |
693.5 |
|
LOW |
691.0 |
|
0.618 |
687.0 |
|
1.000 |
684.5 |
|
1.618 |
680.5 |
|
2.618 |
673.8 |
|
4.250 |
663.0 |
|
|
| Fisher Pivots for day following 09-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
697.5 |
697.0 |
| PP |
696.0 |
695.3 |
| S1 |
694.5 |
693.5 |
|