ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 07-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
| Open |
699.0 |
670.0 |
-29.0 |
-4.1% |
716.0 |
| High |
699.0 |
670.2 |
-28.8 |
-4.1% |
727.3 |
| Low |
632.3 |
644.7 |
12.4 |
2.0% |
632.3 |
| Close |
665.9 |
649.4 |
-16.5 |
-2.5% |
649.4 |
| Range |
66.7 |
25.5 |
-41.2 |
-61.8% |
95.0 |
| ATR |
16.1 |
16.7 |
0.7 |
4.2% |
0.0 |
| Volume |
167 |
232 |
65 |
38.9% |
1,170 |
|
| Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
731.3 |
715.8 |
663.5 |
|
| R3 |
705.8 |
690.3 |
656.5 |
|
| R2 |
680.3 |
680.3 |
654.0 |
|
| R1 |
664.8 |
664.8 |
651.8 |
659.8 |
| PP |
654.8 |
654.8 |
654.8 |
652.3 |
| S1 |
639.3 |
639.3 |
647.0 |
634.3 |
| S2 |
629.3 |
629.3 |
644.8 |
|
| S3 |
603.8 |
613.8 |
642.5 |
|
| S4 |
578.3 |
588.3 |
635.5 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
954.8 |
897.0 |
701.8 |
|
| R3 |
859.8 |
802.0 |
675.5 |
|
| R2 |
764.8 |
764.8 |
666.8 |
|
| R1 |
707.0 |
707.0 |
658.0 |
688.3 |
| PP |
669.8 |
669.8 |
669.8 |
660.3 |
| S1 |
612.0 |
612.0 |
640.8 |
593.3 |
| S2 |
574.8 |
574.8 |
632.0 |
|
| S3 |
479.8 |
517.0 |
623.3 |
|
| S4 |
384.8 |
422.0 |
597.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
778.5 |
|
2.618 |
737.0 |
|
1.618 |
711.5 |
|
1.000 |
695.8 |
|
0.618 |
686.0 |
|
HIGH |
670.3 |
|
0.618 |
660.5 |
|
0.500 |
657.5 |
|
0.382 |
654.5 |
|
LOW |
644.8 |
|
0.618 |
629.0 |
|
1.000 |
619.3 |
|
1.618 |
603.5 |
|
2.618 |
578.0 |
|
4.250 |
536.3 |
|
|
| Fisher Pivots for day following 07-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
657.5 |
671.3 |
| PP |
654.8 |
664.0 |
| S1 |
652.0 |
656.8 |
|