ICE Russell 2000 Mini Future September 2010
| Trading Metrics calculated at close of trading on 28-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2010 |
28-May-2010 |
Change |
Change % |
Previous Week |
| Open |
637.9 |
664.4 |
26.5 |
4.2% |
642.6 |
| High |
667.0 |
669.0 |
2.0 |
0.3% |
669.0 |
| Low |
637.9 |
653.9 |
16.0 |
2.5% |
614.6 |
| Close |
665.9 |
658.7 |
-7.2 |
-1.1% |
658.7 |
| Range |
29.1 |
15.1 |
-14.0 |
-48.1% |
54.4 |
| ATR |
21.9 |
21.4 |
-0.5 |
-2.2% |
0.0 |
| Volume |
522 |
807 |
285 |
54.6% |
3,456 |
|
| Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
705.8 |
697.3 |
667.0 |
|
| R3 |
690.8 |
682.3 |
662.8 |
|
| R2 |
675.8 |
675.8 |
661.5 |
|
| R1 |
667.3 |
667.3 |
660.0 |
663.8 |
| PP |
660.5 |
660.5 |
660.5 |
659.0 |
| S1 |
652.0 |
652.0 |
657.3 |
648.8 |
| S2 |
645.5 |
645.5 |
656.0 |
|
| S3 |
630.3 |
637.0 |
654.5 |
|
| S4 |
615.3 |
621.8 |
650.5 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
810.8 |
789.0 |
688.5 |
|
| R3 |
756.3 |
734.8 |
673.8 |
|
| R2 |
701.8 |
701.8 |
668.8 |
|
| R1 |
680.3 |
680.3 |
663.8 |
691.0 |
| PP |
647.5 |
647.5 |
647.5 |
652.8 |
| S1 |
625.8 |
625.8 |
653.8 |
636.8 |
| S2 |
593.0 |
593.0 |
648.8 |
|
| S3 |
538.8 |
571.5 |
643.8 |
|
| S4 |
484.3 |
517.0 |
628.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
733.3 |
|
2.618 |
708.5 |
|
1.618 |
693.5 |
|
1.000 |
684.0 |
|
0.618 |
678.3 |
|
HIGH |
669.0 |
|
0.618 |
663.3 |
|
0.500 |
661.5 |
|
0.382 |
659.8 |
|
LOW |
654.0 |
|
0.618 |
644.5 |
|
1.000 |
638.8 |
|
1.618 |
629.5 |
|
2.618 |
614.3 |
|
4.250 |
589.8 |
|
|
| Fisher Pivots for day following 28-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
661.5 |
656.0 |
| PP |
660.5 |
653.3 |
| S1 |
659.5 |
650.5 |
|