ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 03-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
| Open |
736.0 |
716.0 |
-20.0 |
-2.7% |
737.6 |
| High |
737.0 |
727.3 |
-9.7 |
-1.3% |
742.0 |
| Low |
712.0 |
716.0 |
4.0 |
0.6% |
712.0 |
| Close |
713.1 |
727.6 |
14.5 |
2.0% |
713.1 |
| Range |
25.0 |
11.3 |
-13.7 |
-54.8% |
30.0 |
| ATR |
10.7 |
11.0 |
0.2 |
2.3% |
0.0 |
| Volume |
405 |
518 |
113 |
27.9% |
1,064 |
|
| Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
757.5 |
753.8 |
733.8 |
|
| R3 |
746.3 |
742.5 |
730.8 |
|
| R2 |
735.0 |
735.0 |
729.8 |
|
| R1 |
731.3 |
731.3 |
728.8 |
733.0 |
| PP |
723.8 |
723.8 |
723.8 |
724.5 |
| S1 |
720.0 |
720.0 |
726.5 |
721.8 |
| S2 |
712.3 |
712.3 |
725.5 |
|
| S3 |
701.0 |
708.8 |
724.5 |
|
| S4 |
689.8 |
697.3 |
721.5 |
|
|
| 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 |
775.3 |
|
2.618 |
757.0 |
|
1.618 |
745.5 |
|
1.000 |
738.5 |
|
0.618 |
734.3 |
|
HIGH |
727.3 |
|
0.618 |
723.0 |
|
0.500 |
721.8 |
|
0.382 |
720.3 |
|
LOW |
716.0 |
|
0.618 |
709.0 |
|
1.000 |
704.8 |
|
1.618 |
697.8 |
|
2.618 |
686.5 |
|
4.250 |
668.0 |
|
|
| Fisher Pivots for day following 03-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
725.5 |
726.5 |
| PP |
723.8 |
725.5 |
| S1 |
721.8 |
724.5 |
|