ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 11-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
| Open |
660.0 |
678.5 |
18.5 |
2.8% |
716.0 |
| High |
682.0 |
700.9 |
18.9 |
2.8% |
727.3 |
| Low |
660.0 |
678.5 |
18.5 |
2.8% |
632.3 |
| Close |
685.7 |
689.7 |
4.0 |
0.6% |
649.4 |
| Range |
22.0 |
22.4 |
0.4 |
1.8% |
95.0 |
| ATR |
17.9 |
18.2 |
0.3 |
1.8% |
0.0 |
| Volume |
199 |
215 |
16 |
8.0% |
1,170 |
|
| Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
757.0 |
745.8 |
702.0 |
|
| R3 |
734.5 |
723.3 |
695.8 |
|
| R2 |
712.0 |
712.0 |
693.8 |
|
| R1 |
701.0 |
701.0 |
691.8 |
706.5 |
| PP |
689.8 |
689.8 |
689.8 |
692.5 |
| S1 |
678.5 |
678.5 |
687.8 |
684.0 |
| S2 |
667.3 |
667.3 |
685.5 |
|
| S3 |
645.0 |
656.0 |
683.5 |
|
| S4 |
622.5 |
633.8 |
677.5 |
|
|
| 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 |
796.0 |
|
2.618 |
759.5 |
|
1.618 |
737.3 |
|
1.000 |
723.3 |
|
0.618 |
714.8 |
|
HIGH |
701.0 |
|
0.618 |
692.3 |
|
0.500 |
689.8 |
|
0.382 |
687.0 |
|
LOW |
678.5 |
|
0.618 |
664.8 |
|
1.000 |
656.0 |
|
1.618 |
642.3 |
|
2.618 |
619.8 |
|
4.250 |
583.3 |
|
|
| Fisher Pivots for day following 11-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
689.8 |
684.0 |
| PP |
689.8 |
678.5 |
| S1 |
689.8 |
672.8 |
|