ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 04-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2010 |
04-May-2010 |
Change |
Change % |
Previous Week |
| Open |
716.0 |
719.4 |
3.4 |
0.5% |
737.6 |
| High |
727.3 |
719.4 |
-7.9 |
-1.1% |
742.0 |
| Low |
716.0 |
704.0 |
-12.0 |
-1.7% |
712.0 |
| Close |
727.6 |
708.4 |
-19.2 |
-2.6% |
713.1 |
| Range |
11.3 |
15.4 |
4.1 |
36.3% |
30.0 |
| ATR |
11.0 |
11.9 |
0.9 |
8.2% |
0.0 |
| Volume |
518 |
28 |
-490 |
-94.6% |
1,064 |
|
| Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
756.8 |
748.0 |
716.8 |
|
| R3 |
741.5 |
732.5 |
712.8 |
|
| R2 |
726.0 |
726.0 |
711.3 |
|
| R1 |
717.3 |
717.3 |
709.8 |
714.0 |
| PP |
710.5 |
710.5 |
710.5 |
709.0 |
| S1 |
701.8 |
701.8 |
707.0 |
698.5 |
| S2 |
695.3 |
695.3 |
705.5 |
|
| S3 |
679.8 |
686.5 |
704.3 |
|
| S4 |
664.5 |
671.0 |
700.0 |
|
|
| 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 |
784.8 |
|
2.618 |
759.8 |
|
1.618 |
744.3 |
|
1.000 |
734.8 |
|
0.618 |
729.0 |
|
HIGH |
719.5 |
|
0.618 |
713.5 |
|
0.500 |
711.8 |
|
0.382 |
710.0 |
|
LOW |
704.0 |
|
0.618 |
694.5 |
|
1.000 |
688.5 |
|
1.618 |
679.0 |
|
2.618 |
663.8 |
|
4.250 |
638.5 |
|
|
| Fisher Pivots for day following 04-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
711.8 |
720.5 |
| PP |
710.5 |
716.5 |
| S1 |
709.5 |
712.5 |
|