ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 13-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
| Open |
685.0 |
710.0 |
25.0 |
3.6% |
716.0 |
| High |
712.5 |
717.0 |
4.5 |
0.6% |
727.3 |
| Low |
685.0 |
703.1 |
18.1 |
2.6% |
632.3 |
| Close |
711.2 |
707.6 |
-3.6 |
-0.5% |
649.4 |
| Range |
27.5 |
13.9 |
-13.6 |
-49.5% |
95.0 |
| ATR |
18.9 |
18.5 |
-0.4 |
-1.9% |
0.0 |
| Volume |
336 |
533 |
197 |
58.6% |
1,170 |
|
| Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
751.0 |
743.3 |
715.3 |
|
| R3 |
737.0 |
729.3 |
711.5 |
|
| R2 |
723.3 |
723.3 |
710.3 |
|
| R1 |
715.3 |
715.3 |
708.8 |
712.3 |
| PP |
709.3 |
709.3 |
709.3 |
707.8 |
| S1 |
701.5 |
701.5 |
706.3 |
698.5 |
| S2 |
695.3 |
695.3 |
705.0 |
|
| S3 |
681.5 |
687.5 |
703.8 |
|
| S4 |
667.5 |
673.8 |
700.0 |
|
|
| 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 |
776.0 |
|
2.618 |
753.5 |
|
1.618 |
739.5 |
|
1.000 |
731.0 |
|
0.618 |
725.5 |
|
HIGH |
717.0 |
|
0.618 |
711.8 |
|
0.500 |
710.0 |
|
0.382 |
708.5 |
|
LOW |
703.0 |
|
0.618 |
694.5 |
|
1.000 |
689.3 |
|
1.618 |
680.5 |
|
2.618 |
666.8 |
|
4.250 |
644.0 |
|
|
| Fisher Pivots for day following 13-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
710.0 |
704.3 |
| PP |
709.3 |
701.0 |
| S1 |
708.5 |
697.8 |
|