ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 28-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2010 |
28-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
734.7 |
717.2 |
-17.5 |
-2.4% |
710.6 |
| High |
736.6 |
722.4 |
-14.2 |
-1.9% |
737.3 |
| Low |
717.0 |
715.8 |
-1.2 |
-0.2% |
699.0 |
| Close |
718.8 |
721.0 |
2.2 |
0.3% |
736.7 |
| Range |
19.6 |
6.6 |
-13.0 |
-66.3% |
38.3 |
| ATR |
9.4 |
9.2 |
-0.2 |
-2.1% |
0.0 |
| Volume |
183 |
220 |
37 |
20.2% |
1,044 |
|
| Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
739.5 |
736.8 |
724.8 |
|
| R3 |
733.0 |
730.3 |
722.8 |
|
| R2 |
726.3 |
726.3 |
722.3 |
|
| R1 |
723.8 |
723.8 |
721.5 |
725.0 |
| PP |
719.8 |
719.8 |
719.8 |
720.5 |
| S1 |
717.0 |
717.0 |
720.5 |
718.5 |
| S2 |
713.3 |
713.3 |
719.8 |
|
| S3 |
706.5 |
710.5 |
719.3 |
|
| S4 |
700.0 |
703.8 |
717.3 |
|
|
| 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 |
750.5 |
|
2.618 |
739.8 |
|
1.618 |
733.0 |
|
1.000 |
729.0 |
|
0.618 |
726.5 |
|
HIGH |
722.5 |
|
0.618 |
720.0 |
|
0.500 |
719.0 |
|
0.382 |
718.3 |
|
LOW |
715.8 |
|
0.618 |
711.8 |
|
1.000 |
709.3 |
|
1.618 |
705.0 |
|
2.618 |
698.5 |
|
4.250 |
687.8 |
|
|
| Fisher Pivots for day following 28-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
720.3 |
729.0 |
| PP |
719.8 |
726.3 |
| S1 |
719.0 |
723.8 |
|