ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 26-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2010 |
26-May-2010 |
Change |
Change % |
Previous Week |
| Open |
630.7 |
640.5 |
9.8 |
1.6% |
684.2 |
| High |
636.9 |
655.0 |
18.1 |
2.8% |
700.9 |
| Low |
614.6 |
632.0 |
17.4 |
2.8% |
624.5 |
| Close |
635.5 |
635.4 |
-0.1 |
0.0% |
646.4 |
| Range |
22.3 |
23.0 |
0.7 |
3.1% |
76.4 |
| ATR |
21.0 |
21.1 |
0.1 |
0.7% |
0.0 |
| Volume |
413 |
1,357 |
944 |
228.6% |
1,666 |
|
| Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
709.8 |
695.5 |
648.0 |
|
| R3 |
686.8 |
672.5 |
641.8 |
|
| R2 |
663.8 |
663.8 |
639.5 |
|
| R1 |
649.5 |
649.5 |
637.5 |
645.3 |
| PP |
640.8 |
640.8 |
640.8 |
638.5 |
| S1 |
626.5 |
626.5 |
633.3 |
622.3 |
| S2 |
617.8 |
617.8 |
631.3 |
|
| S3 |
594.8 |
603.5 |
629.0 |
|
| S4 |
571.8 |
580.5 |
622.8 |
|
|
| 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 |
752.8 |
|
2.618 |
715.3 |
|
1.618 |
692.3 |
|
1.000 |
678.0 |
|
0.618 |
669.3 |
|
HIGH |
655.0 |
|
0.618 |
646.3 |
|
0.500 |
643.5 |
|
0.382 |
640.8 |
|
LOW |
632.0 |
|
0.618 |
617.8 |
|
1.000 |
609.0 |
|
1.618 |
594.8 |
|
2.618 |
571.8 |
|
4.250 |
534.3 |
|
|
| Fisher Pivots for day following 26-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
643.5 |
635.3 |
| PP |
640.8 |
635.0 |
| S1 |
638.0 |
634.8 |
|