ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 14-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2010 |
14-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
700.2 |
706.7 |
6.5 |
0.9% |
684.3 |
| High |
702.9 |
718.5 |
15.6 |
2.2% |
698.3 |
| Low |
696.8 |
706.3 |
9.5 |
1.4% |
684.3 |
| Close |
702.3 |
717.7 |
15.4 |
2.2% |
698.9 |
| Range |
6.1 |
12.2 |
6.1 |
100.0% |
14.0 |
| ATR |
6.3 |
7.0 |
0.7 |
11.2% |
0.0 |
| Volume |
479 |
102 |
-377 |
-78.7% |
1,123 |
|
| Daily Pivots for day following 14-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
750.8 |
746.5 |
724.5 |
|
| R3 |
738.5 |
734.3 |
721.0 |
|
| R2 |
726.3 |
726.3 |
720.0 |
|
| R1 |
722.0 |
722.0 |
718.8 |
724.3 |
| PP |
714.3 |
714.3 |
714.3 |
715.3 |
| S1 |
709.8 |
709.8 |
716.5 |
712.0 |
| S2 |
702.0 |
702.0 |
715.5 |
|
| S3 |
689.8 |
697.8 |
714.3 |
|
| S4 |
677.5 |
685.5 |
711.0 |
|
|
| 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 |
770.3 |
|
2.618 |
750.5 |
|
1.618 |
738.3 |
|
1.000 |
730.8 |
|
0.618 |
726.0 |
|
HIGH |
718.5 |
|
0.618 |
713.8 |
|
0.500 |
712.5 |
|
0.382 |
711.0 |
|
LOW |
706.3 |
|
0.618 |
698.8 |
|
1.000 |
694.0 |
|
1.618 |
686.5 |
|
2.618 |
674.3 |
|
4.250 |
654.5 |
|
|
| Fisher Pivots for day following 14-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
716.0 |
714.3 |
| PP |
714.3 |
711.0 |
| S1 |
712.5 |
707.8 |
|