ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 15-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2010 |
15-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
706.7 |
717.2 |
10.5 |
1.5% |
684.3 |
| High |
718.5 |
721.2 |
2.7 |
0.4% |
698.3 |
| Low |
706.3 |
715.5 |
9.2 |
1.3% |
684.3 |
| Close |
717.7 |
720.5 |
2.8 |
0.4% |
698.9 |
| Range |
12.2 |
5.7 |
-6.5 |
-53.3% |
14.0 |
| ATR |
7.0 |
6.9 |
-0.1 |
-1.3% |
0.0 |
| Volume |
102 |
140 |
38 |
37.3% |
1,123 |
|
| Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
736.3 |
734.0 |
723.8 |
|
| R3 |
730.5 |
728.3 |
722.0 |
|
| R2 |
724.8 |
724.8 |
721.5 |
|
| R1 |
722.8 |
722.8 |
721.0 |
723.8 |
| PP |
719.0 |
719.0 |
719.0 |
719.5 |
| S1 |
717.0 |
717.0 |
720.0 |
718.0 |
| S2 |
713.3 |
713.3 |
719.5 |
|
| S3 |
707.8 |
711.3 |
719.0 |
|
| S4 |
702.0 |
705.5 |
717.3 |
|
|
| 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 |
745.5 |
|
2.618 |
736.0 |
|
1.618 |
730.5 |
|
1.000 |
727.0 |
|
0.618 |
724.8 |
|
HIGH |
721.3 |
|
0.618 |
719.0 |
|
0.500 |
718.3 |
|
0.382 |
717.8 |
|
LOW |
715.5 |
|
0.618 |
712.0 |
|
1.000 |
709.8 |
|
1.618 |
706.3 |
|
2.618 |
700.5 |
|
4.250 |
691.3 |
|
|
| Fisher Pivots for day following 15-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
719.8 |
716.8 |
| PP |
719.0 |
712.8 |
| S1 |
718.3 |
709.0 |
|