ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 27-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2010 |
27-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
737.6 |
734.7 |
-2.9 |
-0.4% |
710.6 |
| High |
742.0 |
736.6 |
-5.4 |
-0.7% |
737.3 |
| Low |
734.7 |
717.0 |
-17.7 |
-2.4% |
699.0 |
| Close |
734.3 |
718.8 |
-15.5 |
-2.1% |
736.7 |
| Range |
7.3 |
19.6 |
12.3 |
168.5% |
38.3 |
| ATR |
8.6 |
9.4 |
0.8 |
9.1% |
0.0 |
| Volume |
91 |
183 |
92 |
101.1% |
1,044 |
|
| Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
783.0 |
770.5 |
729.5 |
|
| R3 |
763.3 |
750.8 |
724.3 |
|
| R2 |
743.8 |
743.8 |
722.5 |
|
| R1 |
731.3 |
731.3 |
720.5 |
727.8 |
| PP |
724.3 |
724.3 |
724.3 |
722.3 |
| S1 |
711.8 |
711.8 |
717.0 |
708.0 |
| S2 |
704.5 |
704.5 |
715.3 |
|
| S3 |
685.0 |
692.0 |
713.5 |
|
| S4 |
665.3 |
672.5 |
708.0 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
839.3 |
826.3 |
757.8 |
|
| R3 |
801.0 |
788.0 |
747.3 |
|
| R2 |
762.8 |
762.8 |
743.8 |
|
| R1 |
749.8 |
749.8 |
740.3 |
756.3 |
| PP |
724.3 |
724.3 |
724.3 |
727.5 |
| S1 |
711.3 |
711.3 |
733.3 |
717.8 |
| S2 |
686.0 |
686.0 |
729.8 |
|
| S3 |
647.8 |
673.0 |
726.3 |
|
| S4 |
609.5 |
634.8 |
715.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
820.0 |
|
2.618 |
788.0 |
|
1.618 |
768.3 |
|
1.000 |
756.3 |
|
0.618 |
748.8 |
|
HIGH |
736.5 |
|
0.618 |
729.0 |
|
0.500 |
726.8 |
|
0.382 |
724.5 |
|
LOW |
717.0 |
|
0.618 |
705.0 |
|
1.000 |
697.5 |
|
1.618 |
685.3 |
|
2.618 |
665.8 |
|
4.250 |
633.8 |
|
|
| Fisher Pivots for day following 27-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
726.8 |
729.5 |
| PP |
724.3 |
726.0 |
| S1 |
721.5 |
722.3 |
|