ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 19-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
| Open |
692.0 |
678.4 |
-13.6 |
-2.0% |
660.0 |
| High |
700.9 |
681.9 |
-19.0 |
-2.7% |
717.0 |
| Low |
679.2 |
662.5 |
-16.7 |
-2.5% |
660.0 |
| Close |
680.7 |
670.3 |
-10.4 |
-1.5% |
693.3 |
| Range |
21.7 |
19.4 |
-2.3 |
-10.6% |
57.0 |
| ATR |
19.6 |
19.6 |
0.0 |
-0.1% |
0.0 |
| Volume |
493 |
158 |
-335 |
-68.0% |
1,954 |
|
| Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
729.8 |
719.5 |
681.0 |
|
| R3 |
710.3 |
700.0 |
675.8 |
|
| R2 |
691.0 |
691.0 |
673.8 |
|
| R1 |
680.8 |
680.8 |
672.0 |
676.0 |
| PP |
671.5 |
671.5 |
671.5 |
669.3 |
| S1 |
661.3 |
661.3 |
668.5 |
656.8 |
| S2 |
652.3 |
652.3 |
666.8 |
|
| S3 |
632.8 |
641.8 |
665.0 |
|
| S4 |
613.3 |
622.5 |
659.8 |
|
|
| 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 |
764.3 |
|
2.618 |
732.8 |
|
1.618 |
713.3 |
|
1.000 |
701.3 |
|
0.618 |
694.0 |
|
HIGH |
682.0 |
|
0.618 |
674.5 |
|
0.500 |
672.3 |
|
0.382 |
670.0 |
|
LOW |
662.5 |
|
0.618 |
650.5 |
|
1.000 |
643.0 |
|
1.618 |
631.0 |
|
2.618 |
611.8 |
|
4.250 |
580.0 |
|
|
| Fisher Pivots for day following 19-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
672.3 |
681.8 |
| PP |
671.5 |
678.0 |
| S1 |
671.0 |
674.0 |
|