ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 17-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
| Open |
708.1 |
684.2 |
-23.9 |
-3.4% |
660.0 |
| High |
708.1 |
700.5 |
-7.6 |
-1.1% |
717.0 |
| Low |
684.0 |
674.1 |
-9.9 |
-1.4% |
660.0 |
| Close |
693.3 |
692.8 |
-0.5 |
-0.1% |
693.3 |
| Range |
24.1 |
26.4 |
2.3 |
9.5% |
57.0 |
| ATR |
18.9 |
19.4 |
0.5 |
2.8% |
0.0 |
| Volume |
671 |
305 |
-366 |
-54.5% |
1,954 |
|
| Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
768.3 |
757.0 |
707.3 |
|
| R3 |
742.0 |
730.5 |
700.0 |
|
| R2 |
715.5 |
715.5 |
697.8 |
|
| R1 |
704.3 |
704.3 |
695.3 |
709.8 |
| PP |
689.3 |
689.3 |
689.3 |
692.0 |
| S1 |
677.8 |
677.8 |
690.5 |
683.5 |
| S2 |
662.8 |
662.8 |
688.0 |
|
| S3 |
636.3 |
651.3 |
685.5 |
|
| S4 |
610.0 |
625.0 |
678.3 |
|
|
| 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 |
812.8 |
|
2.618 |
769.5 |
|
1.618 |
743.3 |
|
1.000 |
727.0 |
|
0.618 |
716.8 |
|
HIGH |
700.5 |
|
0.618 |
690.5 |
|
0.500 |
687.3 |
|
0.382 |
684.3 |
|
LOW |
674.0 |
|
0.618 |
657.8 |
|
1.000 |
647.8 |
|
1.618 |
631.5 |
|
2.618 |
605.0 |
|
4.250 |
562.0 |
|
|
| Fisher Pivots for day following 17-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
691.0 |
695.5 |
| PP |
689.3 |
694.8 |
| S1 |
687.3 |
693.8 |
|