ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 14-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
| Open |
710.0 |
708.1 |
-1.9 |
-0.3% |
660.0 |
| High |
717.0 |
708.1 |
-8.9 |
-1.2% |
717.0 |
| Low |
703.1 |
684.0 |
-19.1 |
-2.7% |
660.0 |
| Close |
707.6 |
693.3 |
-14.3 |
-2.0% |
693.3 |
| Range |
13.9 |
24.1 |
10.2 |
73.4% |
57.0 |
| ATR |
18.5 |
18.9 |
0.4 |
2.2% |
0.0 |
| Volume |
533 |
671 |
138 |
25.9% |
1,954 |
|
| Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
767.5 |
754.5 |
706.5 |
|
| R3 |
743.3 |
730.3 |
700.0 |
|
| R2 |
719.3 |
719.3 |
697.8 |
|
| R1 |
706.3 |
706.3 |
695.5 |
700.8 |
| PP |
695.3 |
695.3 |
695.3 |
692.3 |
| S1 |
682.3 |
682.3 |
691.0 |
676.5 |
| S2 |
671.0 |
671.0 |
689.0 |
|
| S3 |
647.0 |
658.0 |
686.8 |
|
| S4 |
622.8 |
634.0 |
680.0 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
861.0 |
834.3 |
724.8 |
|
| R3 |
804.0 |
777.3 |
709.0 |
|
| R2 |
747.0 |
747.0 |
703.8 |
|
| R1 |
720.3 |
720.3 |
698.5 |
733.8 |
| PP |
690.0 |
690.0 |
690.0 |
696.8 |
| S1 |
663.3 |
663.3 |
688.0 |
676.8 |
| S2 |
633.0 |
633.0 |
682.8 |
|
| S3 |
576.0 |
606.3 |
677.5 |
|
| S4 |
519.0 |
549.3 |
662.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
810.5 |
|
2.618 |
771.3 |
|
1.618 |
747.0 |
|
1.000 |
732.3 |
|
0.618 |
723.0 |
|
HIGH |
708.0 |
|
0.618 |
699.0 |
|
0.500 |
696.0 |
|
0.382 |
693.3 |
|
LOW |
684.0 |
|
0.618 |
669.0 |
|
1.000 |
660.0 |
|
1.618 |
645.0 |
|
2.618 |
621.0 |
|
4.250 |
581.5 |
|
|
| Fisher Pivots for day following 14-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
696.0 |
700.5 |
| PP |
695.3 |
698.0 |
| S1 |
694.3 |
695.8 |
|