ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 13-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2010 |
13-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
699.0 |
700.2 |
1.2 |
0.2% |
684.3 |
| High |
702.4 |
702.9 |
0.5 |
0.1% |
698.3 |
| Low |
698.8 |
696.8 |
-2.0 |
-0.3% |
684.3 |
| Close |
699.7 |
702.3 |
2.6 |
0.4% |
698.9 |
| Range |
3.6 |
6.1 |
2.5 |
69.4% |
14.0 |
| ATR |
6.3 |
6.3 |
0.0 |
-0.2% |
0.0 |
| Volume |
0 |
479 |
479 |
|
1,123 |
|
| Daily Pivots for day following 13-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
719.0 |
716.8 |
705.8 |
|
| R3 |
712.8 |
710.8 |
704.0 |
|
| R2 |
706.8 |
706.8 |
703.5 |
|
| R1 |
704.5 |
704.5 |
702.8 |
705.8 |
| PP |
700.8 |
700.8 |
700.8 |
701.3 |
| S1 |
698.5 |
698.5 |
701.8 |
699.5 |
| S2 |
694.5 |
694.5 |
701.3 |
|
| S3 |
688.5 |
692.3 |
700.5 |
|
| S4 |
682.3 |
686.3 |
699.0 |
|
|
| 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 |
728.8 |
|
2.618 |
718.8 |
|
1.618 |
712.8 |
|
1.000 |
709.0 |
|
0.618 |
706.8 |
|
HIGH |
703.0 |
|
0.618 |
700.5 |
|
0.500 |
699.8 |
|
0.382 |
699.3 |
|
LOW |
696.8 |
|
0.618 |
693.0 |
|
1.000 |
690.8 |
|
1.618 |
687.0 |
|
2.618 |
680.8 |
|
4.250 |
671.0 |
|
|
| Fisher Pivots for day following 13-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
701.5 |
700.5 |
| PP |
700.8 |
698.8 |
| S1 |
699.8 |
697.0 |
|