ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 25-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2010 |
25-May-2010 |
Change |
Change % |
Previous Week |
| Open |
642.6 |
630.7 |
-11.9 |
-1.9% |
684.2 |
| High |
649.0 |
636.9 |
-12.1 |
-1.9% |
700.9 |
| Low |
636.4 |
614.6 |
-21.8 |
-3.4% |
624.5 |
| Close |
637.9 |
635.5 |
-2.4 |
-0.4% |
646.4 |
| Range |
12.6 |
22.3 |
9.7 |
77.0% |
76.4 |
| ATR |
20.8 |
21.0 |
0.2 |
0.9% |
0.0 |
| Volume |
357 |
413 |
56 |
15.7% |
1,666 |
|
| Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
696.0 |
688.0 |
647.8 |
|
| R3 |
673.5 |
665.8 |
641.8 |
|
| R2 |
651.3 |
651.3 |
639.5 |
|
| R1 |
643.5 |
643.5 |
637.5 |
647.3 |
| PP |
629.0 |
629.0 |
629.0 |
631.0 |
| S1 |
621.0 |
621.0 |
633.5 |
625.0 |
| S2 |
606.8 |
606.8 |
631.5 |
|
| S3 |
584.5 |
598.8 |
629.3 |
|
| S4 |
562.0 |
576.5 |
623.3 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
886.5 |
842.8 |
688.5 |
|
| R3 |
810.0 |
766.5 |
667.5 |
|
| R2 |
733.8 |
733.8 |
660.5 |
|
| R1 |
690.0 |
690.0 |
653.5 |
673.8 |
| PP |
657.3 |
657.3 |
657.3 |
649.0 |
| S1 |
613.8 |
613.8 |
639.5 |
597.3 |
| S2 |
580.8 |
580.8 |
632.5 |
|
| S3 |
504.5 |
537.3 |
625.5 |
|
| S4 |
428.0 |
460.8 |
604.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
731.8 |
|
2.618 |
695.3 |
|
1.618 |
673.0 |
|
1.000 |
659.3 |
|
0.618 |
650.8 |
|
HIGH |
637.0 |
|
0.618 |
628.5 |
|
0.500 |
625.8 |
|
0.382 |
623.0 |
|
LOW |
614.5 |
|
0.618 |
600.8 |
|
1.000 |
592.3 |
|
1.618 |
578.5 |
|
2.618 |
556.3 |
|
4.250 |
519.8 |
|
|
| Fisher Pivots for day following 25-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
632.3 |
634.8 |
| PP |
629.0 |
634.0 |
| S1 |
625.8 |
633.3 |
|