ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 30-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2010 |
30-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
724.3 |
736.0 |
11.7 |
1.6% |
737.6 |
| High |
735.0 |
737.0 |
2.0 |
0.3% |
742.0 |
| Low |
720.0 |
712.0 |
-8.0 |
-1.1% |
712.0 |
| Close |
734.6 |
713.1 |
-21.5 |
-2.9% |
713.1 |
| Range |
15.0 |
25.0 |
10.0 |
66.7% |
30.0 |
| ATR |
9.6 |
10.7 |
1.1 |
11.4% |
0.0 |
| Volume |
165 |
405 |
240 |
145.5% |
1,064 |
|
| Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
795.8 |
779.5 |
726.8 |
|
| R3 |
770.8 |
754.5 |
720.0 |
|
| R2 |
745.8 |
745.8 |
717.8 |
|
| R1 |
729.5 |
729.5 |
715.5 |
725.0 |
| PP |
720.8 |
720.8 |
720.8 |
718.5 |
| S1 |
704.5 |
704.5 |
710.8 |
700.0 |
| S2 |
695.8 |
695.8 |
708.5 |
|
| S3 |
670.8 |
679.5 |
706.3 |
|
| S4 |
645.8 |
654.5 |
699.3 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
812.3 |
792.8 |
729.5 |
|
| R3 |
782.3 |
762.8 |
721.3 |
|
| R2 |
752.3 |
752.3 |
718.5 |
|
| R1 |
732.8 |
732.8 |
715.8 |
727.5 |
| PP |
722.3 |
722.3 |
722.3 |
719.8 |
| S1 |
702.8 |
702.8 |
710.3 |
697.5 |
| S2 |
692.3 |
692.3 |
707.5 |
|
| S3 |
662.3 |
672.8 |
704.8 |
|
| S4 |
632.3 |
642.8 |
696.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
843.3 |
|
2.618 |
802.5 |
|
1.618 |
777.5 |
|
1.000 |
762.0 |
|
0.618 |
752.5 |
|
HIGH |
737.0 |
|
0.618 |
727.5 |
|
0.500 |
724.5 |
|
0.382 |
721.5 |
|
LOW |
712.0 |
|
0.618 |
696.5 |
|
1.000 |
687.0 |
|
1.618 |
671.5 |
|
2.618 |
646.5 |
|
4.250 |
605.8 |
|
|
| Fisher Pivots for day following 30-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
724.5 |
724.5 |
| PP |
720.8 |
720.8 |
| S1 |
717.0 |
717.0 |
|