ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 19-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
718.0 |
710.6 |
-7.4 |
-1.0% |
699.0 |
| High |
720.0 |
713.4 |
-6.6 |
-0.9% |
721.2 |
| Low |
706.2 |
699.0 |
-7.2 |
-1.0% |
696.8 |
| Close |
711.4 |
709.1 |
-2.3 |
-0.3% |
711.4 |
| Range |
13.8 |
14.4 |
0.6 |
4.3% |
24.4 |
| ATR |
7.4 |
7.9 |
0.5 |
6.7% |
0.0 |
| Volume |
106 |
131 |
25 |
23.6% |
827 |
|
| Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
750.3 |
744.3 |
717.0 |
|
| R3 |
736.0 |
729.8 |
713.0 |
|
| R2 |
721.5 |
721.5 |
711.8 |
|
| R1 |
715.3 |
715.3 |
710.5 |
711.3 |
| PP |
707.3 |
707.3 |
707.3 |
705.0 |
| S1 |
701.0 |
701.0 |
707.8 |
696.8 |
| S2 |
692.8 |
692.8 |
706.5 |
|
| S3 |
678.3 |
686.5 |
705.3 |
|
| S4 |
664.0 |
672.3 |
701.3 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
783.0 |
771.5 |
724.8 |
|
| R3 |
758.5 |
747.3 |
718.0 |
|
| R2 |
734.3 |
734.3 |
715.8 |
|
| R1 |
722.8 |
722.8 |
713.8 |
728.5 |
| PP |
709.8 |
709.8 |
709.8 |
712.8 |
| S1 |
698.5 |
698.5 |
709.3 |
704.0 |
| S2 |
685.5 |
685.5 |
707.0 |
|
| S3 |
661.0 |
674.0 |
704.8 |
|
| S4 |
636.5 |
649.5 |
698.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
774.5 |
|
2.618 |
751.0 |
|
1.618 |
736.8 |
|
1.000 |
727.8 |
|
0.618 |
722.3 |
|
HIGH |
713.5 |
|
0.618 |
708.0 |
|
0.500 |
706.3 |
|
0.382 |
704.5 |
|
LOW |
699.0 |
|
0.618 |
690.0 |
|
1.000 |
684.5 |
|
1.618 |
675.8 |
|
2.618 |
661.3 |
|
4.250 |
637.8 |
|
|
| Fisher Pivots for day following 19-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
708.3 |
710.0 |
| PP |
707.3 |
709.8 |
| S1 |
706.3 |
709.5 |
|