ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 18-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
| Open |
684.2 |
692.0 |
7.8 |
1.1% |
660.0 |
| High |
700.5 |
700.9 |
0.4 |
0.1% |
717.0 |
| Low |
674.1 |
679.2 |
5.1 |
0.8% |
660.0 |
| Close |
692.8 |
680.7 |
-12.1 |
-1.7% |
693.3 |
| Range |
26.4 |
21.7 |
-4.7 |
-17.8% |
57.0 |
| ATR |
19.4 |
19.6 |
0.2 |
0.8% |
0.0 |
| Volume |
305 |
493 |
188 |
61.6% |
1,954 |
|
| Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
752.0 |
738.0 |
692.8 |
|
| R3 |
730.3 |
716.3 |
686.8 |
|
| R2 |
708.8 |
708.8 |
684.8 |
|
| R1 |
694.8 |
694.8 |
682.8 |
690.8 |
| PP |
687.0 |
687.0 |
687.0 |
685.0 |
| S1 |
673.0 |
673.0 |
678.8 |
669.0 |
| S2 |
665.3 |
665.3 |
676.8 |
|
| S3 |
643.5 |
651.3 |
674.8 |
|
| S4 |
621.8 |
629.5 |
668.8 |
|
|
| 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 |
793.0 |
|
2.618 |
757.8 |
|
1.618 |
736.0 |
|
1.000 |
722.5 |
|
0.618 |
714.3 |
|
HIGH |
701.0 |
|
0.618 |
692.5 |
|
0.500 |
690.0 |
|
0.382 |
687.5 |
|
LOW |
679.3 |
|
0.618 |
665.8 |
|
1.000 |
657.5 |
|
1.618 |
644.0 |
|
2.618 |
622.5 |
|
4.250 |
587.0 |
|
|
| Fisher Pivots for day following 18-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
690.0 |
691.0 |
| PP |
687.0 |
687.8 |
| S1 |
683.8 |
684.3 |
|