ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 12-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
| Open |
678.5 |
685.0 |
6.5 |
1.0% |
716.0 |
| High |
700.9 |
712.5 |
11.6 |
1.7% |
727.3 |
| Low |
678.5 |
685.0 |
6.5 |
1.0% |
632.3 |
| Close |
689.7 |
711.2 |
21.5 |
3.1% |
649.4 |
| Range |
22.4 |
27.5 |
5.1 |
22.8% |
95.0 |
| ATR |
18.2 |
18.9 |
0.7 |
3.7% |
0.0 |
| Volume |
215 |
336 |
121 |
56.3% |
1,170 |
|
| Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
785.5 |
775.8 |
726.3 |
|
| R3 |
758.0 |
748.3 |
718.8 |
|
| R2 |
730.5 |
730.5 |
716.3 |
|
| R1 |
720.8 |
720.8 |
713.8 |
725.5 |
| PP |
703.0 |
703.0 |
703.0 |
705.3 |
| S1 |
693.3 |
693.3 |
708.8 |
698.0 |
| S2 |
675.5 |
675.5 |
706.3 |
|
| S3 |
648.0 |
665.8 |
703.8 |
|
| S4 |
620.5 |
638.3 |
696.0 |
|
|
| 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 |
829.5 |
|
2.618 |
784.5 |
|
1.618 |
757.0 |
|
1.000 |
740.0 |
|
0.618 |
729.5 |
|
HIGH |
712.5 |
|
0.618 |
702.0 |
|
0.500 |
698.8 |
|
0.382 |
695.5 |
|
LOW |
685.0 |
|
0.618 |
668.0 |
|
1.000 |
657.5 |
|
1.618 |
640.5 |
|
2.618 |
613.0 |
|
4.250 |
568.0 |
|
|
| Fisher Pivots for day following 12-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
707.0 |
703.0 |
| PP |
703.0 |
694.5 |
| S1 |
698.8 |
686.3 |
|