ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 20-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
| Open |
678.4 |
672.7 |
-5.7 |
-0.8% |
660.0 |
| High |
681.9 |
672.7 |
-9.2 |
-1.3% |
717.0 |
| Low |
662.5 |
633.7 |
-28.8 |
-4.3% |
660.0 |
| Close |
670.3 |
637.7 |
-32.6 |
-4.9% |
693.3 |
| Range |
19.4 |
39.0 |
19.6 |
101.0% |
57.0 |
| ATR |
19.6 |
21.0 |
1.4 |
7.1% |
0.0 |
| Volume |
158 |
255 |
97 |
61.4% |
1,954 |
|
| Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
765.0 |
740.3 |
659.3 |
|
| R3 |
726.0 |
701.3 |
648.5 |
|
| R2 |
687.0 |
687.0 |
644.8 |
|
| R1 |
662.3 |
662.3 |
641.3 |
655.3 |
| PP |
648.0 |
648.0 |
648.0 |
644.5 |
| S1 |
623.3 |
623.3 |
634.0 |
616.3 |
| S2 |
609.0 |
609.0 |
630.5 |
|
| S3 |
570.0 |
584.3 |
627.0 |
|
| S4 |
531.0 |
545.3 |
616.3 |
|
|
| 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 |
838.5 |
|
2.618 |
774.8 |
|
1.618 |
735.8 |
|
1.000 |
711.8 |
|
0.618 |
696.8 |
|
HIGH |
672.8 |
|
0.618 |
657.8 |
|
0.500 |
653.3 |
|
0.382 |
648.5 |
|
LOW |
633.8 |
|
0.618 |
609.5 |
|
1.000 |
594.8 |
|
1.618 |
570.5 |
|
2.618 |
531.5 |
|
4.250 |
468.0 |
|
|
| Fisher Pivots for day following 20-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
653.3 |
667.3 |
| PP |
648.0 |
657.5 |
| S1 |
642.8 |
647.5 |
|