ICE Russell 2000 Mini Future September 2010
Trading Metrics calculated at close of trading on 22-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
716.3 |
718.4 |
2.1 |
0.3% |
699.0 |
High |
722.2 |
729.3 |
7.1 |
1.0% |
721.2 |
Low |
715.8 |
713.1 |
-2.7 |
-0.4% |
696.8 |
Close |
720.8 |
726.6 |
5.8 |
0.8% |
711.4 |
Range |
6.4 |
16.2 |
9.8 |
153.1% |
24.4 |
ATR |
7.9 |
8.5 |
0.6 |
7.5% |
0.0 |
Volume |
152 |
336 |
184 |
121.1% |
827 |
|
Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
771.5 |
765.3 |
735.5 |
|
R3 |
755.5 |
749.0 |
731.0 |
|
R2 |
739.3 |
739.3 |
729.5 |
|
R1 |
733.0 |
733.0 |
728.0 |
736.0 |
PP |
723.0 |
723.0 |
723.0 |
724.5 |
S1 |
716.8 |
716.8 |
725.0 |
719.8 |
S2 |
706.8 |
706.8 |
723.8 |
|
S3 |
690.5 |
700.5 |
722.3 |
|
S4 |
674.5 |
684.3 |
717.8 |
|
|
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 |
798.3 |
2.618 |
771.8 |
1.618 |
755.5 |
1.000 |
745.5 |
0.618 |
739.3 |
HIGH |
729.3 |
0.618 |
723.0 |
0.500 |
721.3 |
0.382 |
719.3 |
LOW |
713.0 |
0.618 |
703.0 |
1.000 |
697.0 |
1.618 |
687.0 |
2.618 |
670.8 |
4.250 |
644.3 |
|
|
Fisher Pivots for day following 22-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
724.8 |
723.8 |
PP |
723.0 |
721.0 |
S1 |
721.3 |
718.3 |
|